distr_CFUSN_MomCum_Th {MultiStatM} | R Documentation |
Moments and cumulants CFUSN
Description
Provides the theoretical cumulants of the multivariate Canonical Fundamental Skew Normal distribution
Usage
distr_CFUSN_MomCum_Th(r, d, p, Delta, nMu = FALSE)
Arguments
r |
The highest cumulant order |
d |
The multivariate dimension and number of rows of the skewness matrix Delta |
p |
The number of cols of the skewness matrix Delta |
Delta |
The skewness matrix |
nMu |
If set to TRUE, the list of the first r d-variate moments is provided |
Value
The list of theoretical cumulants in vector form
References
Gy.Terdik, Multivariate statistical methods - Going beyond the linear, Springer 2021, Lemma 5.3 p.251
See Also
Other Theoretical Moments and Cumulants:
distr_SkewNorm_EVSK_Th()
,
distr_SkewNorm_MomCum_Th()
,
distr_UniAbs_EVSK_Th()
,
distr_Uni_EVSK_Th()
,
distr_Uni_MomCum_Th()
,
distr_ZabsM_MomCum_Th()
,
distr_Zabs_MomCum_Th()
Other Multivariate distributions:
distr_CFUSN_Rand()
,
distr_CFUSSD_Rand()
,
distr_SkewNorm_EVSK_Th()
,
distr_SkewNorm_MomCum_Th()
,
distr_SkewNorm_Rand()
,
distr_UniAbs_EVSK_Th()
,
distr_Uni_EVSK_Th()
,
distr_Uni_MomCum_Th()
,
distr_Uni_Rand()
,
distr_ZabsM_MomCum_Th()
,
distr_Zabs_MomCum_Th()
Examples
r <- 4; d <- 2; p <- 3
Lamd <- matrix(sample(1:50-25, d*p), nrow=d)
ieg<- eigen(diag(p)+t(Lamd)%*%Lamd)
V <- ieg$vectors
Delta <-Lamd %*% V %*% diag(1/sqrt(ieg$values)) %*% t(V)
MomCum_CFUSN <- distr_CFUSN_MomCum_Th (r,d,p,Delta)