tsmoments.tsdistribution.estimate {tsdistributions}R Documentation

Extract the moments of an estimated distribution

Description

Extract the moments of an estimated distribution

Usage

## S3 method for class 'tsdistribution.estimate'
tsmoments(object, ...)

Arguments

object

an object of class tsdistribution.estimate.

...

other arguments.

Value

A vector of the first four moments of the distribution based on the estimated parameters. The kurtosis represents the value in excess of 3.


[Package tsdistributions version 1.0.1 Index]