论文标题
KSTATISTIS:来自多元faàdiBruno公式的联合累积产品的无偏估算值
kStatistics: Unbiased Estimates of Joint Cumulant Products from the Multivariate Faà Di Bruno's Formula
论文作者
论文摘要
KSTATISTINS是R中的一个软件包,它是估计单变量和多变量累积物的统一框架以及随机样品的单变量和多变量累积物的产物,使用具有最小差异的无偏估计器。 Kstatistics的主要计算机制是用于计算多指数分区的算法。相同的算法是通用多元faàdi bruno的公式的基础,因此已包含在包装的最后一个版本中。该公式给出了形式功率序列组成的系数以及多变量功能组成的部分衍生物。该公式最重要的应用之一是可能产生许多众所周知的多项式家庭作为特殊情况。因此,在包装中,有特殊的功能来产生非常流行的多项式家庭,例如钟形多项式。但是,可以获得更多的家庭,以适当选择参与组成的正式电力序列或采用合适的象征性策略时。在这两种情况下,我们提供了有关如何修改软件包的R码以完成此任务的示例。本文结尾处解决了未来的发展。
kStatistics is a package in R that serves as a unified framework for estimating univariate and multivariate cumulants as well as products of univariate and multivariate cumulants of a random sample, using unbiased estimators with minimum variance. The main computational machinery of kStatistics is an algorithm for computing multi-index partitions. The same algorithm underlies the general-purpose multivariate Faà di Bruno's formula, which has been therefore included in the last release of the package. This formula gives the coefficients of formal power series compositions as well as the partial derivatives of multivariable function compositions. One of the most significant applications of this formula is the possibility to generate many well-known polynomial families as special cases. So, in the package, there are special functions for generating very popular polynomial families, such as the Bell polynomials. However further families can be obtained, for suitable choices of the formal power series involved in the composition or when suitable symbolic strategies are employed. In both cases, we give examples on how to modify the R codes of the package to accomplish this task. Future developments are addressed at the end of the paper.