3.11.12. statsmodels.stats.moment_helpers¶
helper functions conversion between moments
contains:
- conversion between central and non-central moments, skew, kurtosis and cummulants
- cov2corr : convert covariance matrix to correlation matrix
Author: Josef Perktold License: BSD-3
3.11.12.1. Functions¶
corr2cov(corr, std) |
convert correlation matrix to covariance matrix given standard deviation |
cov2corr(cov[, return_std]) |
convert covariance matrix to correlation matrix |
cum2mc(kappa) |
convert non-central moments to cumulants |
mc2cum(mc) |
just chained because I have still the test case |
mc2mnc(mc) |
convert central to non-central moments, uses recursive formula |
mc2mvsk(args) |
convert central moments to mean, variance, skew, kurtosis |
mnc2cum(mnc) |
convert non-central moments to cumulants |
mnc2mc(mnc[, wmean]) |
convert non-central to central moments, uses recursive formula |
mnc2mvsk(args) |
convert central moments to mean, variance, skew, kurtosis |
mvsk2mc(args) |
convert mean, variance, skew, kurtosis to central moments |
mvsk2mnc(args) |
convert mean, variance, skew, kurtosis to non-central moments |
se_cov(cov) |
get standard deviation from covariance matrix |