Class CheckMomentsKt

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    • Method Summary

      Modifier and Type Method Description
      final static Boolean checkMoments(Matrix m, Double prec) Checks if the given moment sequence is valid in the sense that it belongs to a distribution with support (0,inf).
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    • Constructor Detail

    • Method Detail

      • checkMoments

         final static Boolean checkMoments(Matrix m, Double prec)

        Checks if the given moment sequence is valid in the sense that it belongs to a distribution with support (0,inf).

        This procedure checks the determinant of Delta_n and Delta_n^(1) according to the Stieltjes moment problem.

        Parameters:
        m - The (raw) moments to check (starts with the first moment).
        prec - Entries with absolute value less than prec are considered to be zeros.
        Returns:

        The result of the check.

        Reference: http://en.wikipedia.org/wiki/Stieltjes_moment_problem