R/sampleMoments.R

In sjp/GeneralizedHyperbolic: The generalized hyperbolic distribution

### Functions to calculate the sample skewness and kurtosis
### Taken from the package e1071
skewness <- function (x, na.rm = FALSE) {
  if (na.rm)
    x <- x[!is.na(x)]

  sum((x - mean(x))^3) / (length(x) * sd(x)^3)
}

kurtosis <- function (x, na.rm = FALSE) {
  if (na.rm)
    x <- x[!is.na(x)]

  sum((x - mean(x))^4) / (length(x) * var(x)^2) - 3
}