moments (version 0.14)

raw2central: 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.

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