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2006 Feb 22
1
Gram-Charlier series
...nctions to:
1) Calculate 'n' moments from given data
2) Transform 'n' moments to 'n' central moments, or
3) Transform 'n' moments to 'n' cumulants
4) Calculate a number of Hermite polynomials
Are there R-functions to do any of the above?
(mean, sd and cum3 are very limited)
Thank you for your help,
Augusto
--------------------------------------------
Augusto Sanabria. MSc, PhD.
Mathematical Modeller
Risk Research Group
Geospatial & Earth Monitoring Division
Geoscience Australia (www.ga.gov.au)
Cnr. Jerrabomberra Av. & Hindmarsh Dr.
Symon...
2007 Feb 17
0
Cumulant
Dear all R users,
Is there any function to calculate sample cumulant in R for any order? I did
make a search using RSiteSearch but got only cum3 function.
Your help will be highly appreciated.
Thanks
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