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NNS moments

Source: R/Partial_Moments.R
NNS.moments.Rd

This function returns the first 4 moments of the distribution.

Usage

NNS.moments(x, population = TRUE)

Arguments

x

a numeric vector.

population

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

Value

Returns:

  • "$mean" mean of the distribution.

  • "$variance" variance of the distribution.

  • "$skewness" skewness of the distribution.

  • "$kurtosis" excess kurtosis of the distribution.

References

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

Author

Fred Viole, OVVO Financial Systems

Examples

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