Moments of simulated variables

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Moments of simulated variables

Postby Sidious » Mon Apr 04, 2016 9:05 pm

Hi everybody,

I would be glad if any of you could tell me where the moments of the simulated variables are stored after stoch_simul. I found other stored matrices like covariances, means...etc. in oo_ but I couldn't find the moments. Can anyone give me a guess where are these (mean, variance, skewness, kurtosis) stored?

Thank you for your help in advance.
Sidious
 
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Re: Moments of simulated variables

Postby jpfeifer » Tue Apr 05, 2016 7:09 pm

oo_.mean and oo_.var store the mean and variance. Skewness and kurtosis are currently not saved, only displayed.
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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