LINE Solver
MATLAB API documentation
Loading...
Searching...
No Matches
moment_joint_factorial_from_factcumulant.m
1function f = moment_joint_factorial_from_factcumulant(kappa)
2% f = moment_joint_factorial_from_factcumulant(kappa)
3%
4% Converts the joint factorial cumulants of a discrete random vector into its
5% joint factorial moments. Inverse of
6% moment_joint_factcumulant_from_factorial.
7%
8% Input:
9% kappa: array of size (n_1+1)x...x(n_d+1) holding the joint factorial
10% cumulants; element 1 is ignored
11%
12% Output:
13% f: array of the same size holding the joint factorial moments, element 1
14% being 1
15%
16% Example:
17% f = moment_joint_factorial_from_factcumulant(kappa);
18%
19% Reference:
20% V. P. Leonov and A. N. Shiryaev. On a method of calculation of
21% semi-invariants. Theory of Probability and its Applications,
22% 4(3):319-329, 1959.
23
24f = moment_joint_raw_from_cumulant(kappa);
25end