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he_
2006 Feb 22
1
Gram-Charlier series
Good day everyone,
I want to use the Gram-Charlier series expansion to model
some data. To do that, I need functions 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?