cumulant2moment {PDQutils} | R Documentation |
Conversion of a vector of raw cumulatnts to moments.
cumulant2moment(kappa)
kappa |
a vector of the raw cumulants. The first element is the first cumulant, which is also the first moment. |
The 'raw' cumulants kappa_i are connected to the 'raw' (uncentered) moments, mu'_i via the equation
μ_n' = κ_n + ∑_{m=1}^{n-1} {n-1 \choose m-1} κ_m μ_{n-m}'
a vector of the raw moments. The first element of the input shall be the same as the first element of the output.
Steven E. Pav shabbychef@gmail.com
# normal distribution, mean 0, variance 1 n.mom <- cumulant2moment(c(0,1,0,0,0,0)) # normal distribution, mean 1, variance 1 n.mom <- cumulant2moment(c(1,1,0,0,0,0))