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/dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/src/
H A DcomomentsEstimators.c1258 …double temp_jj4 = m61[iiP + jj] - m21[iiP + jj] * margkurts[jj] - 4.0 * m31[iiP + jj] * margskews[… in CM3_CC() local
1262 rCM3vec[0] += 3.0 * r2 * (sqrt(margvars[ii] / margkurts[jj]) * temp_jj4 + in CM3_CC()
1293 double temp_jj4 = S151 / N - m111 * margkurts[jj] - 4.0 * margskews[jj] * S121 / N - in CM3_CC() local
1308 …ars[ii] * sqrt(margkurts[kk] / (margkurts[jj] * margkurts[jj] * margkurts[jj]))) * temp_jj4 / 2.0 + in CM3_CC()
1314 …ars[kk] * sqrt(margkurts[ii] / (margkurts[jj] * margkurts[jj] * margkurts[jj]))) * temp_jj4 / 2.0 + in CM3_CC()