NNS (version 13.1)

NNS.moments: NNS moments

Description

This function returns the first 4 moments of the distribution.

Usage

NNS.moments(x, population = TRUE)

Value

Returns:

• "$mean" mean of the distribution.

• "$variance" variance of the distribution.

• "$skewness" skewness of the distribution.

• "$kurtosis" excess kurtosis.

Arguments

x

a numeric vector.

population

logical; TRUE (default) Performs the population adjustment. Otherwise returns the sample statistic.

Author

Fred Viole, OVVO Financial Systems

References

Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" (ISBN: 1490523995, 2nd edition: https://ovvo-financial.github.io/NNS/book/)

Examples

if (FALSE) {
set.seed(123)
x <- rnorm(100)
NNS.moments(x)
}