| raw2central {moments} | R Documentation |
Raw to central moments
Description
This function transforms a vector, matrix or data frame of raw moments to a vector, matrix or data frame of central moments.
Usage
raw2central(mu.raw)
Arguments
mu.raw |
A numeric vector, matrix or data frame of raw moments. For a vector, mu.raw[0] is the order 0 raw moment, mu.raw[1] is the order 1 raw moment and so forth. For a matrix or data frame, row vector mu.raw[0,] contains the order 0 raw moments, row vector mu.raw[1,] contains the order 1 raw moments and so forth. |
Value
A vector matrix or data frame of central 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,
central2raw
Examples
set.seed(1234)
x <- rnorm(10000)
mu.raw.x <- all.moments( x, order.max=4 )
mu.central.x <- all.moments( x, central=TRUE, order.max=4 )
raw2central( mu.raw.x )
mu.central.x
M <- matrix( x, nrow=1000, ncol=10 )
mu.raw.M <- all.moments( M, order.max=4 )
mu.central.M <- all.moments( M, central=TRUE, order.max=4 )
raw2central( mu.raw.M )
mu.central.M
D <- data.frame( M )
mu.raw.D <- all.moments( D, order.max=4 )
mu.central.D <- all.moments( D, central=TRUE, order.max=4 )
raw2central( mu.raw.D )
mu.central.D