Mom2Cum {MultiStatM}

Convert moments to cumulants (univariate and multivariate)

Description

Obtains a vector of cumulants from a vector of moments for either univariate or multivariate data.

Usage

Mom2Cum(moments, Type = c("Univariate", "Multivariate"))

Arguments

moments

Either a vector of univariate moments or a list of vectors of multivariate moments.

Type

A character string specifying the type of moments provided. Use "Univariate" for univariate moments and "Multivariate" for multivariate moments.

Value

The vector of cumulants if Type is "Univariate" or the list of vectors of cumulants if Type is "Multivariate".

References

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

See Also

Other Moments and cumulants: Cum2Mom(), EVSKSkewNorm(), EVSKUniS(), MomCumCFUSN(), MomCumSkewNorm(), MomCumUniS(), MomCumZabs()

Examples

# Univariate example
mu_x <- c(1, 2, 3, 4)
Mom2Cum(mu_x, Type = "Univariate")

# Multivariate example
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)))
Mom2Cum(mu, Type = "Multivariate")