cumulant2moment: Convert raw cumulants to moments.

Description Usage Arguments Details Value Author(s) See Also Examples

View source: R/moments.r

Description

Conversion of a vector of raw cumulatnts to moments.

Usage

1

Arguments

kappa

a vector of the raw cumulants. The first element is the first cumulant, which is also the first moment.

Details

The 'raw' cumulants kappa_i are connected to the 'raw' (uncentered) moments, mu'_i via the equation

μ_n' = κ_n + ∑_{m=1}^{n-1} {n-1 \choose m-1} κ_m μ_{n-m}'

Value

a vector of the raw moments. The first element of the input shall be the same as the first element of the output.

Author(s)

Steven E. Pav [email protected]

See Also

moment2cumulant

Examples

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# normal distribution, mean 0, variance 1
n.mom <- cumulant2moment(c(0,1,0,0,0,0))
# normal distribution, mean 1, variance 1
n.mom <- cumulant2moment(c(1,1,0,0,0,0))

Example output



PDQutils documentation built on May 30, 2017, 3:42 a.m.