Cum2Mom: Convert cumulants to moments (univariate and multivariate)

In MultiStatM: Multivariate Statistical Methods

Convert cumulants to moments (univariate and multivariate)

Description

Obtains a vector of moments from a vector of cumulants for either univariate or multivariate data.

Usage

Cum2Mom(cumulants, Type = c("Univariate", "Multivariate"))

Arguments

cumulants	Either a vector of univariate cumulants or a list of vectors of multivariate cumulants.
Type	A character string specifying the type of cumulants provided. Use "Univariate" for univariate cumulants and "Multivariate" for multivariate cumulants.

Value

The vector of moments if Type is "Univariate" or the list of vectors of moments if Type is "Multivariate".

References

Gy. Terdik, Multivariate statistical methods - going beyond the linear, Springer 2021. Section 3.4.

See Also

Other Moments and cumulants: EVSKSkewNorm(), EVSKUniS(), Mom2Cum(), MomCumCFUSN(), MomCumSkewNorm(), MomCumUniS(), MomCumZabs()

Examples

# Univariate example
cum_x <- c(1, 2, 3, 4)
Cum2Mom(cum_x, Type = "Univariate")

# Multivariate example
cum <- list(c(0,0), c(1,0,0,1), c(rep(0,8)), c(rep(0,16)), c(rep(0,32)))
Cum2Mom(cum, Type = "Multivariate")

MultiStatM documentation built on Sept. 11, 2024, 6:01 p.m.