ecp_shape {ecpdist}R Documentation

Bowley skewness and Moors kurtosis

Description

Computes robust skewness and kurtosis measures based on quantile function of the extended Chen-Poisson (ecp) distribution.

Usage

ecp_shape(lambda, gamma, phi, measure)

Arguments

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.

Details

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.

Value

Numeric value of the Bowley skewness or the Moors kurtosis.

Examples

ecp_shape(2, 0.3, 30, measure = 'bowley') # Bowley skewness


[Package ecpdist version 0.2.1 Index]