dskewness

dkurtosis

Calculates the skewness and excess kurtosis of the distribution given
a set of parameters.

Location-Scale based distributions parameterized in terms of mean, standard deviation, skew and shape parameters and estimation using automatic differentiation. Distributions include the Normal, Student and GED as well as their skewed variants ('Fernandez and Steel'), the 'Johnson SU', and the Generalized Hyperbolic. Also included is the semi-parametric piece wise distribution ('spd') with Pareto tails and kernel interior.

Alexios Ghalanos

tsdistributions

Location Scale Standardized Distributions

Alexios Galanos

dskewness function

<dl><dt>distribution</dt>
<dd>a valid distribution.</dd>
<dt>skew</dt>
<dd>skew parameter.</dd>
<dt>shape</dt>
<dd>shape parameter.</dd>
<dt>lambda</dt>
<dd>additional shape parameter for the Generalized Hyperbolic
distribution.</dd></dl>

Arguments

Distribution skewness and kurtosis — dskewness

<dl>

<dt>distribution</dt>
<dd>a valid distribution.</dd>


<dt>skew</dt>
<dd>skew parameter.</dd>


<dt>shape</dt>
<dd>shape parameter.</dd>


<dt>lambda</dt>
<dd>additional shape parameter for the Generalized Hyperbolic
distribution.</dd>

</dl>

dskewness: Distribution skewness and kurtosis

Description

Usage

Value

Arguments