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kdomino committed Jan 15, 2021
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Expand Up @@ -136,6 +136,21 @@ Krzysztof Domino, Piotr Gawron, Łukasz Pawela, *Efficient Computation of Higher

The purpose of this package is to compute moments and cumulants for multivariate data. It works for univariate data `X` structured in the form of matrix with `size(X, 2) = 1` if taking `b=1`. Such univariate application is not efficient however.

```julia
julia> X = [1., 2., 3., 4.];

julia> X = reshape(X, (4,1));

julia> c = cumulants(X,4,1);

julia> map(x -> Array(x)[1], c)
4-element Array{Float64,1}:
2.5
1.25
0.0
-2.125
```

#### Parallel computation

Parallel computation is efficient for large number of data realisations, e.g. `t = 1000000`. For parallel computation just run
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