dskewness {tsdistributions}

Distribution skewness and kurtosis

Description

Calculates the skewness and excess kurtosis of the distribution given a set of parameters.

Usage

dskewness(distribution = "norm", skew = 1, shape = 5, lambda = -0.5)

dkurtosis(distribution = "norm", skew = 1, shape = 5, lambda = -0.5)

Arguments

distribution

a valid distribution.

skew

skew parameter.

shape

shape parameter.

lambda

additional shape parameter for the Generalized Hyperbolic distribution.

Value

A numeric value for the skewness and excess kurtosis.