cum3.RdCalculates 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 required estimate.
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.