raw2central | R Documentation |
This function transforms a vector, matrix or data frame of raw moments to a vector, matrix or data frame of central moments.
raw2central(mu.raw)
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. |
A vector matrix or data frame of central moments. For matrices and data frame, column vectors correspond to different random variables.
Frederick Novomestky fnovomes@poly.edu
Papoulis, A., Pillai, S. U. (2002) Probability, Random Variables and Stochastic Processes, Fourth Edition, McGraw-Hill, New York, 146-147.
moment
,
all.moments
,
central2raw
set.seed(1234) x <- rnorm(10000) mu.raw.x <- all.moments( x, order.max=4 ) mu.central.x <- all.moments( x, central=TRUE, order.max=4 ) raw2central( mu.raw.x ) mu.central.x M <- matrix( x, nrow=1000, ncol=10 ) mu.raw.M <- all.moments( M, order.max=4 ) mu.central.M <- all.moments( M, central=TRUE, order.max=4 ) raw2central( mu.raw.M ) mu.central.M D <- data.frame( M ) mu.raw.D <- all.moments( D, order.max=4 ) mu.central.D <- all.moments( D, central=TRUE, order.max=4 ) raw2central( mu.raw.D ) mu.central.D
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