Package jline.api.moment

Class Moment_joint_factorial_from_raw

java.lang.Object
jline.api.moment.Moment_joint_factorial_from_raw
public final class Moment_joint_factorial_from_raw extends Object
Joint factorial moments from joint raw moments.

Converts the joint power (raw) moments m_(i_1,...,i_d) = E[prod_j N_j^(i_j)] of a random vector (N_1,...,N_d) into the joint factorial moments f_(i_1,...,i_d) = E[prod_j (N_j)_(i_j)], where (N)_i = N(N-1)...(N-i+1), by applying the signed Stirling numbers of the first kind separately along every dimension, f_(i) = sum_(k) prod_j s(i_j,k_j) * m_(k) The joint conversion is the Kronecker product of the univariate ones, which is what makes the mode-by-mode evaluation legitimate. Only the cumulant and the central conversions are not of this separable form.

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

Since:
LINE 3.0

  • Method Details

    • moment_joint_factorial_from_raw

      public static double[] moment_joint_factorial_from_raw(double[] m, int[] dims)
      Converts joint raw moments into joint factorial moments.
      Parameters:
      m - flattened joint raw moments in row-major order, of extent dims[0]*...*dims[d-1]
      dims - extents of the array, dims[j] = n_j+1
      Returns:
      flattened joint factorial moments, same layout