R/SKest.R

In PCRA: Companion to Portfolio Construction and Risk Analysis

#' @title Skewness estimator
#' 
#' @description Sample estimate of skewness
#' This function will eventually have a robust estimation option
#'
#' @param x A numeric vector
#'
#' @return numeric value of estimate of skewness
#' 
#' @examples
#' args(SKest)
#' @export
SKest <- function(x)
{
  n <- length(x)
  k <- 1/n
  SK <- k*sum(((x-mean(x))/(sd(x)*sqrt((n-1)/n)))^3)
  return(SK)
}