Searched refs:margkurts (Results 1 – 2 of 2) sorted by relevance
| /dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/src/ |
| H A D | comomentsEstimators.c | 480 rCCoef[2] += m22[jjP + ii] / sqrt(margkurts[ii] * margkurts[jj]); in M3_CCoefficients()
562 sqrt(margvars[jj] * sqrt(margkurts[ii] * margkurts[kk])) + in M3_CC()
1307 …double cov_ii = sqrt(margvars[ii] * sqrt(margkurts[jj] / (margkurts[kk] * margkurts[kk] * margkurt… in CM3_CC()
1308 …sqrt(margvars[ii] * sqrt(margkurts[kk] / (margkurts[jj] * margkurts[jj] * margkurts[jj]))) * temp_… in CM3_CC()
1310 …double cov_jj = sqrt(margvars[jj] * sqrt(margkurts[ii] / (margkurts[kk] * margkurts[kk] * margkurt… in CM3_CC()
1311 …sqrt(margvars[jj] * sqrt(margkurts[kk] / (margkurts[ii] * margkurts[ii] * margkurts[ii]))) * temp_… in CM3_CC()
1313 …double cov_kk = sqrt(margvars[kk] * sqrt(margkurts[jj] / (margkurts[ii] * margkurts[ii] * margkurt… in CM3_CC()
1314 …sqrt(margvars[kk] * sqrt(margkurts[ii] / (margkurts[jj] * margkurts[jj] * margkurts[jj]))) * temp_… in CM3_CC()
1441 rCCoef[2] += m211 / sqrt(margkurts[ii] * rCCoef[1] * sqrt(margkurts[jj] * margkurts[kk])); in M4_CCoefficients()
1450 …rCCoef[3] += m1111 / (rCCoef[1] * sqrt(sqrt(margkurts[ii] * margkurts[jj] * margkurts[kk] * margku… in M4_CCoefficients()
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| /dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/R/ |
| H A D | MultivariateMoments.R | 650 margkurts <- colMeans(Xc^4) functionVar
651 r_generalized <- .Call('M3_CCoefficients', margvars, margkurts, m21,
653 T3[, iter] <- .Call('M3_CC', margvars, margskews, margkurts,
837 margkurts <- colMeans(Xc^4) functionVar
858 meanmargkurts <- mean(margkurts)
876 r_generalized <- .Call('M4_CCoefficients', margvars, margkurts, marg6s,
1219 margkurts <- colMeans(Xc^4) functionVar
1222 r_generalized <- .Call('M3_CCoefficients', margvars, margkurts, m21,
1270 margkurts <- colMeans(Xc^4) functionVar
1282 meanmargkurts <- mean(margkurts)
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