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]