Package jline.api.moment

Class Moment_joint_central_from_raw

java.lang.Object
jline.api.moment.Moment_joint_central_from_raw
public final class Moment_joint_central_from_raw extends Object
Joint central moments from joint power (raw) moments.

Converts the joint power moments of a random vector (N_1,...,N_d) into the joint central moments mc_(i_1,...,i_d) = E[prod_j (N_j - E N_j)^(i_j)]. The means mu_j = m_(e_j) are read off the array itself, so every dimension must carry at least the first order. The entry of multi-order e_j+e_l is the covariance of N_j and N_l.

Reference: A. Heindl and A. van de Liefvoort. Moment conversions for discrete distributions. PMCCS, 2003, Section 4.

Since:
LINE 3.0

  • Method Details

    • moment_joint_central_from_raw

      public static double[] moment_joint_central_from_raw(double[] m, int[] dims)
      Converts joint power moments into joint central moments.
      Parameters:
      m - flattened joint power moments in row-major order
      dims - extents of the array, dims[j] = n_j+1, every dims[j] >= 2
      Returns:
      flattened joint central moments, same layout