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Meta.Numerics.Statistics.Distributions.MomentMath Class Reference

Contains methods for converting between different kinds of moments. More...

Static Public Member Functions

static double[] RawToCentral (double[] M)
 Converts raw moments to central moments. More...
 
static double[] CentralToRaw (double mu, double[] C)
 Converts central moments to raw moments. More...
 
static double[] CumulantToRaw (double[] K)
 Converts cumulants to raw moments. More...
 
static double[] CumulantToCentral (double[] K)
 Converts cumulants to central moments. More...
 
static double[] RawToCumulant (double[] M)
 Converts raw moments to cumulants. More...
 
static double[] CentralToCumulant (double mu, double[] C)
 Converts central moments to cumulants. More...
 

Detailed Description

Contains methods for converting between different kinds of moments.

Member Function Documentation

static double [] Meta.Numerics.Statistics.Distributions.MomentMath.RawToCentral ( double[]  M)
inlinestatic

Converts raw moments to central moments.

Parameters
MA set or raw moments.
Returns
The corresponding set of central moments.
Exceptions
ArgumentNullExceptionM is null.
ArgumentOutOfRangeExceptionThe zeroth raw moment is not one.

Referenced by Meta.Numerics.Statistics.Distributions.UnivariateDistribution.MomentAboutMean().

static double [] Meta.Numerics.Statistics.Distributions.MomentMath.CentralToRaw ( double  mu,
double[]  C 
)
inlinestatic

Converts central moments to raw moments.

Parameters
muThe mean.
CA set or central moments.
Returns
The corresponding set of central moments.
Exceptions
ArgumentNullExceptionC is null.
ArgumentOutOfRangeExceptionThe zeroth central moment is not one, or the first central moment is not zero.

Referenced by Test.DistributionTest.DistributionMomentTranslations(), Meta.Numerics.Statistics.Distributions.NormalDistribution.Moment(), Meta.Numerics.Statistics.Distributions.LogisticDistribution.Moment(), and FutureTest.FutureTest.TestCumulant2().

static double [] Meta.Numerics.Statistics.Distributions.MomentMath.CumulantToRaw ( double[]  K)
inlinestatic

Converts cumulants to raw moments.

Parameters
KA set or cumulants.
Returns
The corresponding set of raw moments.
Exceptions
ArgumentNullExceptionK is null.
ArgumentOutOfRangeExceptionThe zeroth cumulant is not zero.

Referenced by FutureTest.FutureTest.CumulantTest(), Test.UnivariateDistributionTest.CumulantToCentralAndRaw(), and FutureTest.FutureTest.TestCumulant2().

static double [] Meta.Numerics.Statistics.Distributions.MomentMath.CumulantToCentral ( double[]  K)
inlinestatic

Converts cumulants to central moments.

Parameters
KA set or cumulants.
Returns
The corresponding set of central moments.
Exceptions
ArgumentNullExceptionK is null.
ArgumentOutOfRangeExceptionThe zeroth cumulant is not zero.

Referenced by FutureTest.FutureTest.CumulantTest(), Test.UnivariateDistributionTest.CumulantToCentralAndRaw(), and FutureTest.FutureTest.TestCumulant2().

static double [] Meta.Numerics.Statistics.Distributions.MomentMath.RawToCumulant ( double[]  M)
inlinestatic

Converts raw moments to cumulants.

Parameters
MA set of raw moments.
Returns
The corresponding set of cumulants.
Exceptions
ArgumentNullExceptionM is null.
ArgumentOutOfRangeExceptionThe zeroth raw moment is not one.

References Meta.Numerics.Functions.AdvancedIntegerMath.BinomialCoefficient().

Referenced by FutureTest.FutureTest.CumulantTest().

static double [] Meta.Numerics.Statistics.Distributions.MomentMath.CentralToCumulant ( double  mu,
double[]  C 
)
inlinestatic

Converts central moments to cumulants.

Parameters
muThe mean.
CA set of central moments.
Returns
The corresponding set of cumulants.
Exceptions
ArgumentNullExceptionC is null.
ArgumentOutOfRangeExceptionThe zeroth central moment is not one, or the first central moment is not zero.

References Meta.Numerics.Functions.AdvancedIntegerMath.BinomialCoefficient().

Referenced by Meta.Numerics.Statistics.Distributions.UnivariateDistribution.Cumulant(), and FutureTest.FutureTest.TestCumulant2().


The documentation for this class was generated from the following file: