Sample Moments {HyperbolicDist}R Documentation

Sample Skewness and Kurtosis

Description

Computes the sample skewness and sample kurtosis.

Usage

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 = \mathrm{length}(x), then the skewness of x is defined as

N^{-1} \mathrm{sd}(x)^{-3} \sum_i (x_i - \mathrm{mean}(x))^3.

If N = \mathrm{length}(x), then the kurtosis of x is defined as

N^{-1} \mathrm{sd}(x)^{-4} \sum_i(x_i - \mathrm{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

x <- rnorm(100)
skewness(x)
kurtosis(x)

[Package HyperbolicDist version 0.6-5 Index]