stats-sampleLMoments: Robust moments for the GLD

In fBasics: Rmetrics - Markets and Basic Statistics

Robust moments for the GLD

Description

Computes the first four robust moments for the Normal Inverse Gaussian Distribution.

Usage

sampleMED(x)
sampleIQR(x)
sampleSKEW(x)
sampleKURT(x)

Arguments

x	numeric vector, the sample values.

Value

a named numerical value. The name is one of MED, IQR, SKEW, or KURT, obtained by dropping the sample prefix from the name of the corresponding function.

Author(s)

Diethelm Wuertz

Examples

   
## Sample:
   x = rt(100, 4)
   
## sampleMED -
   # Median:
   sampleMED(x)
 
## sampleIQR - 
   # Inter-quartile Range:
   sampleIQR(x)
 
## sampleSKEW -  
   # Robust Skewness:
   sampleSKEW(x)
   
## sampleKURT -
   # Robust Kurtosis:
   sampleKURT(x)

fBasics documentation built on Nov. 3, 2023, 3:01 p.m.