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.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti