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MATLAB API documentation
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NormMomsFromMoms.m
1% nm = NormMomsFromMoms(m)
2%
3% Returns the normalized moments given the raw moments.
4%
5% The raw moments are: `m_i=E(\mathcal{X}^i)`
6%
7% The normalized moments are: `\displaystyle n_i=\frac{m_i}{m_{i-1} m_1}`
8%
9% Parameters
10% ----------
11% m : vector of doubles
12% The list of raw moments (starting with the first
13% moment)
14%
15% Returns
16% -------
17% nm : vector of doubles
18% The list of normalized moments
19
20function nm=NormMomsFromMoms(m)
21
22 nm = zeros(size(m));
23 nm(1) = m(1);
24 for i=2:length(m)
25 nm(i) = m(i) / m(i-1) / m(1);
26 end
27end