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" == <[EMAIL PROTECTED]> > > >>>>> 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 > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
