NNS.moments: NNS moments

In OVVO-Financial/NNS: Nonlinear Nonparametric Statistics

NNS moments

Description

This function returns the first 4 moments of the distribution.

Usage

NNS.moments(x, population = TRUE)

Arguments

x	a numeric vector.
population	logical; TRUE (default) Performs the population adjustment. Otherwise returns the sample statistic.

Value

Returns:

• "$mean" mean of the distribution.

• "$variance" variance of the distribution.

• "$skewness" skewness of the distribution.

• "$kurtosis" excess kurtosis of the distribution.

Author(s)

Fred Viole, OVVO Financial Systems

References

Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" https://www.amazon.com/dp/1490523995/ref=cm_sw_su_dp

Examples

## Not run: 
set.seed(123)
x <- rnorm(100)
NNS.moments(x)

## End(Not run)

OVVO-Financial/NNS documentation built on April 22, 2024, 10:26 p.m.