Description Usage Arguments Details Value Author(s) References See Also
Called by callmultmoments to compute representation of a multivariate normal moment using recursive algorithm
1 | multmoments(moment,current.matrix,current.cell,moment.rep,row_col)
|
moment |
vector c(k1,...,kn) specifying the moment X1**k1 *...* Xn**kn |
current.matrix |
upper-triangular integer matrix under consideration in recursion |
current.cell |
cell in current matrix under consideration in recursion |
moment.rep |
current set of representations; mult.moments adds each satisfying matrix to moment.rep |
row_col |
matrix giving rows and columns for square matrix for each cell |
Each row of the representation gives the exponents for a single product of covariance terms. For example, (1,2,0) represents S11**1 S12**2 S22**0, where the Sij are the covariances.
This function would normally only be called by callmultmoments.
moment representation, moment.rep, augmented with additional representations
Kem Phillips <kemphillips@comcast.net>
K Phillips, Symbolic Computation of the Central Moments of the Multivariate Normal Distribution, Journal of Statistical Software, 2010.
callmultmoments (symmoments)
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