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shabbychef / fromo

Fast Robust Moments in R with Rcpp
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Matrix -> matrix operations #2

Open shabbychef opened 8 years ago

shabbychef commented 8 years ago

There should be matrix -> matrix reduction operations, like the moments package provides, but computing the first K moments.

shabbychef commented 8 years ago

There are (at least) two forms to this, one is computing on the columns separately, the other is to take multivariate observations (rows of a matrix), and produce a higher order co-moments. I like the latter...

shabbychef commented 8 years ago

These should be marginal sums and moments. Should be easy.