Calculate Third Order Cumulants
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.
cum3(a, b = a, c = a, unbiased = TRUE)
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. |
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.
The required estimate.
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