Faster Multivariate Cumulants (2026-07-27)

Last updated on Jul 27, 2026 1 min read

In the github repository

https://github.com/deleeuw/cumulants

there is a new version of a 2020 paper (with code in R and C) to compute sample multivariate cumulants. This is potentially useful in nonlinear factor analysis and independent component analysis. Some new benchmarks on the mini with MacOS 27.0 and the M4 chip are also included.

Jan de Leeuw
Jan de Leeuw
Distinguished Professor Emeritus