21 lines
560 B
R
21 lines
560 B
R
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# Empirical cumulants for individual data
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#
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# Author: François Pelletier
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###############################################################################
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#' Empirical cumulants for individual data
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#' @param DATA a vector of individual data
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#' @param order order of the cumulant. Must be between 1 and 4.
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#' @return A vector of cumulants
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#' @author François Pelletier
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emk <- function(DATA,order=1:4)
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{
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library(actuar)
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m <- emm(DATA,1:4)
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c(m[1],
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m[2]-m[1]^2,
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m[3]-3*m[1]*m[2]+2*m[1]^2,
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m[4]-3*m[2]^2-4*m[1]*m[3]+12*m[1]^2*m[2]-6*m[1]^4)[order]
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}
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