[R] Weighted skewness and curtosis

[David Winsemius]

On Jul 16, 2015, at 8:37 AM, Dimitri Liakhovitski wrote:

> Unfortunately not - more like 0.7654, 1.2345.
> I understand that I could multiply each number by 100, round it to no
> decimal point and then unroll my data in proportion.
> I was just hoping someone has done it in C and put it into a package...

I saw Bert's comments but I don't think that `rep` handles fractional weights. Take a look at Hmisc::wtd.var (since I have that package loaded and see that code is easy to grasp).

 Also appears after after using sos::findFn("weighted moments") that the package:lmomco deserves your attention.

> 
> On Thu, Jul 16, 2015 at 11:27 AM, David Winsemius
> <dwinsemius at comcast.net> wrote:
>> 
>> On Jul 16, 2015, at 8:10 AM, Dimitri Liakhovitski wrote:
>> 
>>> Is there an R package that allows one to calculate skewness and
>>> curtosis - but weighted with individual level weights (one weight per
>>> observation)?
>>> 
>> 
>> Integer weights?
>> 
>> --
>> 
>> David Winsemius


David Winsemius
Alameda, CA, USA