Skewness and (excess) Kurtosis of a vector of values

Description

These functions calculate skewness and excess kurtosis of a vector of values. They were taken from the package 'moments'.

Usage

skewness(x, na.rm = FALSE) 
kurtosis(x, na.rm = FALSE) 

Arguments

Details

Skewness:

frac{frac{1}{n} ∑_{i=1}^n (x_i-overline{x})^3}{≤ft(frac{1}{n} ∑_{i=1}^n (x_i-overline{x})^2 ight)^{3/2}}

(Excess) Kurtosis:

frac{frac{1}{n} ∑_{i=1}^n (x_i - overline{x})^4}{≤ft(frac{1}{n} ∑_{i=1}^n (x_i - overline{x})^2 ight)^2} - 3

Value

The skewness/kurtosis values.

Author(s)

Andrej-Nikolai Spiess

Examples

X <- rnorm(100, 20, 2)
skewness(X)
kurtosis(X)

Results