moments (version 0.14)

all.moments: Statistical Moments

Description

This function computes all the sample moments of the chosen type up to a given order.

Usage

all.moments(x, order.max = 2, central = FALSE, absolute = FALSE, na.rm = FALSE)

Arguments

x
A numeric vector, matrix or data frame of data. For matrices and data frames, each column is a random variable
order.max
the maximum order of the moments to be computed with a default value of 2.
central
a logical value, if TRUE, central moments are computed. Otherwise, raw moments are computed
absolute
a logical value, if TRUE, absolute moments are computed. Otherwise, standard moments are computed
na.rm
a logical value, if TRUE, remove NA values. Otherwise, keep NA values

Value

A vector, matrix or data frame of moments depending on the nature of the argument x. If x is a vector, then the value returned is a vector, say mu, where mu[1] is the order 0 moment, mu[2] is the order 1 moment and so forth. If x is a matrix or data frame, then the value returned is a matrix or data frame, respectively. In this case, suppose mu is the value returned. Then, row vector mu[1,] contains the order 0 moments, mu[2,] contains the order 1 moments and so forth.

Details

The minimum value for order.max is 2. The function stops running for values less than 2 and the message "maximum order whould be at least 2" is displayed on standard output.

References

Papoulis, A., Pillai, S. U. (2002) Probability, Random Variables and Stochastic Processes, Fourth Edition, McGraw-Hill, New York, 146-147.

See Also

moment, raw2central

Examples

set.seed(1234)
x <- rnorm(10000)
all.moments( x, order.max=4 )
all.moments( x, central=TRUE, order.max=4 )
all.moments( x, absolute=TRUE, order.max=4 )
all.moments( x, central=TRUE, absolute=TRUE, order.max=4 )
M <- matrix( x, nrow=1000, ncol=10 )
all.moments( M, order.max=4 )
all.moments( M, central=TRUE, order.max=4 )
all.moments( M, absolute=TRUE, order.max=4 )
all.moments( M, central=TRUE, absolute=TRUE, order.max=4 )
D <- data.frame( M )
all.moments( D, order.max=4 )
all.moments( D, central=TRUE, order.max=4 )
all.moments( D, absolute=TRUE, order.max=4 )
all.moments( D, central=TRUE, absolute=TRUE, order.max=4 )