UnivMomCum {MultiStatM}R Documentation

Univariate moments and cumulants from T-vectors

Description

A vector of indexes to select the moments and cumulants of the single components of the random vector X for which a T-vector of moments and cumulants is available

Usage

UnivMomCum(d, q)

Arguments

d

dimension of a vector X

q

power of the Kronecker product

Value

A vector of indexes

See Also

Other Matrices and commutators: EliminIndx(), EliminMatr(), QplicIndx(), QplicMatr(), SymIndx(), SymMatr()

Examples

## For a 3-variate skewness and kurtosis vectors estimated from data, extract
## the skewness and kurtosis estimates for each of the single components of the vector
alpha<-c(10,5,0)
omega<-diag(rep(1,3))
X<-rSkewNorm(200, omega, alpha)
EVSK<-SampleEVSK(X)
## Get the univariate skewness and kurtosis for X1,X2,X3
EVSK$estSkew[UnivMomCum(3,3)]
EVSK$estKurt[UnivMomCum(3,4)]

[Package MultiStatM version 2.0.0 Index]