Re: [R] Generating series of distributions with the same skewness and different kurtosis or with same kurtosis and different skewness?

2008-09-24 Thread Greg Snow
re [EMAIL PROTECTED] 801.408.8111 > -Original Message- > From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] > project.org] On Behalf Of Gabor Grothendieck > Sent: Wednesday, September 24, 2008 6:29 AM > To: zhijie zhang > Cc: [EMAIL PROTECTED] > Subject: Re: [R] Generati

Re: [R] Generating series of distributions with the same skewness and different kurtosis or with same kurtosis and different skewness?

2008-09-24 Thread Gabor Grothendieck
Check out JohnsonFit in SuppDists. On Tue, Sep 23, 2008 at 10:59 AM, zhijie zhang <[EMAIL PROTECTED]> wrote: > Dear R users, > I hope to explain the concepts of skewness and kurtosis by generating > series of distributions with same skewness and different kurtosis or with > same kurtosis and dif

Re: [R] Generating series of distributions with the same skewness and different kurtosis or with same kurtosis and different skewness?

2008-09-23 Thread Yihui Xie
Well, let's take the Beta distribution for example. See http://en.wikipedia.org/wiki/Beta_distribution for the formulae of skewness and kurtosis. We can fix the skewness at, say, 2 and let alpha = 1, then solve beta from the equation of "skewness = 2", you will get beta = 1.8164966 or 0.1835034 app

Re: [R] Generating series of distributions with the same skewness and different kurtosis or with same kurtosis and different skewness?

2008-09-23 Thread zhijie zhang
Yihui, Could you please show me an example? What u have refered is clear for me, but i think the thing that i donot know how to handle with is to link the relationships between skewness/kurtosis and the distributions? Thanks. On Tue, Sep 23, 2008 at 11:48 PM, Yihui Xie <[EMAIL PROTECTED]> w

Re: [R] Generating series of distributions with the same skewness and different kurtosis or with same kurtosis and different skewness?

2008-09-23 Thread hadley wickham
On Tue, Sep 23, 2008 at 9:59 AM, zhijie zhang <[EMAIL PROTECTED]> wrote: > Dear R users, > I hope to explain the concepts of skewness and kurtosis by generating > series of distributions with same skewness and different kurtosis or with > same kurtosis and different skewness, but it seems that i

Re: [R] Generating series of distributions with the same skewness and different kurtosis or with same kurtosis and different skewness?

2008-09-23 Thread Yihui Xie
Hi, Certainly it's possible. Use any distribution function as long as you can change its skewness and kurtosis, e.g. the Chi-square distribution. The corresponding R functions are p*, q*, d*, and r* - I think you know these functions already (e.g. rchisq()). The only thing that you should be clea

[R] Generating series of distributions with the same skewness and different kurtosis or with same kurtosis and different skewness?

2008-09-23 Thread zhijie zhang
Dear R users, I hope to explain the concepts of skewness and kurtosis by generating series of distributions with same skewness and different kurtosis or with same kurtosis and different skewness, but it seems that i cannot find the right functions. I have searched the mailing list, but no answ