matrix_A: From derivatives of MGF to derivatives of CGF.

In PlotNormTest: Graphical Univariate/Multivariate Assessments for Normality Assumption

From derivatives of MGF to derivatives of CGF.

Description

Taylor expansion implies that vectors of derivatives of \log(\hat{M}_X(t)) can be approximated by a linear combination of vectors of derivatives of \hat{M}_X(t). matrix_A results the corresponding linear combinations.

Usage

mt3_matrix_A(t)

mt4_matrix_A(t)

Arguments

t	vector of \mathbb{R}^p

Value

mt3_matrix_A returns coefficient matrix relating to the use of third derivatives.

mt4_matrix_A returns coefficient matrix relating to the use of fourth derivatives.

Examples

p <- 3
t <- rep(.2, p)
A3 <- mt3_matrix_A(t)
dim(A3)
A3[1:5, 1:5]
A4 <- mt4_matrix_A(t)
dim(A4)
A4[1:5, 1:5]

PlotNormTest documentation built on April 12, 2025, 9:14 a.m.