ccgarch (version 0.2.2)

rob.sk: Computing standard and robustified skewness

Description

This function computes standard and robustified skewness measures of a vector or matrix of variables.

Usage

rob.sk(x)

Arguments

x

a vector or matrix of variables

Value

• Vector of skewness and robustified skewness

References

Kim, T-H. and H. White (2004), On More Robust Estimation of Skewness and Kurtosis, Finance Research Letters, 1, 56--73.

See Also

rob.kr, ljung.box.test, jb.test

Examples

x <- matrix(rnorm(1000), 100, 10)
rob.sk(x)