[R] Weighted skewness and curtosis

[Bert Gunter]

David:

I think you missed my point. As I understand him, Dmitri mentioned
rounding off to e.g. 2 decimal digits and multiplying by 100 to
produce integer weights, which would then lead to "unrolling" the
vector via rep().  Your "weighted moments" reference is probably
closer to what he sought, however.

Cheers,
Bert

Bert Gunter

"Data is not information. Information is not knowledge. And knowledge
is certainly not wisdom."
   -- Clifford Stoll


On Thu, Jul 16, 2015 at 9:47 AM, David Winsemius <dwinsemius at comcast.net> wrote:
>
> 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
>
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