ecp_shape {ecpdist} | R Documentation |
Computes robust skewness and kurtosis measures based on quantile function of the extended Chen-Poisson (ecp) distribution.
ecp_shape(lambda, gamma, phi, measure)
lambda , gamma |
parameter values > 0. |
phi |
parameter value != 0. |
measure |
Specifies the type of measure to be computed. Possible types are: - 'bowley' for Bowley skewness, - 'moors' for Moors kurtosis. |
The Extended Chen-Poisson distribution has no closed-form expression for the moments. Therefore, the classical measures of skewness and kurtosis based on moments are intractable. In such cases, quantile-based measures are often considered, namely the Bowley skewness and Moors kurtosis.
Numeric value of the Bowley skewness or the Moors kurtosis.
ecp_shape(2, 0.3, 30, measure = 'bowley') # Bowley skewness