matrix_A {PlotNormTest} | R Documentation |
From derivatives of MGF to derivatives of CGF.
Description
Taylor expansion implies that vectors of derivatives of
\log(\hat{M}_X(t))
can be approximated
by a linear combination of vectors of derivatives of \hat{M}_X(t)
.
matrix_A
results the corresponding
linear combinations.
Usage
mt3_matrix_A(t)
mt4_matrix_A(t)
Arguments
t |
vector of |
Value
mt3_matrix_A
returns coefficient matrix relating to the use
of third derivatives.
mt4_matrix_A
returns coefficient matrix relating to the
use of fourth derivatives.
Examples
p <- 3
t <- rep(.2, p)
A3 <- mt3_matrix_A(t)
dim(A3)
A3[1:5, 1:5]
A4 <- mt4_matrix_A(t)
dim(A4)
A4[1:5, 1:5]
[Package PlotNormTest version 1.0.1 Index]