Searched refs:fkurt (Results 1 – 2 of 2) sorted by relevance
| /dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/src/ |
| H A D | comomentsEstimators.c | 1570 double fkurt = asReal(ffkurt); in M4_1f() local
2374 double fkurt = asReal(ffkurt); in CM4_1F() local
2466 double temp_kurt = S314 / N - m31[llP + ii] * fkurt - 4.0 * S311 / N * fkurt + in CM4_1F()
2471 (covXf[ii] * covXf[ii] * covXf[ii] * fkurt / fvar4 + in CM4_1F()
2559 (covXf[ii] * covXf[ii] * covXf[ll] * fkurt / fvar4 + in CM4_1F()
2561 (covXf[ii] * covXf[ii] * covXf[kk] * fkurt / fvar4 + in CM4_1F()
2596 double temp_kurt = S314 / N - m31[iiP + jj] * fkurt - 4.0 * S311 / N * fkurt + in CM4_1F()
2601 (covXf[jj] * covXf[jj] * covXf[jj] * fkurt / fvar4 + in CM4_1F()
2649 (covXf[jj] * covXf[jj] * covXf[ll] * fkurt / fvar4 + in CM4_1F()
2651 (covXf[jj] * covXf[jj] * covXf[ii] * fkurt / fvar4 + in CM4_1F()
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| /dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/R/ |
| H A D | MultivariateMoments.R | 868 fkurt <- mean(fc^4) functionVar
870 …T4[, iter] <- .Call('M4_1f', margkurts, fvar, fkurt, epsvars, beta, PP, PACKAGE="PerformanceAnalyt…
924 b[iter] <- b[iter] - .Call('CM4_1F', as.numeric(Xc), as.numeric(Xc2), fc, fvar, fskew, fkurt,
1294 fkurt <- mean(fc^4) functionVar
1296 … T4 <- .Call('M4_1f', margkurts, fvar, fkurt, epsvars, beta, PP, PACKAGE="PerformanceAnalytics")
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