Re: [Gretl-users] skewness and kurtosis

On Fri, 27 May 2011, Riccardo (Jack) Lucchetti wrote: > On Fri, 27 May 2011, Annaert Jan wrote: > >> I know there are functions to compute the mean, median, minimum, >> maximum and standard deviation for a series. I also know that using >> the summary command, skewness and excess-kurtosis are also computed. >> Is there an easy way to capture these last two statistics (I need >> them for further processing)? Of course, I could write a short >> function to do this, but as they are already available in Gretl in >> the summary command… > > Not a bad idea, in fact. I'll see what I can do in the next few days. Two new functions, skewness() and kurtosis(), are now in CVS. As soon as Allin approves them, I'll write the documentation. I had also thought of adding one more function, but I'm not certain it would be a good thing, so before I do, I'd like to hear the community's take: my idea was to write a function which takes a series, or a list, as argument and outputs a 4-column matrix with mean, sd, skewness and excess kurtosis. Pros: nice to have. Cons: one more reserved word in the namespace for something that is rather trivial to do via a short script.