conv_Mom2CumMulti {MultiStatM} | R Documentation |
Obtains a vector of d-variate cumulants from a vector of d-variate moments
conv_Mom2CumMulti(mu)
mu |
the list of r d-variate moments in vector form starting from the first moment - the vector of means - and arriving to the r-th order d-variate moment in vector form |
Cum
the list of n vectors of d-variate cumulants
Gy. Terdik, Multivariate statistical methods - going beyond the linear, Springer 2021. Section 3.4 formula 3.29
Other Moments and cumulants:
conv_Cum2MomMulti()
,
conv_Cum2Mom()
,
conv_Mom2Cum()
#Mu contains the T-vector moments up to the fifth order of the bivariate
#standard normal distribution
mu<-list(c(0,0),c(1,0,0,1),c(0,0,0,0,0,0,0,0),c(3,0,0,1,0,1,1,0,0,1,1,0,1,0,0,3),
c(rep(0,32)))
conv_Mom2CumMulti(mu)