all.cumulants: Statistical Cumulants

In moments: Moments, Cumulants, Skewness, Kurtosis and Related Tests

Statistical Cumulants

Description

This function calculates the cumulants for all orders specified in the given vector, matrix or data frame of raw moments

Usage

all.cumulants(mu.raw)

Arguments

mu.raw

A numeric vector, matrix or data frame of raw moments. For a vector, mu.raw[0] is the order 0 raw moment, mu.raw[1] is the order 1 raw moment and so forth. For a matrix or data frame, row vector mu.raw[0,] contains the order 0 raw moments, row vector mu.raw[1,] contains the order 1 raw moments and so forth.

Details

No details are currently described.

Value

A vector matrix or data frame of cumulants. For matrices and data frame, column vectors correspond to different random variables.

Author(s)

Frederick Novomestky [e-mail]

References

Papoulis, A., Pillai, S. U. (2002) Probability, Random Variables and Stochastic Processes, Fourth Edition, McGraw-Hill, New York, 146-147.

See Also

moment, all.moments

Examples

set.seed(1234)
x <- rnorm(10000)
mu.raw.x <- all.moments( x, order.max=6 )
all.cumulants( mu.raw.x )
M <- matrix( x, nrow=1000, ncol=10 )
mu.raw.M <- all.moments( M, order.max=6 )
all.cumulants( mu.raw.M )
D <- data.frame( M )
mu.raw.D <- all.moments( D, order.max=6 )
all.cumulants( mu.raw.D )

moments documentation built on May 2, 2022, 5:06 p.m.