all.cumulants

0th

Percentile

Statistical Cumulants

This function calculates the cumulants for all orders specified in the given vector, matrix or data frame of raw moments

Keywords
math, univar
Usage
all.cumulants(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.
Details

No details are currently described.

Value

A vector matrix or data frame of cumulants. For matrices and data frame, column vectors correspond to different random variables.

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

Aliases
  • all.cumulants
Examples
set.seed(1234)
x <- rnorm(10000)
mu.raw.x <- all.moments( x, order.max=6 )
all.cumulants( mu.raw.x )
M <- matrix( x, nrow=1000, ncol=10 )
mu.raw.M <- all.moments( M, order.max=6 )
all.cumulants( mu.raw.M )
D <- data.frame( M )
mu.raw.D <- all.moments( D, order.max=6 )
all.cumulants( mu.raw.D )
Documentation reproduced from package moments, version 0.14, License: GPL (>= 2)

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