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% Copyright (C) 2018 Sebastian Ankargren
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% \iffalse
%<package>\NeedsTeXFormat{LaTeX2e}
%<package>\ProvidesPackage{statmath}
%<package>[2018/03/08 v0.1 Statistical notation and mathematics]
%
%<*driver>
\documentclass{ltxdoc}
\usepackage{statmath}
\EnableCrossrefs
\CodelineIndex
\RecordChanges
\begin{document}
\DocInput{statmath.dtx}
\end{document}
%</driver>
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% {Upper-case    \A\B\C\D\E\F\G\H\I\J\K\L\M\N\O\P\Q\R\S\T\U\V\W\X\Y\Z
%  Lower-case    \a\b\c\d\e\f\g\h\i\j\k\l\m\n\o\p\q\r\s\t\u\v\w\x\y\z
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% \changes{v1.0}{2018/03/08}{Initial version}
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% \GetFileInfo{statmath.sty}
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% \DoNotIndex{\#}
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% \title{The \textsf{statmath} package\thanks{This document
%   corresponds to \textsf{statmath}~\fileversion,
%   dated \filedate.}}
% \author{Sebastian Ankargren\\ \texttt{sebastian.ankargren@statistics.uu.se}}
%
% \maketitle
%
% \begin{abstract}
%   Applied and theoretical papers in statistics usually contain a number of notational conventions which are currently lacking in the popular |amsmath| package. This package provides commands for such standard statistical-mathematical language, including bold Roman and Greek letters, convergence symbols, matrix operations. 
% \end{abstract}
%
% \section{Introduction}
%
% Applied and theoretical papers in statistics usually contain a number of notational conventions which are currently lacking in the popular |amsmath| package. The seasoned \LaTeX{} user will see that the provided commands are simple, almost trivial, but will hopefully offer less cluttered preambles as well as a welcome help for novice users.
%
% \section{Usage}
%
% \DescribeMacro{\bfA}
% Capital Roman letter: $\bfA$\\
% \DescribeMacro{\bfa}
% Lower-case Roman letter: $\bfa$\\
% \DescribeMacro{\bfGamma}
% Capital Greek letter: $\bfGamma$\\
% \DescribeMacro{\bfalpha}
% Lower-case Greek letter: $\bfalpha$\\
% \DescribeMacro{\bfzero}
% Bold zero: $\bfzero$\\
% \DescribeMacro{\cov}
% Covariance: $\cov(X, Y)$\\
% \DescribeMacro{\E}
% Expectation: $\E(X)$\\
% \DescribeMacro{\V}
% Variance: $\V(X)$\\
% \DescribeMacro{\inas}
% Convergence almost surely: $X_n \inas X$\\
% \DescribeMacro{\inprob}
% Convergence in probability: $X_n \inprob X$\\
% \DescribeMacro{\indist}
% Convergence in distribution: $X_n \indist X$\\
% \DescribeMacro{\plim}
% Probability limit: $\plim X_n = X$\\
% \DescribeMacro{\tr}
% Trace of matrix: $\tr(\bfA)$\\
% \DescribeMacro{\vc}
% Vectorization of matrix: $\vc(\bfA)$\\
% \DescribeMacro{\vcs}
% Strict half-vectorization of matrix: $\vcs(\bfA)$\\
% \DescribeMacro{\vch}
% Half-vectorization of matrix: $\vch(\bfA)$\\
% \DescribeMacro{\diag}
% Diagonal of matrix: $\diag(\bfA)$\\
% \DescribeMacro{\argmin}
% Minimize argument: $\hat{\theta}=\argmin_{\theta\in\Theta}f(\theta)$\\
% \DescribeMacro{\argmax}
% Maximize argument: $\hat{\theta}=\argmax_{\theta\in\Theta}f(\theta)$\\
%
% \StopEventually{\PrintIndex}
%
% \section{Implementation}
% The default is to use |\mathbf| for Roman letters and |\boldsymbol| for Greek letters. Both can be changed (individually) to |\bm|. 
%    \begin{macrocode}
\RequirePackage{amsmath}
\RequirePackage{bm}%

\DeclareOption{abcbm}{%
   \let\abcbf\bm%
}
\DeclareOption{greekbm}{%
   \let\greekbf\bm%
}
\DeclareOption{abcbf}{%
 \let\abcbf\mathbf%
}
\DeclareOption{greekbs}{%
 \let\greekbf\boldsymbol%
}

\ExecuteOptions{abcbf,greekbs}
 
\ProcessOptions\relax
%    \end{macrocode}
% \clearpage
% \subsection{Bold letters and symbols}
%    \begin{macro}{\bfA}
%    \begin{macro}{\bfB}
%    \begin{macro}{\bfC}
%    \begin{macro}{\bfD}
%    \begin{macro}{\bfE}
%    \begin{macro}{\bfF}
%    \begin{macro}{\bfG}
%    \begin{macro}{\bfH}
%    \begin{macro}{\bfI}
%    \begin{macro}{\bfJ}
%    \begin{macro}{\bfK}
%    \begin{macro}{\bfL}
%    \begin{macro}{\bfM}
%    \begin{macro}{\bfN}
%    \begin{macro}{\bfO}
%    \begin{macro}{\bfP}
%    \begin{macro}{\bfQ}
%    \begin{macro}{\bfR}
%    \begin{macro}{\bfS}
%    \begin{macro}{\bfT}
%    \begin{macro}{\bfU}
%    \begin{macro}{\bfV}
%    \begin{macro}{\bfW}
%    \begin{macro}{\bfX}
%    \begin{macro}{\bfY}
%    \begin{macro}{\bfZ}
% Capital letters are obtained by |\bfA|, |\bfB|, etc. The command |\abcbf| is either |\textbf| or |\bm|, depending on options |abcbf| or |abcbm|. 
%    \begin{macrocode}
\newcommand{\bfA}{\abcbf A}
\newcommand{\bfB}{\abcbf B}
\newcommand{\bfC}{\abcbf C}
\newcommand{\bfD}{\abcbf D}
\newcommand{\bfE}{\abcbf E}
\newcommand{\bfF}{\abcbf F}
\newcommand{\bfG}{\abcbf G}
\newcommand{\bfH}{\abcbf H}
\newcommand{\bfI}{\abcbf I}
\newcommand{\bfJ}{\abcbf J}
\newcommand{\bfK}{\abcbf K}
\newcommand{\bfL}{\abcbf L}
\newcommand{\bfM}{\abcbf M}
\newcommand{\bfN}{\abcbf N}
\newcommand{\bfO}{\abcbf O}
\newcommand{\bfP}{\abcbf P}
\newcommand{\bfQ}{\abcbf Q}
\newcommand{\bfR}{\abcbf R}
\newcommand{\bfS}{\abcbf S}
\newcommand{\bfT}{\abcbf T}
\newcommand{\bfU}{\abcbf U}
\newcommand{\bfV}{\abcbf V}
\newcommand{\bfW}{\abcbf W}
\newcommand{\bfX}{\abcbf X}
\newcommand{\bfY}{\abcbf Y}
\newcommand{\bfZ}{\abcbf Z}
%    \end{macrocode}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \end{macro}
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%    \end{macro}
%    \end{macro}
% \clearpage
%    \begin{macro}{\bfa}
%    \begin{macro}{\bfb}
%    \begin{macro}{\bfc}
%    \begin{macro}{\bfd}
%    \begin{macro}{\bfe}
%    \begin{macro}{\bff}
%    \begin{macro}{\bfg}
%    \begin{macro}{\bfh}
%    \begin{macro}{\bfi}
%    \begin{macro}{\bfj}
%    \begin{macro}{\bfk}
%    \begin{macro}{\bfl}
%    \begin{macro}{\bfm}
%    \begin{macro}{\bfn}
%    \begin{macro}{\bfo}
%    \begin{macro}{\bfp}
%    \begin{macro}{\bfq}
%    \begin{macro}{\bfr}
%    \begin{macro}{\bfs}
%    \begin{macro}{\bft}
%    \begin{macro}{\bfu}
%    \begin{macro}{\bfv}
%    \begin{macro}{\bfw}
%    \begin{macro}{\bfx}
%    \begin{macro}{\bfy}
%    \begin{macro}{\bfz}
% Lower-case letters are obtained by |\bfa|, |\bfb|, etc. The command |\abcbf| is either |\textbf| or |\bm|, depending on options |abcbf| or |abcbm|. 
%    \begin{macrocode}
\newcommand{\bfa}{\abcbf a}
\newcommand{\bfb}{\abcbf b}
\newcommand{\bfc}{\abcbf c}
\newcommand{\bfd}{\abcbf d}
\newcommand{\bfe}{\abcbf e}
\newcommand{\bff}{\abcbf f}
\newcommand{\bfg}{\abcbf g}
\newcommand{\bfh}{\abcbf h}
\newcommand{\bfi}{\abcbf i}
\newcommand{\bfj}{\abcbf j}
\newcommand{\bfk}{\abcbf k}
\newcommand{\bfl}{\abcbf l}
\newcommand{\bfm}{\abcbf m}
\newcommand{\bfn}{\abcbf n}
\newcommand{\bfo}{\abcbf o}
\newcommand{\bfp}{\abcbf p}
\newcommand{\bfq}{\abcbf q}
\newcommand{\bfr}{\abcbf r}
\newcommand{\bfs}{\abcbf s}
\newcommand{\bft}{\abcbf t}
\newcommand{\bfu}{\abcbf u}
\newcommand{\bfv}{\abcbf v}
\newcommand{\bfw}{\abcbf w}
\newcommand{\bfx}{\abcbf x}
\newcommand{\bfy}{\abcbf y}
\newcommand{\bfz}{\abcbf z}
%    \end{macrocode}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \end{macro}
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%    \end{macro}
%    \end{macro}
% \clearpage
%    \begin{macro}{\bfalpha}
%    \begin{macro}{\bfbeta}
%    \begin{macro}{\bfdelta}
%    \begin{macro}{\bfepsilon}
%    \begin{macro}{\bfvarepsilon}
%    \begin{macro}{\bfzeta}
%    \begin{macro}{\bfeta}
%    \begin{macro}{\bftheta}
%    \begin{macro}{\bfvartheta}
%    \begin{macro}{\bfgamma}
%    \begin{macro}{\bfkappa}
%    \begin{macro}{\bflambda}
%    \begin{macro}{\bfmu}
%    \begin{macro}{\bfnu}
%    \begin{macro}{\bfxi}
%    \begin{macro}{\bfpi}
%    \begin{macro}{\bfvarpi}
%    \begin{macro}{\bfrho}
%    \begin{macro}{\bfvarrho}
%    \begin{macro}{\bfsigma}
%    \begin{macro}{\bfvarsigma}
%    \begin{macro}{\bftau}
%    \begin{macro}{\bfupsilon}
%    \begin{macro}{\bfphi}
%    \begin{macro}{\bfvarphi}
%    \begin{macro}{\bfchi}
%    \begin{macro}{\bfpsi}
%    \begin{macro}{\bfomega}
%    \begin{macro}{\bfiota}
% Lower-case Greek letters are obtained by |\bfalpha|, |\bfbeta|, etc. The command |\greekbf| is either |\boldsymbol| or |\bm|, depending on options |greekbs| or |greekbm|. 
%    \begin{macrocode}
\newcommand{\bfalpha}{\greekbf \alpha}
\newcommand{\bfbeta}{\greekbf \beta}
\newcommand{\bfdelta}{\greekbf \delta}
\newcommand{\bfepsilon}{\greekbf \epsilon}
\newcommand{\bfvarepsilon}{\greekbf \varepsilon}
\newcommand{\bfzeta}{\greekbf \zeta}
\newcommand{\bfeta}{\greekbf \eta}
\newcommand{\bftheta}{\greekbf \theta}
\newcommand{\bfvartheta}{\greekbf \vartheta}
\newcommand{\bfgamma}{\greekbf \gamma}
\newcommand{\bfkappa}{\greekbf \kappa}
\newcommand{\bflambda}{\greekbf \lambda}
\newcommand{\bfmu}{\greekbf \mu}
\newcommand{\bfnu}{\greekbf \nu}
\newcommand{\bfxi}{\greekbf \xi}
\newcommand{\bfpi}{\greekbf \pi}
\newcommand{\bfvarpi}{\greekbf \varpi}
\newcommand{\bfrho}{\greekbf \rho}
\newcommand{\bfvarrho}{\greekbf \varrho}
\newcommand{\bfsigma}{\greekbf \sigma}
\newcommand{\bfvarsigma}{\greekbf \varsigma}
\newcommand{\bftau}{\greekbf \tau}
\newcommand{\bfupsilon}{\greekbf \upsilon}
\newcommand{\bfphi}{\greekbf \phi}
\newcommand{\bfvarphi}{\greekbf \varphi}
\newcommand{\bfchi}{\greekbf \chi}
\newcommand{\bfpsi}{\greekbf \psi}
\newcommand{\bfomega}{\greekbf \omega}
\newcommand{\bfiota}{\greekbf \iota}
%    \end{macrocode}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \end{macro}
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%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \begin{macro}{\bfGamma}
%    \begin{macro}{\bfDelta}
%    \begin{macro}{\bfTheta}
%    \begin{macro}{\bfLambda}
%    \begin{macro}{\bfXi}
%    \begin{macro}{\bfPi}
%    \begin{macro}{\bfSigma}
%    \begin{macro}{\bfUpsilon}
%    \begin{macro}{\bfPhi}
%    \begin{macro}{\bfPsi}
%    \begin{macro}{\bfOmega}
% Capital Greek letters are obtained by |\bfGamma|, |\bfDelta|, etc. The command |\greekbf| is either |\boldsymbol| or |\bm|, depending on options |greekbs| or |greekbm|. 
%    \begin{macrocode}
\newcommand{\bfGamma}{\greekbf \Gamma}
\newcommand{\bfDelta}{\greekbf \Delta}
\newcommand{\bfTheta}{\greekbf \Theta}
\newcommand{\bfLambda}{\greekbf \Lambda}
\newcommand{\bfXi}{\greekbf \Xi}
\newcommand{\bfPi}{\greekbf \Pi}
\newcommand{\bfSigma}{\greekbf \Sigma}
\newcommand{\bfUpsilon}{\greekbf \Upsilon}
\newcommand{\bfPhi}{\greekbf \Phi}
\newcommand{\bfPsi}{\greekbf \Psi}
\newcommand{\bfOmega}{\greekbf \Omega}
%    \end{macrocode}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \begin{macro}{\bfzero}
% Bold zero. The command |\greekbf| is either |\boldsymbol| or |\bm|, depending on options |greekbs| or |greekbm|. 
%    \begin{macrocode}
\newcommand{\bfzero}{\greekbf 0}
%    \end{macrocode}
%    \end{macro}
% \subsection{Statistical operators and concepts}
% Statistical operators for covariance, expectation and variance.
%    \begin{macro}{\cov}
%    \begin{macro}{\E}
%    \begin{macro}{\V}
%    \begin{macrocode}
\DeclareMathOperator{\cov}{Cov}
\DeclareMathOperator{\E}{E}
\DeclareMathOperator{\V}{V}
%    \end{macrocode}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \begin{macro}{\inas}
%    \begin{macro}{\inprob}
%    \begin{macro}{\indist}
%    \begin{macro}{\plim}
%    \begin{macrocode}
\newcommand{\inas}{\overset{a.s.}{\to}}
\newcommand{\indist}{\overset{d}{\to}}
\newcommand{\inprob}{\overset{p}{\to}}
\DeclareMathOperator{\plim}{plim}
%    \end{macrocode}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \end{macro}
% \subsection{Matrix and mathematical operators}
%    \begin{macro}{\tr}
%    \begin{macro}{\vc}
%    \begin{macro}{\vcs}
%    \begin{macro}{\vch}
%    \begin{macro}{\diag}
%    \begin{macrocode}
\DeclareMathOperator{\tr}{tr}
\DeclareMathOperator{\vc}{vec}
\DeclareMathOperator{\vcs}{vecs}
\DeclareMathOperator{\vch}{vech}
\DeclareMathOperator{\diag}{diag}
%    \end{macrocode}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \end{macro}
%    \begin{macro}{\argmin}
%    \begin{macro}{\argmax}
%    \begin{macrocode}
\DeclareMathOperator{\argmin}{arg\,min}
\DeclareMathOperator{\argmax}{arg\,max}
%    \end{macrocode}
%    \end{macro}
%    \end{macro}
%
%
% \Finale
\endinput