conv_Mom2CumMulti {MultiStatM}R Documentation

Convert T-moments to T-cumulants (multivariate)

Description

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

Usage

conv_Mom2CumMulti(mu)

Arguments

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

Value

Cum the list of n vectors of d-variate cumulants

References

Gy. Terdik, Multivariate statistical methods - going beyond the linear, Springer 2021. Section 3.4 formula 3.29

See Also

Other Moments and cumulants: conv_Cum2MomMulti(), conv_Cum2Mom(), conv_Mom2Cum()

Examples

#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)


[Package MultiStatM version 1.2.1 Index]