statsmodels.stats.moment_helpers.mnc2cum#

statsmodels.stats.moment_helpers.mnc2cum(mnc)[source]#

Convert non-central moments to cumulants

Recursive formula produces as many cumulants as moments.

Parameters:

mncarray_like: Non-central moments.

Returns:

kappandarray or list: Cumulants.

References

https://en.wikipedia.org/wiki/Cumulant#Cumulants_and_moments