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skew
2005 May 23
3
skewness and kurtosis in e1071 correct?
...statistics of the standard deviation (and variance), as
well? For example:
# --------------------------------------------
# Function to calculate the sample statistic of skewness:
skew_s=function(x)
{
x = x[!is.na(x)]
n = length(x)
if (n < 3)
{
cat('valid cases = ',n,'\nskewness is not defined for less than 3
valid cases!\n')
}
else
{
z = sqrt(n/(n-1))*scale(x)
mean(z^3)
}
}
# --------------------------------------------
and
# --------------------------------------------
# Function to calculate the sample statistic of kurtosis:
kurt_s=function(x)
{...