Package jline.lib.butools
Class JFactorialMomsFromJMomsKt
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- All Implemented Interfaces:
public final class JFactorialMomsFromJMomsKt
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Method Summary
Modifier and Type Method Description final static Matrix
jFactorialMomsFromJMoms(Matrix jm)
Returns the lag-1 joint factorial moments given the lag-1 joint raw moments. -
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Method Detail
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jFactorialMomsFromJMoms
final static Matrix jFactorialMomsFromJMoms(Matrix jm)
Returns the lag-1 joint factorial moments given the lag-1 joint raw moments.
The lag-1 joint raw moments are: m_{i,j} = E(X^i * Y^j) The factorial moments are: f_{i,j} = E(X(X-1)...(X-i+1) * Y(Y-1)...(Y-j+1))
- Parameters:
jm
- The matrix of joint raw moments.- Returns:
The matrix of joint factorial moments. The entry in row i and column j is f_{i,j}, i>=1, j>=1.
Reference: http://en.wikipedia.org/wiki/Factorial_moment
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