Robust moments for the GLD
stats-sampleLMoments.Rd
Computes the first four robust moments for the Normal Inverse Gaussian Distribution.
Value
a named numerical value. The name is one of MED
, IQR
,
SKEW
, or KURT
, obtained by dropping the sample
prefix
from the name of the corresponding function.
Examples
## Sample:
x = rt(100, 4)
## sampleMED -
# Median:
sampleMED(x)
#> MED
#> -0.01580327
## sampleIQR -
# Inter-quartile Range:
sampleIQR(x)
#> IQR
#> 1.391907
## sampleSKEW -
# Robust Skewness:
sampleSKEW(x)
#> SKEW
#> 0.009924021
## sampleKURT -
# Robust Kurtosis:
sampleKURT(x)
#> KURT
#> 1.314856