LINE Solver (C++)
Templated C++ port of the LINE queueing solver
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moment_central_from_raw.h File Reference

Central moments from raw moments. More...

#include <vector>
#include "line/num/number.h"
#include "line/util/error.h"
#include "line/util/matrix.h"
#include "line/util/population.h"
Include dependency graph for moment_central_from_raw.h:

Go to the source code of this file.

Namespaces

namespace  line
namespace  line::moment

Functions

template<class T>
std::vector< T > line::moment::moment_central_from_raw (const std::vector< T > &m)
 mc_i = sum_k (-1)^(i-k) C(i,k) m_k m1^(i-k), with m1 = m[1].

Detailed Description

Central moments from raw moments.

Templated port of matlab/src/api/moment/moment_central_from_raw.m. Every operation is integer or rational, so the exact instantiation returns the transform with no rounding at all. That matters more here than almost anywhere else in the API: the alternating binomial sums of the moment conversions cancel catastrophically in double arithmetic once the order grows.

Definition in file moment_central_from_raw.h.