Moments of a Distribution — kurtosis • distionary

Get common moment-related quantities of a distribution: mean, variance, standard deviation (stdev), skewness, and kurtosis or excess kurtosis (kurtosis_exc). If these quantities are not supplied in the distribution's definition, a numerical algorithm may be used.

Usage

kurtosis(distribution)

kurtosis_exc(distribution)

# S3 method for class 'dst'
mean(x, ...)

skewness(distribution)

stdev(distribution)

variance(distribution)

Arguments

x, distribution: Distribution to evaluate.
...: When calculating the mean via integration of the quantile function, arguments passed to stats::integrate().

Value

A single numeric.

Details

If there is no method associated with a subclass of x, then moments are calculated using stats::integrate() from the quantile function.

Note

Beware that if a quantity is being calculated numerically for a non-continuous (e.g., discrete) distribution, the calculation could be highly approximate. An upcoming version of distionary will resolve this issue.

Examples

a <- dst_gpd(1, 0.5)
b <- dst_unif(0, 1)
c <- dst_norm(3, 4)
mean(a)
#> [1] 2
variance(b)
#> [1] 0.08333333
kurtosis(c)
#> [1] 3
kurtosis_exc(c)
#> [1] 0