Class JMomsFromJFactorialMomsKt

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      final static Matrix jMomsFromJFactorialMoms(Matrix jfm) Returns the lag-1 joint raw moments given the lag-1 joint factorial moments.
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      • jMomsFromJFactorialMoms

         final static Matrix jMomsFromJFactorialMoms(Matrix jfm)

        Returns the lag-1 joint raw moments given the lag-1 joint factorial 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:
        jfm - The matrix of joint factorial moments.
        Returns:

        The matrix of joint raw moments. The entry in row i and column j is m_{i,j}, i>=1, j>=1.

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