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Update README.md
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kdomino committed Jan 11, 2021
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Expand Up @@ -82,7 +82,11 @@ julia> cumulants(data::Matrix{T}, m::Int = 4, b::Int = 2) where T<: AbstractFloa
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`
realisations.

#### Block size

The argument `b` with default value `2`, is an optional `Int`
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
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