Package jline.api.moment

Class Moment_joint_central_from_raw_mean

java.lang.Object

jline.api.moment.Moment_joint_central_from_raw_mean

public final class Moment_joint_central_from_raw_mean
extends Object

Joint central moments about a given mean vector.

Converts the joint power (raw) moments of a random vector into the joint central moments about the supplied means, by the multi-index binomial theorem,

   mc_(i) = sum_(k<=i) prod_j (-1)^(i_j-k_j) nchoosek(i_j,k_j)
            mu_j^(i_j-k_j) * m_(k)
 

which is separable, with a different shift per dimension. Supplying the means makes the conversion applicable when the array does not carry the first-order entries.

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

Since:

LINE 3.0

Method Summary

Modifier and Type	Method	Description
static double[]	moment_joint_central_from_raw_mean(double[] m, int[] dims, double[] mu)	Converts joint power moments into joint central moments about mu.

Methods inherited from class java.lang.Object

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

Method Details

moment_joint_central_from_raw_mean

public static double[] moment_joint_central_from_raw_mean(double[] m,
 int[] dims,
 double[] mu)

Converts joint power moments into joint central moments about mu.

Parameters:

m - flattened joint power moments in row-major order

dims - extents of the array, dims[j] = n_j+1

mu - means E[N_1],...,E[N_d], one per dimension

Returns:

flattened joint central moments, same layout