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
\mu_n' = \kappa_n + \sum_{m=1}^{n-1} {n-1 \choose m-1} \kappa_m \mu_{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))