statsmodels.stats.moment_helpers.cum2mc

statsmodels.stats.moment_helpers.cum2mc(kappa)

Convert cumulants to central moments

Recursive formula produces as many central moments as cumulants.

Parameters:

kappaarray_like

Cumulants.

Returns:

mcndarray or list

Central moments.

References

Kenneth Lange: Numerical Analysis for Statisticians, page 40