calc_fisherk: Find Standardized Cumulants of Data based on Fisher's...

In SimMultiCorrData: Simulation of Correlated Data with Multiple Variable Types

Description

This function uses Fisher's k-statistics to calculate the mean, standard deviation, skewness, standardized kurtosis, and standardized fifth and sixth cumulants given a vector of data. The result can be used as input to find_constants or for data simulation.

Usage

calc_fisherk(x)

Arguments

x	a vector of data

Value

A vector of the mean, standard deviation, skewness, standardized kurtosis, and standardized fifth and sixth cumulants

References

Fisher RA (1928). Moments and Product Moments of Sampling Distributions. Proc. London Math. Soc. 30, 199-238. doi: 10.1112/plms/s2-30.1.199.

Headrick TC, Sheng Y, & Hodis FA (2007). Numerical Computing and Graphics for the Power Method Transformation Using Mathematica. Journal of Statistical Software, 19(3), 1 - 17. doi: 10.18637/jss.v019.i03

See Also

calc_theory, calc_moments, find_constants

Examples

x <- rgamma(n = 10000, 10, 10)
calc_fisherk(x)

SimMultiCorrData documentation built on May 2, 2019, 9:50 a.m.