Re: [R] Gram-Charlier series

From: Janusz Kawczak <jkawczak_at_uncc.edu>
Date: Wed 22 Feb 2006 - 20:55:15 EST

I believe this page includes more up to date version: http://fisher.utstat.toronto.edu/david/Sym2004/Sym2004.html

Janusz.

On Wed, 22 Feb 2006, Ernst Hansen wrote:

> Martin Maechler writes:
> > >>>>> "AugS" == <Augusto.Sanabria@ga.gov.au>
> > >>>>> on Wed, 22 Feb 2006 17:13:17 +1100 writes:
> >
> > AugS> Good day everyone,
> >
> > AugS> I want to use the Gram-Charlier series expansion to model
> > AugS> some data. To do that, I need functions to:
> >
> > AugS> 1) Calculate 'n' moments from given data
> > AugS> 2) Transform 'n' moments to 'n' central moments, or
> > AugS> 3) Transform 'n' moments to 'n' cumulants
> > AugS> 4) Calculate a number of Hermite polynomials
> >
> > AugS> Are there R-functions to do any of the above?
> >
> > I have functions to do "4)".
>
> For a direct way to translate raw moments into cumulants, you may want
> to look at the methods from the book 'Symbolic Computation for
> Statistical Inference' by D. F. Andrews and J. E. Stafford. There is
> in fact an R-implementation of the methods available at
>
> http://fisher.utstat.toronto.edu/david/SCSI/RSCSI.html
>
>
> Hope this helps,
>
> Ernst Hansen
> Department of Statistics
> University of Copenhagen
>
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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 21:00:50 2006

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