moment.determine | R Documentation |
This function reports the largest moment that exists for a collection of data samples.
moment.determine(x, k.max = 8, alpha = 0.05, R = 400)
x |
a numeric vector of data samples. |
k.max |
a number indicating the upper bound, i.e., at most k.max-th moment exists. |
alpha |
a number in |
R |
the number of standard Gaussian variables generated in the
randomized test; see also |
The procedure will sequentially test the existence of the 4th, 6th,
8th, ... k.max-th
moment, using the function moment.test
in the same
package. As soon as the procedure finds that the k-th
moment does not
exist, it stops and reports at most (k-1)-th
moment.
an integer, indicating the largest moment that exists for the data samples.
Yong He, Xinbing Kong, Lorenzo Trapani, Long Yu
x=rt(10000,5)
moment.determine(x,10)
x=rt(10000,4)
moment.determine(x,10)
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