similar to: significance of differences in skew and kurtosis between two groups

Displaying 20 results from an estimated 600 matches similar to: "significance of differences in skew and kurtosis between two groups"

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
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
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. --
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
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
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, -------------- next part -------------- A non-text attachment was scrubbed... Name: greiff.vcf Type: text/x-vcard Size: 398 bytes Desc: Card for Warren R. Greiff Url :
1999 Jul 28
1
skewness, kurtosis
Dear R-Users and Developpers, Currently R does not include functions to compute the skewness and kurtosis. I programmed it myself in the following way, but probably *real* programmers/statisticians can do that better: mykurtosis <- function(x) { m4 <- mean((x-mean(x))^4) kurt <- m4/(sd(x)^4)-3 kurt } myskewness <- function(x) { m3 <- mean((x-mean(x))^3) skew <-
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.
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
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)))
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 #
2005 Apr 29
0
Anscombe-Glynn, Bonett-Seier, D'Agostino
Dear useRs, I was searching CRAN for implementation of kurtosis and skewness tests, and found that there is some kind of lack on it. So, I have written three functions: 1. Anscombe-Glynn test for kurtosis 2. Bonett-Seier test based on Geary's kurtosis (which is not widely known, but I was inspired by original paper describing it, found coincidentally in Elsevier database) 3.
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")
2007 Sep 28
3
kurtosis
Hi, I cannot find the function kurtosis. Is it sth additional I am meant to download? I use the MacOS X version of R. Many thanks Samira
2013 Jun 25
6
security bugs and release
Hello, I''d like to know why when there is a new advisory you just release a patch instead of a new release. This, in my opinion creates only confusion. For example, if I''m running 4.2.1 I don''t exatly know which patches have been applied. If you say, this is fixed in 4.2.2 I know that if I''m run that version, I''m fine. Is there a real reason