Calculates the first four moments (mean, variance, skewness, kurtosis)
of a Pearson distribution.
Usage
pearsonMoments(params, moments)
Arguments
params
vector/list of parameters for Pearson distribution. First entry gives type
of distribution (0 for type 0, 1 for type I, ..., 7 for type VII), remaining
entries give distribution parameters (depending on distribution type).
moments
optional vector/list of mean, variance, skewness, kurtosis
(not excess kurtosis).
Overrides params with corresponding pearson distribution, if given.
Value
Named vector of length 4 containing mean, variance,
skewness and kurtosis (in this order).
References
[1] Johnson, N. L., Kotz, S. and Balakrishnan, N. (1994) Continuous Univariate
Distributions, Vol. 1, Wiley Series in Probability and Mathematical Statistics,
Wiley
[2] Johnson, N. L., Kotz, S. and Balakrishnan, N. (1994) Continuous Univariate
Distributions, Vol. 2, Wiley Series in Probability and Mathematical Statistics,
Wiley
# NOT RUN {## Define moments of distributionmoments <- c(mean=1,variance=2,skewness=1,kurtosis=5)
## Are the moments reproduced?pearsonMoments(moments=moments)
# }