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stats-sampleLMoments

Robust Moments for the GLD


Description

Computes the first four robust moments for the Normal Inverse Gaussian Distribution.

Usage

sampleMED(x)
sampleIQR(x)
sampleSKEW(x)
sampleKURT(x)

Arguments

x

are numeric vector, the sample values.

Value

All values for the *sample functions are numeric vectors: d* returns the density, p* returns the distribution function, q* returns the quantile function, and r* generates random deviates.

All values have attributes named "param" listing the values of the distributional parameters.

Author(s)

Diethelm Wuertz.

Examples

## Sample:
   x = rt(100, 4)
   
## sampleMED -
   # Median:
   sampleMED(x)
 
## sampleIQR - 
   # Inter-quartile Range:
   sampleIQR(x)
 
## sampleSKEW -  
   # Robust Skewness:
   sampleSKEW(x)
   
## sampleKURT -
   # Robust Kurtosis:
   sampleKURT(x)

fBasics

Rmetrics - Markets and Basic Statistics

v3042.89.1
GPL (>= 2)
Authors
Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb] Martin Maechler [ctb]
Initial release
2017-11-12

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