[R] about comparison of KURTOSIS in package: moments and fBasics

From: klebyn <klebyn_at_yahoo.com.br>
Date: Fri 02 Dec 2005 - 10:22:08 EST

Hello

I do not know very much about statistics (and English language too :-( ), then I come in search of a clarification (explanation):

I found two distinct results on KURTOSIS and I do not know which of them is the correct one. Any aid will be welcome!

klebyn

################  CODE

rnorm(1000) -> x

library(moments)

kurtosis(x)
skewness(x)

detach("package:moments")
library(fBasics)

kurtosis(x)
skewness(x)

detach("package:fBasics")

R.version

################  OUTPUT

>
> rnorm(1000) -> x
>
>
> library(moments)
>
>
> kurtosis(x)

[1] 3.145274
> skewness(x)

[1] 0.04898635
>
>
> detach("package:moments")
> library(fBasics)

Rmetrics, (C) 1999-2005, Diethelm Wuertz, GPL fBasics: Markets, Basic Statistics, Hypothesis Testing
>
>
> kurtosis(x)

[1] 0.1389865
> skewness(x)

[1] 0.04891289
>
>
> detach("package:fBasics")
>
> R.version

         _
platform i386-pc-mingw32

arch     i386           
os       mingw32        
system   i386, mingw32  
status                  
major    2              
minor    2.0            
year     2005           
month    10             
day      06             
svn rev  35749          
language R              

>
>


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