distr_SkewNorm_MomCum_Th {MultiStatM} | R Documentation |
Computes the theoretical values of moments and cumulants up to the r-th order. Warning: if nMu = TRUE it can be very slow
distr_SkewNorm_MomCum_Th(r = 4, omega, alpha, nMu = FALSE)
r |
the highest moment and cumulant order |
omega |
A |
alpha |
shape parameter d-vector |
nMu |
if it is TRUE then moments are calculated as well |
A list of theoretical moments and cumulants
Gy.Terdik, Multivariate statistical methods - Going beyond the linear, Springer 2021 (5.5) p.247, Lemma 5.1 p. 246
S. R. Jammalamadaka, E. Taufer, Gy. Terdik. On multivariate skewness and kurtosis. Sankhya A, 83(2), 607-644.
Other Theoretical Moments and Cumulants:
distr_CFUSN_MomCum_Th()
,
distr_SkewNorm_EVSK_Th()
,
distr_UniAbs_EVSK_Th()
,
distr_Uni_EVSK_Th()
,
distr_Uni_MomCum_Th()
,
distr_ZabsM_MomCum_Th()
,
distr_Zabs_MomCum_Th()
Other Multivariate distributions:
distr_CFUSN_MomCum_Th()
,
distr_CFUSN_Rand()
,
distr_CFUSSD_Rand()
,
distr_SkewNorm_EVSK_Th()
,
distr_SkewNorm_Rand()
,
distr_UniAbs_EVSK_Th()
,
distr_Uni_EVSK_Th()
,
distr_Uni_MomCum_Th()
,
distr_Uni_Rand()
,
distr_ZabsM_MomCum_Th()
,
distr_Zabs_MomCum_Th()
alpha<-c(10,5,0)
omega<-diag(3)
distr_SkewNorm_MomCum_Th(r=4,omega,alpha)