MultiStatM (version 2.0.0)

Mom2Cum: Convert moments to cumulants (univariate and multivariate)

Description

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

Usage

Mom2Cum(moments, Type = c("Univariate", "Multivariate"))

Value

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

Arguments

moments

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

Type

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

References

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

See Also

Other Moments and cumulants: Cum2Mom(), EVSKSkewNorm(), EVSKUniS(), MomCumCFUSN(), MomCumSkewNorm(), MomCumUniS(), MomCumZabs()

Examples

# Univariate example
mu_x <- c(1, 2, 3, 4)
Mom2Cum(mu_x, Type = "Univariate")

# Multivariate example
mu <- list(c(0,0), c(1,0,0,1), c(0,0,0,0,0,0,0,0), c(3,0,0,1,0,1,1,0,0,1,1,0,1,0,0,3), c(rep(0,32)))
Mom2Cum(mu, Type = "Multivariate")