[R] skewness and kurtosis in e1071 correct?

Dirk Enzmann dirk.enzmann at jura.uni-hamburg.de
Tue May 24 17:50:53 CEST 2005


My last question to the R list is another example of asking too fast 
before reading (sorry). But by the way and because it might be 
interesting for others, an answer can be found in:

Joanes, D. N. & Gill, C. A. (1998) Comparing measures of sample skewness 
and kurtosis. Journal of the Royal Statistical Society (Series D): The 
Statistician 47 (1), 183–189.

The measures discussed in this article are:

g1 : skewness as defined in formula (3) of my mail (and in STATA)
G1 : skewness as defined in formula (5) of my mail (and in SAS, SPSS, 
and EXCEL)
b1 : skewness as defined in the package e1071 (and in MINITAB and BMDP)

g2 : kurtosis as defined in formula (4) of my mail (and in STATA)
G2 : kurtosis as defined in formula (6) of my mail (and in SAS, SPSS, 
and EXCEL)
b2 : kurtosis as defined in the package e1071 (and in MINITAB and BMDP)

------------------------

Off topic: I don't know why the thread of these mails are not included 
in the correct thread.

Dirk

-- 
*************************************************
Dr. Dirk Enzmann
Institute of Criminal Sciences
Dept. of Criminology
Edmund-Siemers-Allee 1
D-20146 Hamburg
Germany

phone: +49-040-42838.7498 (office)
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email: dirk.enzmann at jura.uni-hamburg.de
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