sampleMoments: Sample Skewness and Kurtosis In sjp/GeneralizedHyperbolic: The generalized hyperbolic distribution

Description

Computes the sample skewness and sample kurtosis.

Usage

 ```1 2``` ```skewness(x, na.rm = FALSE) kurtosis(x, na.rm = FALSE) ```

Arguments

 `x` A numeric vector containing the values whose skewness or kurtosis is to be computed. `na.rm` A logical value indicating whether `NA` values should be stripped before the computation proceeds.

Details

If N = length(x), then the skewness of x is defined as

N^(-1) sd(x)^(-3) sum_i (x_i - mean(x))^3.

If N = length(x), then the kurtosis of x is defined as

N^(-1) sd(x)^(-4) sum_i (x_i - mean(x))^4 - 3.

Value

The skewness or kurtosis of `x`.

Note

These functions and the description of them are taken from the package `e1071`. They are included to avoid having to require an additional package.

Author(s)

Evgenia Dimitriadou, Kurt Hornik, Friedrich Leisch, David Meyer, and Andreas Weingessel

Examples

 ```1 2 3``` ```x <- rnorm(100) skewness(x) kurtosis(x) ```

sjp/GeneralizedHyperbolic documentation built on May 26, 2017, 10:13 a.m.