3.3.2.1.1. statsmodels.distributions.edgeworth.cumulant_from_moments

statsmodels.distributions.edgeworth.cumulant_from_moments(momt, n)

Compute n-th cumulant given moments.

Parameters:

momt: array_like

momt[j] contains (j+1)-th moment. These can be raw moments around zero, or central moments (in which case, momt[0] == 0).

n: integer

which cumulant to calculate (must be >1)

Returns:

kappa: float

n-th cumulant.