rob_sk: Computing standard and robustified skewness
In hoanguc3m/ccgarch: Conditional Correlation GARCH models
Description
Usage
Arguments
Value
References
See Also
Examples
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
hoanguc3m/ccgarch documentation built on May 29, 2019, 11:05 p.m.
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Description Usage Arguments Value References See Also Examples
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 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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