MultiStatM (version 2.0.0)

Cum2Mom: Convert cumulants to moments (univariate and multivariate)

Description

Obtains a vector of moments from a vector of cumulants for either univariate or multivariate data.

Usage

Cum2Mom(cumulants, Type = c("Univariate", "Multivariate"))

Value

The vector of moments if Type is "Univariate" or the list of vectors of moments if Type is "Multivariate".

Arguments

cumulants

Either a vector of univariate cumulants or a list of vectors of multivariate cumulants.

Type

A character string specifying the type of cumulants provided. Use "Univariate" for univariate cumulants and "Multivariate" for multivariate cumulants.

References

Gy. Terdik, Multivariate statistical methods - going beyond the linear, Springer 2021. Section 3.4.

See Also

Other Moments and cumulants: EVSKSkewNorm(), EVSKUniS(), Mom2Cum(), MomCumCFUSN(), MomCumSkewNorm(), MomCumUniS(), MomCumZabs()

Examples

# Univariate example
cum_x <- c(1, 2, 3, 4)
Cum2Mom(cum_x, Type = "Univariate")

# Multivariate example
cum <- list(c(0,0), c(1,0,0,1), c(rep(0,8)), c(rep(0,16)), c(rep(0,32)))
Cum2Mom(cum, Type = "Multivariate")