skewness {optimStrat} | R Documentation |
Sample Skewness
Description
Calculate the sample skewness.
Usage
skewness(x, na.rm = FALSE)
Arguments
x |
a numeric vector. |
na.rm |
a logical value indicating whether |
Details
Compute the sample skewness of x
as
\frac{\frac{1}{N}\sum_{i=1}^{N}\left(x_{i}-\bar{x}\right)^{3}}{\left[\frac{1}{N-1}\sum_{i=1}^{N}\left(x_{i}-\bar{x}\right)^{2}\right]^{3/2}}
Value
A vector of length one giving the sample skewness of x
.
Examples
x<- rnorm(1000)
skewness(x)
[Package optimStrat version 2.4 Index]