search for: highorder

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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?