PlotNormTest (version 1.0.1)

matrix_A: From derivatives of MGF to derivatives of CGF.

Description

Taylor expansion implies that vectors of derivatives of \(\log(\hat{M}_X(t))\) can be approximated by a linear combination of vectors of derivatives of \(\hat{M}_X(t)\). matrix_A results the corresponding linear combinations.

Usage

mt3_matrix_A(t)
mt4_matrix_A(t)

Value

mt3_matrix_A returns coefficient matrix relating to the use of third derivatives.

mt4_matrix_A returns coefficient matrix relating to the use of fourth derivatives.

Arguments

t

vector of \(\mathbb{R}^p\)

Examples

p <- 3
t <- rep(.2, p)
A3 <- mt3_matrix_A(t)
dim(A3)
A3[1:5, 1:5]
A4 <- mt4_matrix_A(t)
dim(A4)
A4[1:5, 1:5]