all.cumulants {moments}R Documentation

Statistical Cumulants

Description

This function calculates the cumulants for all orders specified in the given vector, matrix or data frame of raw moments

Usage

all.cumulants(mu.raw)

Arguments

mu.raw A numeric vector, matrix or data frame of raw moments. For a vector, mu.raw[0] is the order 0 raw moment, mu.raw[1] is the order 1 raw moment and so forth. For a matrix or data frame, row vector mu.raw[0,] contains the order 0 raw moments, row vector mu.raw[1,] contains the order 1 raw moments and so forth.

Details

~~ If necessary, more details than the description above ~~

Value

A vector matrix or data frame of cumulants. For matrices and data frame, column vectors correspond to different random variables.

Author(s)

Frederick Novomestky fnovomes@poly.edu

References

Papoulis, A., Pillai, S. U. (2002) Probability, Random Variables and Stochastic Processes, Fourth Edition, McGraw-Hill, New York, 146-147.

See Also

moment, all.moments

Examples

set.seed(1234)
x <- rnorm(10000)
mu.raw.x <- all.moments( x, order.max=6 )
all.cumulants( mu.raw.x )
M <- matrix( x, nrow=1000, ncol=10 )
mu.raw.M <- all.moments( M, order.max=6 )
all.cumulants( mu.raw.M )
D <- data.frame( M )
mu.raw.D <- all.moments( D, order.max=6 )
all.cumulants( mu.raw.D )
[Package moments version 0.11 Index]