evaluate.moment: Evaluate a multivariate moment
In symmoments: Symbolic Central and Noncentral Moments of the Multivariate Normal Distribution

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

Generic method for class moment to compute the numerical value of a moment at a specified covariance matrix from the output of callmultmoments

1 2	## S3 method for class 'moment' evaluate(object,sigma)

`object`	an object of class 'moment'
`sigma`	an upper-triangular matrix of covariance terms expressed as a vector at which the moment is to be evaluated

object is normally the output of a call to callmultmoment. This is a list with first component the moment itself, the second component the set of upper-triangular matrices representing the moment, and the third component containing their corresponding coefficients. This is an object of class 'moment'.

numeric value of the moment at the specified covariance matrix

Kem Phillips <kemphillips@comcast.net>

K Phillips, Symbolic Computation of the Central Moments of the Multivariate Normal Distribution, Journal of Statistical Software, 2010.

callmultmoments and the simulate and toLatex methods from the symmoments package

evaluate(callmultmoments(c(1,2,3,4)),c(4,2,1,1,3,1,1,2,1,2))
# evaluates the moment at c(1,2,3,4) at the following covariance matrix
#    4 2 1 1
#    2 3 1 1
#    1 1 2 1
#    1 1 1 2