butools.moments.ReducedMomsFromMoms¶
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butools.moments.
ReducedMomsFromMoms
()¶ Matlab: rm = ReducedMomsFromMoms(m)
Mathematica: rm = ReducedMomsFromMoms[m]
Python/Numpy: rm = ReducedMomsFromMoms(m)
Returns the reduced moments given the raw moments.
The raw moments are: \(m_i=E(\mathcal{X}^i)\)
The reduced moments are: \(\displaystyle r_i=\frac{m_i}{i!}\)
Parameters: m : vector of doubles
The list of raw moments (starting with the first moment)
Returns: rm : vector of doubles
The list of reduced moments
Examples
For Matlab:
>>> M = [1.2, 5., 38., 495., 9215.]; >>> rmoms = ReducedMomsFromMoms(M); >>> disp(rmoms); 1.2 2.5 6.3333 20.625 76.792 >>> moms = MomsFromReducedMoms(rmoms); >>> disp(moms); 1.2 5 38 495 9215 >>> err = norm(moms-M); >>> disp(err); 0
For Mathematica:
>>> M = {1.2, 5., 38., 495., 9215.}; >>> rmoms = ReducedMomsFromMoms[M]; >>> Print[rmoms]; {1.2, 2.5, 6.333333333333333, 20.625, 76.79166666666667} >>> moms = MomsFromReducedMoms[rmoms]; >>> Print[moms]; {1.2, 5., 38., 495., 9215.} >>> err = Norm[moms-M]; >>> Print[err]; 0.
For Python/Numpy:
>>> M = [1.2, 5., 38., 495., 9215.] >>> rmoms = ReducedMomsFromMoms(M) >>> print(rmoms) [1.2, 2.5, 6.333333333333333, 20.625, 76.79166666666667] >>> moms = MomsFromReducedMoms(rmoms) >>> print(moms) [1.2, 5.0, 38.0, 495.0, 9215.0] >>> err = la.norm(np.array(moms)-np.array(M)) >>> print(err) 0.0