Calculates an estimate of the third cumulant, or skewness, of a vector. Also, if more than one vector is specified, a product-moment of order 3 is estimated.
cum3(a, b = a, c = a, unbiased = TRUE)
A vector of observations.
Another vector of observations, if not supplied it is set to the value of a
.
If supplied then it must be the same length as a
.
Another vector of observations, if not supplied it is set to the value of a
.
If supplied then it must be the same length as a
.
A logical value indicating whether the unbiased estimator should be used.
The required estimate.
The unbiased estimator uses a multiplier of n/((n-1)*(n-2))
where n
is
the sample size, if unbiased
is FALSE
then a multiplier of 1/n
is used.
This is multiplied by sum((a-mean(a))*(b-mean(b))*(c-mean(c)))
to give the
required estimate.