moments {nsRFA}

Sample moments

Description

moments provides the estimate of the first 4 moment-statistics of a sample.

Usage

 moments (x)
 CV (x)
 skew (x)
 kurt (x)

Arguments

x

vector representing a data-sample

Details

Skewness and kurtosis are defined as:

skew = n^{-1} \frac{\sum_{i=1}^n \left(x_i - mean(x)\right)^3}{sd(x)^{3}}

kurt = n^{-1} \frac{\sum_{i=1}^n \left(x_i - mean(x)\right)^4}{sd(x)^{4}} - 3

where n is the size of x. See https://en.wikipedia.org/wiki/Skewness and https://en.wikipedia.org/wiki/Kurtosis for additional informations.

Note

For information on the package and the Author, and for all the references, see nsRFA.

See Also

mean, var, sd, Lmoments.

Examples

x <- rnorm(30,10,2)
moments(x)

data(hydroSIMN)
x <- annualflows["dato"][,]
cod <- annualflows["cod"][,]
sapply(split(x,cod),moments)