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MomentMathRawToCumulant Method

Converts raw moments to cumulants.

Namespace:  Meta.Numerics.Statistics.Distributions
Assembly:  Meta.Numerics (in Meta.Numerics.dll) Version: 4.1.4
Syntax
public static double[] RawToCumulant(
	double[] M
)

Parameters

M
Type: SystemDouble
A set of raw moments.

Return Value

Type: Double
The corresponding set of cumulants.
Exceptions
ExceptionCondition
ArgumentNullExceptionM is null.
ArgumentOutOfRangeExceptionThe zeroth raw moment is not one.
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.
See Also