Package jline.api.moment

Class Moment_joint_raw_from_cumulant

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

Runs the multivariate exponential-formula recursion of Moment_joint_cumulant_from_raw forward, 

   m_a = sum_(0<b<=a) prod_l nchoosek(a_l-[l=j], b_l-[l=j]) kappa_b m_(a-b)

with m_0 = 1 and j the first dimension in which a is nonzero.

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 Details

    • moment_joint_raw_from_cumulant

      public static double[] moment_joint_raw_from_cumulant(double[] kappa, int[] dims)
      Converts joint cumulants into joint power moments.
      Parameters:
      kappa - flattened joint cumulants in row-major order; element 0 is ignored
      dims - extents of the array, dims[j] = n_j+1
      Returns:
      flattened joint power moments, same layout, element 0 being 1