Cumulant

Cumulant

cumulant(x, j)

Arguments

x	Numeric vector. Sample data.
j	Integer. jth moment. From 0 to 4.

Details

$$ K_2 = \frac{n}{n - 1} m_2 $$

$$ K_3 = \frac{n^2}{ \left( n - 1 \right) \left( n - 2 \right) } m_3 $$

$$ K_4 = \frac{n^2}{ \left( n - 1 \right) \left( n - 2 \right) \left( n - 3 \right) } \left\{ \left( n + 1 \right) m_4 - 3 \left( n - 1 \right) m_{2}^{2} \right\} $$

See also

Other moments functions: kurt(), moments(), moment(), skew()