The R package PerformanceAnalytics contains all the functions for coskewness, cokurtosis, and their beta formulations.
Regards, Brian -- Sent from my Android phone with K-9 Mail. Please excuse my brevity. Pasha Zulfuqali <[email protected]> wrote: Dear All, I will really appreciate any advice how to calculate skewness of portfolio of 10 stocks. I know I need to calcualte coskewness matrix but don't now how to do in practice by which software.. Thank you in advance.. [[alternative HTML version deleted]]_____________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go. [[alternative HTML version deleted]] _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
