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)The required estimate.
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 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.