nPS | R Documentation |
Given a data sample, the function returns an estimate of a product of cumulants with fixed orders.
nPS( v = NULL, V = NULL)
v |
vector of integers |
V |
vector of a data sample |
Simple polykays or generalized k-statistics are unbiased estimators of cumulant products
with minimum variance.
See the referred papers to read more about these estimators. Simple polykays are usually expressed
in terms of power sum symmetric polynomials in the i.i.d. random variables of the sample. Thus,
for the input sample data
, running nPS(c(i,j,...),data)
returns an estimate of
the product k[i]*k[j]*...
with k[i], k[j], ...
the cumulants of the population
distribution and v=(i,j,...)
their fixed orders.
float |
the estimate of the polykay |
Called by the master nPolyk
function in the kStatistics
package.
Elvira Di Nardo elvira.dinardo@unito.it,
Giuseppe Guarino giuseppe.guarino@rete.basilicata.it
E. Di Nardo, G. Guarino, D. Senato (2008) An unifying framework for k-statistics, polykays and their generalizations. Bernoulli. 14(2), 440-468. (download from https://arxiv.org/pdf/math/0607623.pdf)
E. Di Nardo, G. Guarino, D. Senato (2008) Symbolic computation of moments of sampling distributions. Comp. Stat. Data Analysis. 52(11), 4909-4922. (download from https://arxiv.org/abs/0806.0129)
E. Di Nardo, G. Guarino, D. Senato (2009) A new method for fast computing unbiased estimators of cumulants. Statistics and Computing, 19, 155-165. (download from https://arxiv.org/abs/0807.5008)
P. McCullagh, J. Kolassa (2009), Scholarpedia, 4(3):4699. http://www.scholarpedia.org/article/Cumulants
nPolyk
,
nKS
,
nKM
,
nPM
# Data assignment data<-c(16.34, 10.76, 11.84, 13.55, 15.85, 18.20, 7.51, 10.22, 12.52, 14.68, 16.08, 19.43,8.12, 11.20, 12.95, 14.77, 16.83, 19.80, 8.55, 11.58, 12.10, 15.02, 16.83, 16.98, 19.92, 9.47, 11.68, 13.41, 15.35, 19.11) # Return an estimate of the product k[2]*k[1], where k[1] and k[2] are the mean and # the variance of the population distribution respectively nPS(c(2,1), data)
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