MomentMathRawToCumulant Method

Converts raw moments to cumulants.

Definition

Namespace: Meta.Numerics.Statistics.Distributions
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333
C#
public static double[] RawToCumulant(
	double[] M
)

Parameters

M  Double
A set of raw moments.

Return Value

Double
The corresponding set of cumulants.

Remarks

The computation of cumulants from raw moments is often subject to significant cancellation errors, so you should be wary of the higher digits of cumulants returned by this method.

Exceptions

ArgumentNullExceptionM is null.
ArgumentOutOfRangeExceptionThe zeroth raw moment is not one.

See Also