| absMoments {fGarch} | R Documentation |
Computes absolute Moments of the skew Normal, skew GED, and standardized skew Student-t distributions
absMoments(n, density = c("dnorm", "dged", "dstd"), ...)
density |
a character string naming the symmetric density function. |
n |
the number of absolute Moments. |
... |
parameters passed to the density function. |
absMoments returns a numeric vector of length n with the
values of the absolute moments of the selected density function.
Diethelm Wuertz for the Rmetrics R-port.
Fernandez C., Steel M.F.J. (2000); On Bayesian Modelling of Fat Tails and Skewness, Preprint, 31 pages.
## absMoment -
absMoments(4, "dstd", nu = 4)