cum3
Calculate Third Order Cumulants
Calculates an estimate of the third cumulant, or skewness, of a vector. Also, if more than one vector is specified, a product-moment of order 3 is estimated.
- Keywords
- multivariate, math
Usage
cum3(a, b = a, c = a, unbiased = TRUE)Arguments
- a
A vector of observations.
- b
Another vector of observations, if not supplied it is set to the value of
a. If supplied then it must be the same length asa.- c
Another vector of observations, if not supplied it is set to the value of
a. If supplied then it must be the same length asa.- unbiased
A logical value indicating whether the unbiased estimator should be used.
Details
The unbiased estimator uses a multiplier of n/((n-1)*(n-2)) where n is
the sample size, if unbiased is FALSE then a multiplier of 1/n is used.
This is multiplied by sum((a-mean(a))*(b-mean(b))*(c-mean(c))) to give the
required estimate.
Value
The required estimate.