SkewnessKurtosis {fUtilities} | R Documentation |
A collection and description of functions to compute
skewness and kurtosis.
The functions are:
skewness | returns value of skewness, |
kurtosis | returns value of kurtosis. |
skewness(x, ...) ## Default S3 method: skewness(x, na.rm = FALSE, method = c("moment", "fisher"), ...) ## S3 method for class 'data.frame': skewness(x, ...) ## S3 method for class 'POSIXct': skewness(x, ...) ## S3 method for class 'POSIXlt': skewness(x, ...) kurtosis(x, ...) ## Default S3 method: kurtosis(x, na.rm = FALSE, method = c("excess", "moment", "fisher"), ...) ## S3 method for class 'data.frame': kurtosis(x, ...) ## S3 method for class 'POSIXct': kurtosis(x, ...) ## S3 method for class 'POSIXlt': kurtosis(x, ...)
na.rm |
a logical. Should missing values be removed? |
method |
[skewness][kurtosis] - a character string which specifies the method of computation. These are either "moment" or "fisher" , kurtosis
allows in addition for "excess" . If "excess" is
selected, then the value of the kurtosis is computed by the
"moment" method and a value of 3 will be subtracted.
The "moment" method is based on the definitions of
skewness and kurtosis for distributions; these forms should
be used when resampling (bootstrap or jackknife). The
"fisher" method correspond to the usual "unbiased"
definition of sample variance, although in the case of skewness
and kurtosis exact unbiasedness is not possible.
|
x |
a numeric vector.
[basicStats] - allows also a matrix, data.frame or timeSeries object as input. In this case only the first column of data will be considered and a a warning will be printed. |
... |
arguments to be passed. |
skewness
kurtosis
return the value of the statistics, a numeric value. An
attribute which reports the used method is added.
Diethelm Wuertz for the Rmetrics R-port.
## mean - ## var - # Mean, Variance: r = rnorm(100) mean(r) var(r) ## skewness - ## kurtosis - # Skewness, Kurtosis: skewness(r) kurtosis(r)