Package jline.lib.butools
Class MomsFromHankelMomsKt
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- All Implemented Interfaces:
public final class MomsFromHankelMomsKt
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Method Summary
Modifier and Type Method Description final static Matrix
momsFromHankelMoms(Matrix hm)
Returns the raw moments given the Hankel moments. -
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Method Detail
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momsFromHankelMoms
final static Matrix momsFromHankelMoms(Matrix hm)
Returns the raw moments given the Hankel moments.
The raw moments are: m_i = E(X^i)
The ith Hankel moment is the determinant of matrix Delta_{i/2}, if i is even, and it is the determinant of Delta^(1)_{(i+1)/2}, if i is odd. For the definition of matrices Delta and Delta^(1) see the Stieltjes moment problem.
- Parameters:
hm
- The list of Hankel moments (starting with the first moment)- Returns:
The list of raw moments
Reference: http://en.wikipedia.org/wiki/Stieltjes_moment_problem
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