| central2raw {moments} | R Documentation |
Central to raw moments
Description
This function transforms a vector, matrix or data frame of central moments to a vector, matrix or data frame of raw moments.
Usage
central2raw(mu.central,eta)
Arguments
mu.central |
A numeric vector, matrix or data frame of central moments. For a vector, mu.central[0] is the order 0 central moment, mu.central[1] is the order 1 central moment and so forth. For a matrix or data frame, row vector mu.central[0,] contains the order 0 central moments, row vector mu.central[1,] contains the order 1 central moments and so forth. |
eta |
A numeric vector of sample mean or expected values |
Value
A vector matrix or data frame of raw moments. For matrices and data frame, column vectors correspond to different random variables.
Author(s)
Frederick Novomestky fnovomes@poly.edu
References
Papoulis, A., Pillai, S. U. (2002) Probability, Random Variables and Stochastic Processes, Fourth Edition, McGraw-Hill, New York, 146-147.
See Also
moment,
all.moments,
raw2central
Examples
set.seed(1234)
x <- rnorm(10000)
mu.raw.x <- all.moments( x, order.max=4 )
eta.x <- mu.raw.x[2]
mu.central.x <- all.moments( x, central=TRUE, order.max=4 )
central2raw( mu.central.x, eta.x )
mu.raw.x
M <- matrix( x, nrow=1000, ncol=10 )
mu.raw.M <- all.moments( M, order.max=4 )
eta.M <- mu.raw.M[2,]
mu.central.M <- all.moments( M, central=TRUE, order.max=4 )
central2raw( mu.central.M, eta.M )
mu.raw.M
D <- data.frame( M )
mu.raw.D <- all.moments( D, order.max=4 )
eta.D <- mu.raw.D[2,]
mu.central.D <- all.moments( D, central=TRUE, order.max=4 )
central2raw( mu.central.D, eta.D )
mu.raw.D