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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      • 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