Package jline.api.moment

Class Moment_joint_factorial_from_factcumulant

java.lang.Object

jline.api.moment.Moment_joint_factorial_from_factcumulant

public final class Moment_joint_factorial_from_factcumulant
extends Object

Joint factorial moments from joint factorial cumulants.

Inverse of Moment_joint_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 double[]	moment_joint_factorial_from_factcumulant(double[] kappa, int[] dims)	Converts joint factorial cumulants into joint factorial moments.

Methods inherited from class java.lang.Object

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

Method Details

moment_joint_factorial_from_factcumulant

public static double[] moment_joint_factorial_from_factcumulant(double[] kappa,
 int[] dims)

Converts joint factorial cumulants into joint factorial moments.

Parameters:

kappa - flattened joint factorial cumulants in row-major order; element 0 is ignored

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

Returns:

flattened joint factorial moments, same layout, element 0 being 1