moments provides the estimate of the first 4 moment-statistics of a sample.
Usage
moments (x)
CV (x)
skew (x)
kurt (x)
Arguments
x
vector representing a data-sample
Details
Skewness and kurtosis are defined as:
$$skew = n^{-1} \frac{\sum_{i=1}^n \left(x_i - mean(x)\right)^3}{sd(x)^{3}}$$
$$kurt = n^{-1} \frac{\sum_{i=1}^n \left(x_i - mean(x)\right)^4}{sd(x)^{4}} - 3$$
where \(n\) is the size of x.
See https://en.wikipedia.org/wiki/Skewness and https://en.wikipedia.org/wiki/Kurtosis for additional informations.