Package jline.api.moment

Class Moment_factorial_from_factcumulant

java.lang.Object

jline.api.moment.Moment_factorial_from_factcumulant

public final class Moment_factorial_from_factcumulant
extends Object

Factorial moments from factorial cumulants.

Inverse of Moment_factcumulant_from_factorial.

Reference: V. P. Leonov and A. N. Shiryaev. On a method of calculation of semi-invariants. Theory of Probability and its Applications, 4(3):319-329, 1959.

Since:

LINE 3.0

Method Summary

Modifier and Type	Method	Description
static Matrix	moment_factorial_from_factcumulant(Matrix kappa)	Converts factorial cumulants into factorial moments.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

moment_factorial_from_factcumulant

public static Matrix moment_factorial_from_factcumulant(Matrix kappa)

Converts factorial cumulants into factorial moments.

Parameters:

kappa - column vector of length n+1 holding the factorial cumulants of order 0,...,n; element 0 is ignored

Returns:

column vector of length n+1 holding f_0,...,f_n, with f_0 = 1