Computing standard and robustified skewness

Description

This function computes standard and robustified skewness measures of a vector or matrix of variables.

Usage

1
    rob.sk(x)

Arguments

x

a vector or matrix of variables

Value

Vector of skewness and robustified skewness

References

Kim, T-H. and H. White (2004), “On More Robust Estimation of Skewness and Kurtosis”, Finance Research Letters, 1, 56–73.

See Also

rob.kr, ljung.box.test, jb.test

Examples

1
2
x <- matrix(rnorm(1000), 100, 10)
rob.sk(x)

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