# Empirical cumulants for individual data # # Author: François Pelletier ############################################################################### #' Empirical cumulants for individual data #' @param DATA a vector of individual data #' @param order order of the cumulant. Must be between 1 and 4. #' @return A vector of cumulants #' @author François Pelletier emk <- function(DATA,order=1:4) { library(actuar) m <- emm(DATA,1:4) c(m[1], m[2]-m[1]^2, m[3]-3*m[1]*m[2]+2*m[1]^2, m[4]-3*m[2]^2-4*m[1]*m[3]+12*m[1]^2*m[2]-6*m[1]^4)[order] }