[R] Gram-Charlier series

From: <Augusto.Sanabria_at_ga.gov.au>
Date: Wed 22 Feb 2006 - 17:13:17 EST

 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?  (mean, sd and cum3 are very limited)

 Thank you for your help,

 Augusto



Augusto Sanabria. MSc, PhD.
Mathematical Modeller
Risk Research Group
Geospatial & Earth Monitoring Division
Geoscience Australia (www.ga.gov.au)
Cnr. Jerrabomberra Av. & Hindmarsh Dr.
Symonston ACT 2609
Ph. (02) 6249-9155

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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Feb 22 17:18:43 2006

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