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skewness and kurtosis in e1071 correct?

1 message · Dirk Enzmann

Dirk Enzmann
# 
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)

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

Dirk