[R] Computing skewness and kurtosis with the moments package

[Roger Leigh]

Hi,

I'm a newcomer to R, having previously used SPSS.  One problem I have
run into is computing kurtosis.  A test dataset is here:

http://www.whinlatter.ukfsn.org/2401.dat

> library(moments)
> data <- read.table("2401.dat", header=T)
> attach(data)
> loglen <- log10(Length)

With SPSS, I get
  Skewness -0.320
  Kurtosis -1.138

With R:
> skewness(loglen)
[1] -0.317923
> kurtosis(loglen)
[1] 1.860847

Using the example skew and kurtosis functions from M. J. Crawley's
"Statistics: An introduction using R": pp 69 and 72:

> mskew(loglen)
[1] -0.3158337
> mkurtosis(loglen)
[1] -1.155441

The kurtosis value here matches the SPSS calculation somewhat more
closely, but is still not exactly the same.

Looking at the functions, there is some difference between them:

> skewness
function (x, na.rm = FALSE) 
{
    if (is.matrix(x)) 
        apply(x, 2, skewness, na.rm = na.rm)
    else if (is.vector(x)) {
        if (na.rm) 
            x <- x[!is.na(x)]
        n <- length(x)
        (sum((x - mean(x))^3)/n)/(sum((x - mean(x))^2)/n)^(3/2)
    }
    else if (is.data.frame(x)) 
        sapply(x, skewness, na.rm = na.rm)
    else skewness(as.vector(x), na.rm = na.rm)
}
> mskew
function(x) {
m3 <- sum((x - mean(x))^3)/length(x)
s3 <- sqrt(var(x))^3
m3/s3
}
> kurtosis
function (x, na.rm = FALSE) 
{
    if (is.matrix(x)) 
        apply(x, 2, kurtosis, na.rm = na.rm)
    else if (is.vector(x)) {
        if (na.rm) 
            x <- x[!is.na(x)]
        n <- length(x)
        n * sum((x - mean(x))^4)/(sum((x - mean(x))^2)^2)
    }
    else if (is.data.frame(x)) 
        sapply(x, kurtosis, na.rm = na.rm)
    else kurtosis(as.vector(x), na.rm = na.rm)
}
> mkurtosis
function(x) {
m4 <- sum((x - mean(x))^4)/length(x)
s4 <- var(x)^2
m4/s4 - 3
}

Are any of these functions incorrect, or are there several different
methods of computing the skew and kurtosis values?

Are there any more appropriate R packages I should consider using?


Many thanks,
Roger

-- 
  .''`.  Roger Leigh
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