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| center.test | One-sample location test |
| commutation | Commutation matrix for square matrices |
| companies | Financial data |
| cork | Cork borings |
| duplication | Duplication matrix |
| dweights | Distribution of the weights from a multivariate t-distribution |
| envelope | QQ-plot with simulated envelopes |
| equicorrelation.test | Equicorrelation test |
| examScor | Open/Closed book data |
| fisher.info | Fisher information matrix |
| homogeneity.test | Test of variance homogeneity of correlated variances |
| kurtosis | Mardia's multivariate kurtosis coefficient |
| mvt.control | Set control parameters |
| PFM | Returns from the Chilean Pension Funds |
| pweights | Distribution of the weights from a multivariate t-distribution |
| qweights | Distribution of the weights from a multivariate t-distribution |
| rmt | Multivariate-t random deviates |
| Student | Family object for the multivariate t-distribution |
| Student.family | Family object for the multivariate t-distribution |
| studentFit | Estimation of mean and covariance using the multivariate t-distribution |
| Weights | Distribution of the weights from a multivariate t-distribution |
| wilson.hilferty | Wilson-Hilferty transformation |