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MultiSkew (version 1.1.1)

Third: Third multivariate moment of a data matrix

Description

It contains all moments of order three which can be obtained from the variables.

Usage

Third(data, type)

Arguments

data

data matrix

type

type="raw" is the third raw moment type="central" is the third central moment type="standardized" is the third standardized moment

Value

Third moment: all moments of order three which can be obtained from the variables in "data".

Details

Some general information about the third multivariate moment of both theoretical and emprical distributions are reviewed in Loperfido, N. (2015).

References

Loperfido, N. (2015). Singular Value Decomposition of the Third Multivariate Moment. Linear Algebra and its Applications 473, 202-216.

Examples

Run this code
data(PM10_2006)
PM10_2006_matrix<-data.matrix(PM10_2006)
Third(PM10_2006_matrix[,2:5], "raw")

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