Evaluate a multivariate moment

Description

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

Usage

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

Arguments

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

Details

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'.

Value

numeric value of the moment at the specified covariance matrix

Author(s)

Kem Phillips <kemphillips@comcast.net>

References

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

See Also

callmultmoments and the simulate and toLatex methods from the symmoments package

Examples

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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