stats-sampleLMoments: Robust moments for the GLD

In fBasics: Rmetrics - Markets and Basic Statistics

Robust moments for the GLD

Description

Computes the first four robust moments for the Normal Inverse Gaussian Distribution.

Usage

sampleMED(x)
sampleIQR(x)
sampleSKEW(x)
sampleKURT(x)

Arguments

x	numeric vector, the sample values.

Value

a named numerical value. The name is one of MED, IQR, SKEW, or KURT, obtained by dropping the sample prefix from the name of the corresponding function.

Author(s)

Diethelm Wuertz

Examples

## Sample
x <- rt(100, 4)
   
## Median
sampleMED(x)
 
## Inter-quartile Range
sampleIQR(x)
 
## Robust Skewness
sampleSKEW(x)
   
## Robust Kurtosis
sampleKURT(x)

fBasics documentation built on Sept. 11, 2024, 6:34 p.m.