cumulant {aster2} | R Documentation |
Calculate cumulant function and up to three derivatives for families known to the package.
cumulant(theta, fam, deriv = 0, delta)
theta |
canonical parameter value. |
fam |
an object of class |
deriv |
the number of derivatives wanted. Must be nonnegative integer less than or equal to three. |
delta |
direction in which limit is taken. Cumulant function is for family that is limit of family specified, limit being for distributions with parameter theta + s delta, the limit being as s to infinity. May be missing, in which case delta = 0 is assumed, which is the same as no limit being taken. |
a list containing some of the following components:
zeroth |
the value of the cumulant function at theta. |
first |
the value of the first derivative at theta, a vector having the same dimension as theta. |
second |
the value of the second derivative at theta, a d by d matrix if d is the dimension of theta or a scalar if theta is scalar. |
third |
the value of the third derivative at theta, a d by d by d array if d is the dimension of theta or a scalar if theta is scalar. |
Not intended for use by ordinary users. Provides R interface for testing to C code called by many other functions in the package.
cumulant(-0.5, fam.bernoulli(), deriv = 3) cumulant(-0.5, fam.bernoulli(), deriv = 3, delta = 1)