PerformanceAnalytics (version 1.0.4.4)

skewness: 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 sh

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.

See Also

kurtosis

Examples

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

## skewness -
   skewness(r)
data(managers)
skewness(managers)