Package jline.api.moment

Class Moment_joint_raw_from_central

java.lang.Object

jline.api.moment.Moment_joint_raw_from_central

public final class Moment_joint_raw_from_central
extends Object

Joint power (raw) moments from joint central moments.

Inverts Moment_joint_central_from_raw by the multi-index binomial theorem,

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

The mean vector must be supplied separately, since the first-order central moments are zero and carry no information on it.

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_raw_from_central(double[] mc, int[] dims, double[] mu)	Converts joint central moments into joint power moments.

Methods inherited from class java.lang.Object

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

Method Details

moment_joint_raw_from_central

public static double[] moment_joint_raw_from_central(double[] mc,
 int[] dims,
 double[] mu)

Converts joint central moments into joint power moments.

Parameters:

mc - flattened joint central 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 power moments, same layout