cumulant2moment {PDQutils}

Convert raw cumulants to moments.

Description

Conversion of a vector of raw cumulatnts to moments.

Usage

cumulant2moment(kappa)

Arguments

kappa

a vector of the raw cumulants. The first element is the first cumulant, which is also the first moment.

Details

The 'raw' cumulants \kappa_i are connected to the 'raw' (uncentered) moments, \mu_i' via the equation

\mu_n' = \kappa_n + \sum_{m=1}^{n-1} {n-1 \choose m-1} \kappa_m \mu_{n-m}'

Value

a vector of the raw moments. The first element of the input shall be the same as the first element of the output.

Author(s)

Steven E. Pav [e-mail]

See Also

moment2cumulant

Examples

# normal distribution, mean 0, variance 1
n.mom <- cumulant2moment(c(0,1,0,0,0,0))
# normal distribution, mean 1, variance 1
n.mom <- cumulant2moment(c(1,1,0,0,0,0))