higherOrderMoments: Calculate the First Four Moments

In rettopnivek/utilityf: Useful Functions for Modeling and Plotting

Description

A function to compute the first four moments (i.e., the mean, variance, skew, and kurtosis) for a vector of data.

Usage

higherOrderMoments(x)

Arguments

x	a numerical vector of values.

Value

A list consisting of...

• n: The number of observations.

• mean: The mean of the data (The 1st moment).

• var: The variance of the data (The 2nd moment).

• sd: The standard deviation of the data.

• skew: The skewness of the data (The 3rd moment).

• kurtosis: The kurtosis of the data (The fourth moment).

References

Terriberry, T. B. (2007). Computing Higher-Order Moments Online. Retrieved from https://people.xiph.org/~tterribe/notes/homs.html.

Examples

x = rnorm( 100 )
higherOrderMoments( x )

rettopnivek/utilityf documentation built on March 1, 2021, 7:05 p.m.