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kdomino committed Jan 11, 2021
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Expand Up @@ -83,7 +83,10 @@ Returns a vector of `SymmetricTensor{T, i}` `i = 1,2,3,...,m` of cumulants of
order `1,2,3,...,m`. Cumulants are calculated for multivariate data represented
by matrix of size `t` by `n`, i.e. data with `n` marginal variables and `t`
realisations. The argument `b` with default value `2`, is an optional `Int`
that determines a size of blocks in `SymmetricTensors` type.
that determines a size of blocks in `SymmetricTensors` type. This block size `b` is the parameter that affect
the algorithm performance, for most cases the performance is optimal for `b = 2, 3`. The block size must
fulfil `0 < b ≦ size(data, 2)` otherwise error will be raised. For the performance analysis for various bolck sizes see Section 5.2.1 in
Krzysztof Domino, Piotr Gawron, Łukasz Pawela, *Efficient Computation of Higher-Order Cumulant Tensors*, SIAM J. Sci. Comput. 40, A1590 (2018) [![DOI](10.1137/17M1149365)](https://doi.org/10.1137/17M1149365), https://arxiv.org/abs/1701.05420

```julia
julia> c = cumulants(data, 3);
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