统计学:多元fa迪·布鲁诺公式联合累积积的无偏估计

R J. Pub Date : 2022-06-30 DOI:10.32614/rj-2022-033
E. Nardo, G. Guarino
{"title":"统计学:多元fa<s:1>迪·布鲁诺公式联合累积积的无偏估计","authors":"E. Nardo, G. Guarino","doi":"10.32614/rj-2022-033","DOIUrl":null,"url":null,"abstract":"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 Fa\\`a 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.","PeriodicalId":20974,"journal":{"name":"R J.","volume":"30 1","pages":"209-229"},"PeriodicalIF":0.0000,"publicationDate":"2022-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"kStatistics: Unbiased Estimates of Joint Cumulant Products from the Multivariate Faà Di Bruno's Formula\",\"authors\":\"E. Nardo, G. Guarino\",\"doi\":\"10.32614/rj-2022-033\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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 Fa\\\\`a 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.\",\"PeriodicalId\":20974,\"journal\":{\"name\":\"R J.\",\"volume\":\"30 1\",\"pages\":\"209-229\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2022-06-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"R J.\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.32614/rj-2022-033\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"R J.","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.32614/rj-2022-033","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 2

摘要

kStatistics是R中的一个包,它作为一个统一的框架,用于估计单变量和多变量累积量,以及随机样本的单变量和多变量累积量的乘积,使用方差最小的无偏估计量。kStatistics的主要计算机制是用于计算多索引分区的算法。相同的算法是通用多元Fa\ ' a di Bruno公式的基础,因此该公式已包含在软件包的最后一个版本中。这个公式给出了形式幂级数组合的系数以及多变量函数组合的偏导数。这个公式最重要的应用之一是可以生成许多众所周知的多项式族作为特殊情况。在这个包里,有一些特殊的函数用来生成非常流行的多项式族,比如贝尔多项式。然而,如果选择合适的形式幂级数或采用合适的符号策略,则可以得到更多的族。在这两种情况下,我们都给出了如何修改包的R代码来完成此任务的示例。论文最后对未来的发展进行了展望。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
kStatistics: Unbiased Estimates of Joint Cumulant Products from the Multivariate Faà Di Bruno's Formula
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 Fa\`a 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.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
自引率
0.00%
发文量
0
期刊最新文献
Generalized Mosaic Plots in the \pkg{ggplot2} Framework populR: a Package for Population Downscaling in R Making Provenance Work for You SurvMetrics: An R package for Predictive Evaluation Metrics in Survival Analysis HostSwitch: An R Package to Simulate the Extent of Host-Switching by a Consumer
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1