stats.moment_helpers.cum2mc()

statsmodels.stats.moment_helpers.cum2mc

statsmodels.stats.moment_helpers.cum2mc(kappa) [source]

convert non-central moments to cumulants recursive formula produces as many cumulants as moments

References

Kenneth Lange: Numerical Analysis for Statisticians, page 40 (http://books.google.ca/books?id=gm7kwttyRT0C&pg=PA40&lpg=PA40&dq=convert+cumulants+to+moments&source=web&ots=qyIaY6oaWH&sig=cShTDWl-YrWAzV7NlcMTRQV6y0A&hl=en&sa=X&oi=book_result&resnum=1&ct=result)