Package jline.lib.butools
Class JMomsFromJFactorialMomsKt
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- All Implemented Interfaces:
public final class JMomsFromJFactorialMomsKt
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Method Summary
Modifier and Type Method Description final static Matrix
jMomsFromJFactorialMoms(Matrix jfm)
Returns the lag-1 joint raw moments given the lag-1 joint factorial moments. -
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Method Detail
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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
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