[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)
+49-040-42838.4591 (Billon)
fax: +49-040-42838.2344
email: dirk.enzmann at jura.uni-hamburg.de
www:
http://www2.jura.uni-hamburg.de/instkrim/kriminologie/Mitarbeiter/Enzmann/Enzmann.html
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