conv_Cum2MomMulti {MultiStatM} | R Documentation |
Obtains a vector of d-variate moments from a vector of d-variate cumulants
conv_Cum2MomMulti(cum)
cum |
the list of r d-variate cumulants in vector form starting from the first cumulant - the vector of means - and arriving to the r-th order d-variate cumulant in vector form |
Mom
the list of r vectors of d-variate moments
Gy. Terdik, Multivariate statistical methods - going beyond the linear, Springer 2021. Section 3.4 formula 3.40
Other Moments and cumulants:
conv_Cum2Mom()
,
conv_Mom2CumMulti()
,
conv_Mom2Cum()
#cum contains the T-vector cumulants up to the fifth order of the bivariate
#standard normal distribution
cum<-list(c(0,0),c(1,0,0,1),c(0,0,0,0,0,0,0,0),c(0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0),
c(rep(0,32)))
conv_Cum2MomMulti(cum)