SkewnessKurtosis         package:fUtilities         R Documentation

_S_k_d_e_w_n_e_s_s _a_n_d _K_u_r_t_o_s_i_s

_D_e_s_c_r_i_p_t_i_o_n:

     A collection and description of functions to compute  skewness and
     kurtosis. 

     The functions are:

       'skewness'  returns value of skewness,
       'kurtosis'  returns value of kurtosis.

_U_s_a_g_e:

     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, ...)

_A_r_g_u_m_e_n_t_s:

   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. 

_V_a_l_u_e:

     'skewness'
      'kurtosis' 
      return the value of the statistics, a numeric value. An 
     attribute which reports the used method is added.

_A_u_t_h_o_r(_s):

     Diethelm Wuertz for the Rmetrics R-port.

_E_x_a_m_p_l_e_s:

        
     ## mean -
     ## var -
        # Mean, Variance:
        r = rnorm(100)
        mean(r)
        var(r)
        
     ## skewness -
     ## kurtosis -
        # Skewness, Kurtosis:
        skewness(r)
        kurtosis(r)   

