Package jline.api.moment

package jline.api.moment

Moment conversion algorithms for discrete distributions.

This package provides the one-to-one conversions between the moment families of a discrete random variable N: power (raw) moments, factorial moments, upward-factorial moments, binomial moments, negative-binomial moments and central moments. The conversions are driven by the combinatorial triangles of the Stirling numbers of the first and second kind, the Stirling cycle numbers and the Lah numbers.

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

Since:

LINE 2.0

Related Packages

Package	Description
jline.api	Procedural algorithms for solving stochastic models and analyzing queueing systems.

Classes

Class	Description
Moment_binomial_from_factorial	Binomial moments from factorial moments.
Moment_binomial_from_negbinomial	Binomial moments from negative-binomial moments.
Moment_binomial_from_tail	Binomial moments from survival (tail) probabilities.
Moment_binotrans	Binomial transform of a sequence.
Moment_binotransinv	Inverse binomial transform of a sequence.
Moment_central_from_raw	Central moments from power (raw) moments.
Moment_cumulant_from_raw	Cumulants from power (raw) moments.
Moment_factcumulant_from_factorial	Factorial cumulants from factorial moments.
Moment_factorial_from_binomial	Factorial moments from binomial moments.
Moment_factorial_from_factcumulant	Factorial moments from factorial cumulants.
Moment_factorial_from_raw	Factorial moments from power (raw) moments.
Moment_factorial_from_upfactorial	Factorial moments from upward-factorial moments.
Moment_housematrix	Conversion matrix of one edge of the house of moments.
Moment_joint_aggregate	Factorial moments of a total count from the joint factorial moments of its parts.
Moment_joint_binomial_from_factorial	Joint binomial moments from joint factorial moments.
Moment_joint_binomial_from_negbinomial	Joint binomial moments from joint negative-binomial moments.
Moment_joint_binomial_from_tail	Joint binomial moments from joint survival probabilities.
Moment_joint_central_from_raw	Joint central moments from joint power (raw) moments.
Moment_joint_central_from_raw_mean	Joint central moments about a given mean vector.
Moment_joint_central_from_tail	Joint central moments from a joint survival array.
Moment_joint_cumulant_from_raw	Joint cumulants from joint power (raw) moments.
Moment_joint_factcumulant_from_factorial	Joint factorial cumulants from joint factorial moments.
Moment_joint_factorial_from_binomial	Joint factorial moments from joint binomial moments.
Moment_joint_factorial_from_factcumulant	Joint factorial moments from joint factorial cumulants.
Moment_joint_factorial_from_raw	Joint factorial moments from joint raw moments.
Moment_joint_factorial_from_upfactorial	Joint factorial moments from joint upward-factorial moments.
Moment_joint_marking	Joint factorial moments of the per-class counts under multinomial marking.
Moment_joint_negbinomial_from_binomial	Joint negative-binomial moments from joint binomial moments.
Moment_joint_negbinomial_from_upfactorial	Joint negative-binomial moments from joint upward-factorial moments.
Moment_joint_raw_from_central	Joint power (raw) moments from joint central moments.
Moment_joint_raw_from_cumulant	Joint power (raw) moments from joint cumulants.
Moment_joint_raw_from_factorial	Joint raw moments from joint factorial moments.
Moment_joint_raw_from_upfactorial	Joint raw moments from joint upward-factorial moments.
Moment_joint_tail_from_binomial	Joint survival probabilities from joint binomial moments.
Moment_joint_upfactorial_from_factorial	Joint upward-factorial moments from joint factorial moments.
Moment_joint_upfactorial_from_negbinomial	Joint upward-factorial moments from joint negative-binomial moments.
Moment_joint_upfactorial_from_raw	Joint upward-factorial moments from joint raw moments.
Moment_jointtrans	Separable joint moment conversion, applied dimension by dimension.
Moment_lah	Triangle of the Lah numbers.
Moment_negbinomial_from_binomial	Negative-binomial moments from binomial moments.
Moment_negbinomial_from_upfactorial	Negative-binomial moments from upward-factorial moments.
Moment_raw_from_central	Power (raw) moments from central moments.
Moment_raw_from_cumulant	Power (raw) moments from cumulants.
Moment_raw_from_factorial	Power (raw) moments from factorial moments.
Moment_raw_from_upfactorial	Power (raw) moments from upward-factorial moments.
Moment_stirling1	Triangle of the signed Stirling numbers of the first kind.
Moment_stirling2	Triangle of the Stirling numbers of the second kind.
Moment_stirlingcycle	Triangle of the Stirling cycle numbers.
Moment_tail_from_binomial	Survival (tail) probabilities from binomial moments.
Moment_tensortrans	Mode product of a joint moment array with a conversion matrix.
Moment_upfactorial_from_factorial	Upward-factorial moments from factorial moments.
Moment_upfactorial_from_negbinomial	Upward-factorial moments from negative-binomial moments.
Moment_upfactorial_from_raw	Upward-factorial moments from power (raw) moments.