[R] Gram-Charlier series

[Augusto.Sanabria@ga.gov.au]

 Good day everyone,

 I want to use the Gram-Charlier series expansion to model
 some data. To do that, I need functions to:

 1) Calculate 'n' moments from given data
 2) Transform 'n' moments to 'n' central moments, or
 3) Transform 'n' moments to 'n' cumulants
 4) Calculate a number of Hermite polynomials

 Are there R-functions to do any of the above?
 (mean, sd and cum3 are very limited)

 Thank you for your help,

 Augusto

--------------------------------------------
Augusto Sanabria. MSc, PhD.
Mathematical Modeller
Risk Research Group
Geospatial & Earth Monitoring Division
Geoscience Australia (www.ga.gov.au)
Cnr. Jerrabomberra Av. & Hindmarsh Dr.
Symonston ACT 2609
Ph. (02) 6249-9155