skewness {PerformanceAnalytics}R Documentation

Skewness

Description

compute skewness of a univariate distribution.

Usage

skewness(x, na.rm = FALSE, method = c("moment", "fisher"), ...)

Arguments

na.rm a logical. Should missing values be removed?
method a character string which specifies the method of computation. These are either "moment" or "fisher" The "moment" method is based on the definitions of skewnessfor distributions; these forms should be used when resampling (bootstrap or jackknife). The "fisher" method correspond to the usual "unbiased" definition of sample variance, although in the case of skewness exact unbiasedness is not possible.
x a numeric vector or object.
... arguments to be passed.

Details

This function was ported from the RMetrics package fUtilities to eliminate a dependency on fUtiltiies being loaded every time. The function is identical except for the addition of checkData and column support.

Value

skewness


returns the value of the statistics, a numeric value. An attribute which reports the used method is added.

Author(s)

Diethelm Wuertz

See Also

kurtosis.

Examples

## mean -
## var -
   # Mean, Variance:
   r = rnorm(100)
   mean(r)
   var(r)

## skewness -
   skewness(r)
data(managers)
skewness(managers)
[Package PerformanceAnalytics version 0.9.9-5 Index]