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# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
################################################################################
# FUNCTION: DESCRIPTION:
# sampleMED Returns sample median
# sampleIQR Returns sample inter quartal range
# sampleSKEW Returns robust sample skewness
# sampleKURT Returns robust sample kurtosis
################################################################################
sampleMED <-
function(x)
{
# A function implemented by Diethelm Wuertz
# Description:
# Returns sample median
# FUNCTION:
# Sample Median:
x = as.vector(x)
med = c(MED = quantile(x, 0.50)[[1]])
# Return Value:
med
}
# ------------------------------------------------------------------------------
sampleIQR =
function(x)
{
# A function implemented by Diethelm Wuertz
# Description:
# Returns sample inter quartal range
# FUNCTION:
# Sample Inter Quartile Range
x = as.vector(x)
iqr = c(IQR = diff(quantile(x, c(0.25, 0.75)))[[1]])
# Return Value:
iqr
}
# ------------------------------------------------------------------------------
sampleSKEW =
function(x)
{
# A function implemented by Diethelm Wuertz
# Description:
# Returns robust sample skewness
# FUNCTION:
# Robust Sample Skew
x = as.vector(x)
q = quantile(x, c(0.25, 0.5, 0.75))
skew = c(SKEW = q[[3]] + q[[1]] - 2*q[[2]]) / (q[[3]]-q[[1]])
# Return Value:
skew
}
# ------------------------------------------------------------------------------
sampleKURT =
function(x)
{
# A function implemented by Diethelm Wuertz
# Description:
# Returns robust sample kurtosis
# FUNCTION:
# Robust Sample Kurtosis
x = as.vector(x)
q = quantile(x, (1:7)/8)
kurt = c(KURT = (q[[7]] - q[[5]] + q[[3]] - q[[1]]) / (q[[6]] - q[[2]]))
# Return Value:
kurt
}
################################################################################
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