moments: Numerical estimation of moments

In TycheLab/CoSMoS: Complete Stochastic Modelling Solution

Description

Uses numerical integration to caclulate the theoretical raw or central moments of the specified distribution.

Usage

moments(
  dist,
  distarg,
  p0 = 0,
  raw = T,
  central = T,
  coef = T,
  distbounds = c(-Inf, Inf),
  order = 1:4
)

Arguments

dist	distribution
distarg	list of distribution arguments
p0	probability zero
raw	logical - calculate raw moments?
central	logical - calculate central moments?
coef	logical - calculate coefficients (coefficient of variation, skewness and kurtosis)?
distbounds	distribution bounds (default set to c(-Inf, Inf))
order	vector of integers - raw moment orders

Examples

library(CoSMoS)

## Normal Distribution
moments('norm', list(mean = 2, sd = 1))

## Pareto type II
scale <- 1
shape <- .2

moments(dist = 'paretoII',
        distarg = list(shape = shape,
                       scale = scale))

TycheLab/CoSMoS documentation built on June 6, 2021, 2:35 a.m.