Displaying 20 results from an estimated 900 matches similar to: "skewness, kurtosis"
2008 Sep 23
3
Generating series of distributions with the same skewness and different kurtosis or with same kurtosis and different skewness?
Dear R users,
I hope to explain the concepts of skewness and kurtosis by generating
series of distributions with same skewness and different kurtosis or with
same kurtosis and different skewness, but it seems that i cannot find the
right functions.
I have searched the mailing list, but no answers were found.
Is it possible to do that in R? Which function could be used?
Thanks a lot.
--
2011 Oct 25
1
alternative option in skewness and kurtosis tests?
I have a question about the D'Agostino skewness test and the Anscombe-Glynn
kurtosis test.
agostino.test(x, alternative = c("two.sided", "less", "greater"))
anscombe.test(x, alternative = c("two.sided", "less", "greater"))
The option "alternative" in those two functions seems to be the null
hypothesis. In the output, the
2004 Feb 09
2
moments, skewness, kurtosis
I checked the help and the mailing list archives, but I can
find no mention of a routine that calculates higher
moments like skewness and kurtosis. Of course, these
are easy enough to write myself, but I was thinking
that they MUST be in here. Am I wrong?
Thanks.
-Frank
2006 Sep 08
1
Computing skewness and kurtosis with the moments package
Hi,
I'm a newcomer to R, having previously used SPSS. One problem I have
run into is computing kurtosis. A test dataset is here:
http://www.whinlatter.ukfsn.org/2401.dat
> library(moments)
> data <- read.table("2401.dat", header=T)
> attach(data)
> loglen <- log10(Length)
With SPSS, I get
Skewness -0.320
Kurtosis -1.138
With R:
> skewness(loglen)
[1]
2003 Nov 08
1
notation for skewness and kurtosis
Hello everybody,
this is a bit off topic, so maybe you can just reply to me personally...
What is the typical notation for 'skewness', 'kurtosis' and maybe 'excess
kurtosis'?
Thank you,
Martina
--------------------------------------------------------------------------
Department of Statistics Office Phone: (614) 292-1567
1958 Neil Avenue, 304E Cockins Hall
2001 Sep 28
1
Generate rand. data with zero skewness and some kurtosis
Dear all,
Right now, I'm doing research about outlier in statistical data
(univariate and multivariate) and I want to simulate its behavior. My
problem is :
How to generate random data from distribution with zero skewness and
some kurtosis values in R ?
A. Kudus
=====================
Dept. of Statistics
Bandung Islamic University
I n d o n e s i a
==========================
2001 Oct 03
0
Summary : Generate random data from dist. with 0 skewness and some kurtosis
Thanks to all who response my problem. Here are my summary :
1. from Dirk Eddelbuettel <edd at debian.org>
We could try a mixture of normals -- ie flip a coin (use a uniform with
some cutoff c where 0 < c < 1 ) to choose between N(0, sigma_1) and N(0,
sigma_2).
2. from Michaell Taylor <michaell.taylor at reis.com>
We could use the gld library to specify the lambdas of
2001 Dec 10
2
distributions w. skewness & kurtosis
Is there some reasonable way to generate random data from a
distribution that has some degree of skewness and/or kurtosis, but
would otherwise be normal?
thanks,
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2004 Oct 27
2
Skewness and Kurtosis
Hi,
in which R-package I could find skewness and kurtosis
measures for a distribution?
I built some functions:
gamma1<-function(x)
{
m=mean(x)
n=length(x)
s=sqrt(var(x))
m3=sum((x-m)^3)/n
g1=m3/(s^3)
return(g1)
}
skewness<-function(x)
{
m=mean(x)
me=median(x)
s=sqrt(var(x))
sk=(m-me)/s
return(sk)
}
bowley<-function(x)
{
q<-as.vector(quantile(x,prob=c(.25,.50,.75)))
2011 Jul 23
0
Testing two independent samples for null of same skewness and kurtosis?
Hello
I wonder whether there is an r tool or package available for testing for the
null of same skewness or kurtosis of two independent samples.
It semes that nsRFA package uses L-moments for soothing similar but I could
not get how to use the package for the above test.
Any pointers, help, example and etc. will be most welcome.
Many thanks
Ed
[[alternative HTML
2005 May 24
0
skewness and kurtosis in e1071 correct? (correction)
I'm sorry, but my previous message, as often happens, some brackets were
wrong:
Here are the correct formulas:
sd = 1/n * sum((x-mean(x))^2) # (1)
sd = 1/(n-1) * sum((x-mean(x))^2) # (2)
This also occured in the last paragraph.
Dirk
*************************************************
Dr. Dirk Enzmann
Institute of Criminal Sciences
Dept. of Criminology
Edmund-Siemers-Allee 1
D-20146
2011 Feb 15
1
Estimation of an GARCH model with conditional skewness and kurtosis
Hello,
I'm quite new to R but tried to learn as much as possible in the last
few months.
My problem is that I would like to estimate the model of Leon et al. (2005).
I have shortly summarised the most important equations in the following
pdf file:
http://hannes.fedorapeople.org/leon2005.pdf
My main question is now how could I introduce these two additional terms
into the Likelihood
2005 May 23
3
skewness and kurtosis in e1071 correct?
I wonder whether the functions for skewness and kurtosis in the e1071
package are based on correct formulas.
The functions in the package e1071 are:
# --------------------------------------------
skewness <- function (x, na.rm = FALSE)
{
if (na.rm)
x <- x[!is.na(x)]
sum((x - mean(x))^3)/(length(x) * sd(x)^3)
}
# --------------------------------------------
and
#
2011 Aug 06
1
significance of differences in skew and kurtosis between two groups
Dear R-users,
I am comparing differences in variance, skew, and kurtosis between two groups.
For variance the comparison is easy: just
var.test(group1, group2)
I am using agostino.test() for skew, and anscombe.test() for kurtosis. However, I can't find an equivalent of the F.test or Mood.test for comparing kurtosis or skewness between two samples.
Would the test just be a 1 df test on
2001 Oct 04
0
Summary on random data with zero skew and some kurtosis
Thanks to all who response my problem. Here are my summary :
1. from Dirk Eddelbuettel <edd at debian.org>
We could try a mixture of normals -- ie flip a coin (use a uniform with
some cutoff c where 0 < c < 1 ) to choose between N(0, sigma_1) and N(0,
sigma_2).
2. from Michaell Taylor <michaell.taylor at reis.com>
We could use the gld library to specify the lambdas of
2005 Dec 01
2
about comparison of KURTOSIS in package: moments and fBasics
Hello
I do not know very much about statistics (and English language too :-( ),
then I come in search of a clarification (explanation):
I found two distinct results on KURTOSIS and
I do not know which of them is the correct one.
Any aid will be welcome!
klebyn
################ CODE
rnorm(1000) -> x
library(moments)
kurtosis(x)
skewness(x)
detach("package:moments")
2012 Feb 07
0
How to simulate rating scale from skewed and kurtosis ??
Hello all,
I need to simulate rating scale from skewed and kurtosis.
I would like to simulate a set of (discrete) data. ( n=1000, Item = 50 and
5 choice (1-5) )
Regards,
Vichr
--
View this message in context: http://r.789695.n4.nabble.com/How-to-simulate-rating-scale-from-skewed-and-kurtosis-tp4363805p4363805.html
Sent from the R help mailing list archive at Nabble.com.
2005 Jan 07
2
Asymmetry and kurtosis coefficients
Hello everybody,
I'm studying descriptive statistics with R and I want to know how to
calculate the asymmetry and kurtosis coefficients of a sample using R. I'll
appreciate some help.
Thanx,
Talita Perciano Costa Leite
Graduanda em Ci?ncia da Computa??o
Universidade Federal de Alagoas - UFAL
Departamento de Tecnologia da Informa??o - TCI
Constru??o de Conhecimento por Agrupamento de
2006 Mar 23
1
Estimation of skewness from quantiles of near-normal distribution
I have summary statistics from many sets (10,000's) of near-normal continuous data. From previously generated QQplots of these data I can visually see that most of them are normal with a few which are not normal. I have the raw data for a few (700) of these sets. I have applied several tests of normality, skew, and kurtosis to these sets to see which test might yield a parameter which
1997 Oct 17
2
R-alpha: bug in svd
I use R Version 0.60 Alpha (September 18, 1997) on a Linux Pentium
(Debian 1.3) and on a Sparc-Sun-Solaris 2.5.=20
R> svd(matrix(1:16,4,4))
=09yields on both machines
Error: error 4 in dsvdc
R> svd(matrix(1:20,4,5))
=09gives a result on the Linux computer
$d
[1] 0 0 0 NA
$u
[,1] [,2] [,3] [,4]
[1,] 1 0 0 0
[2,] 0 1 0 0
[3,] 0 0 1 0
[4,] 0