all.moments: Statistical Moments

In moments: Moments, Cumulants, Skewness, Kurtosis and Related Tests

Statistical Moments

Description

This function computes all the sample moments of the chosen type up to a given order.

Usage

all.moments(x, order.max = 2, central = FALSE, absolute = FALSE, na.rm = FALSE)

Arguments

x	A numeric vector, matrix or data frame of data. For matrices and data frames, each column is a random variable
order.max	the maximum order of the moments to be computed with a default value of 2.
central	a logical value, if TRUE, central moments are computed. Otherwise, raw moments are computed
absolute	a logical value, if TRUE, absolute moments are computed. Otherwise, standard moments are computed
na.rm	a logical value, if TRUE, remove NA values. Otherwise, keep NA values

Details

The minimum value for order.max is 2. The function stops running for values less than 2 and the message "maximum order whould be at least 2" is displayed on standard output.

Value

A vector, matrix or data frame of moments depending on the nature of the argument x. If x is a vector, then the value returned is a vector, say mu, where mu[1] is the order 0 moment, mu[2] is the order 1 moment and so forth. If x is a matrix or data frame, then the value returned is a matrix or data frame, respectively. In this case, suppose mu is the value returned. Then, row vector mu[1,] contains the order 0 moments, mu[2,] contains the order 1 moments and so forth.

Author(s)

Frederick Novomestky [e-mail]

References

Papoulis, A., Pillai, S. U. (2002) Probability, Random Variables and Stochastic Processes, Fourth Edition, McGraw-Hill, New York, 146-147.

See Also

moment, raw2central

Examples

set.seed(1234)
x <- rnorm(10000)
all.moments( x, order.max=4 )
all.moments( x, central=TRUE, order.max=4 )
all.moments( x, absolute=TRUE, order.max=4 )
all.moments( x, central=TRUE, absolute=TRUE, order.max=4 )
M <- matrix( x, nrow=1000, ncol=10 )
all.moments( M, order.max=4 )
all.moments( M, central=TRUE, order.max=4 )
all.moments( M, absolute=TRUE, order.max=4 )
all.moments( M, central=TRUE, absolute=TRUE, order.max=4 )
D <- data.frame( M )
all.moments( D, order.max=4 )
all.moments( D, central=TRUE, order.max=4 )
all.moments( D, absolute=TRUE, order.max=4 )
all.moments( D, central=TRUE, absolute=TRUE, order.max=4 )

moments documentation built on May 2, 2022, 5:06 p.m.