conv_Cum2MomMulti {MultiStatM}R Documentation

Convert T-cumulants to T-moments (multivariate)

Description

Obtains a vector of d-variate moments from a vector of d-variate cumulants

Usage

conv_Cum2MomMulti(cum)

Arguments

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

Value

Mom the list of r vectors of d-variate moments

References

Gy. Terdik, Multivariate statistical methods - going beyond the linear, Springer 2021. Section 3.4 formula 3.40

See Also

Other Moments and cumulants: conv_Cum2Mom(), conv_Mom2CumMulti(), conv_Mom2Cum()

Examples

#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)


[Package MultiStatM version 1.2.1 Index]