raw2central             package:moments             R Documentation

_R_a_w _t_o _c_e_n_t_r_a_l _m_o_m_e_n_t_s

_D_e_s_c_r_i_p_t_i_o_n:

     This function transforms a vector, matrix or data frame of raw
     moments to a vector, matrix or data frame of central moments.

_U_s_a_g_e:

     raw2central(mu.raw)

_A_r_g_u_m_e_n_t_s:

  mu.raw: A numeric vector, matrix or data frame of raw moments.  For a
          vector, mu.raw[0] is the order 0 raw moment, mu.raw[1] is the
          order 1 raw moment and so forth. For a matrix or data frame,
          row vector mu.raw[0,] contains the order 0 raw moments, row
          vector mu.raw[1,] contains the order 1 raw moments and so
          forth. 

_V_a_l_u_e:

     A vector matrix or data frame of central moments.  For matrices
     and data frame, column vectors correspond to different random
     variables.

_A_u_t_h_o_r(_s):

     Frederick Novomestky fnovomes@poly.edu

_R_e_f_e_r_e_n_c_e_s:

     Papoulis, A., Pillai, S. U. (2002) Probability, Random Variables
     and Stochastic Processes, Fourth Edition, McGraw-Hill, New York,
     146-147.

_S_e_e _A_l_s_o:

     'moment', 'all.moments', 'central2raw'

_E_x_a_m_p_l_e_s:

     set.seed(1234)
     x <- rnorm(10000)
     mu.raw.x <- all.moments( x, order.max=4 )
     mu.central.x <- all.moments( x, central=TRUE, order.max=4 )
     raw2central( mu.raw.x )
     mu.central.x
     M <- matrix( x, nrow=1000, ncol=10 )
     mu.raw.M <- all.moments( M, order.max=4 )
     mu.central.M <- all.moments( M, central=TRUE, order.max=4 )
     raw2central( mu.raw.M )
     mu.central.M
     D <- data.frame( M )
     mu.raw.D <- all.moments( D, order.max=4 )
     mu.central.D <- all.moments( D, central=TRUE, order.max=4 )
     raw2central( mu.raw.D )
     mu.central.D

