| cum3 {boot} | R Documentation |
Calculate Third Order Cumulants
Description
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.
Usage
cum3(a, b = a, c = a, unbiased = TRUE)
Arguments
a |
A vector of observations. |
b |
Another vector of observations, if not supplied it is set to the value of |
c |
Another vector of observations, if not supplied it is set to the value of |
unbiased |
A logical value indicating whether the unbiased estimator should be used. |
Details
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.
Value
The required estimate.