Theoretical log-cumulants — theoretical

Closed-form theoretical log-cumulants \(\kappa_1,\ldots,\kappa_{order}\) (Mellin cumulants of the second kind) for a given family and parameter vector, as tabulated in the methodology.

Usage

theoretical_lc(dist, theta, order = 6)

Arguments

dist: Character; distribution name (see distribution_dispatchers).
theta: Numeric length-2 parameter vector.
order: Integer; highest cumulant order to return (default 6).

Value

Numeric vector of length order with the log-cumulants.

Examples

theoretical_lc("Weibull", c(2, 1))
#> [1] -0.2886078  0.4112335 -0.3005142  0.4058712 -0.7776958  1.9075182
theoretical_lc("Gamma", c(3, 0.5), order = 4)
#> [1]  0.2296372  0.3949341 -0.1541138  0.1189394