table.HigherMoments {PerformanceAnalytics} | R Documentation

## Higher Moments Summary: Statistics and Stylized Facts

### Description

Summary of the higher moements and Co-Moments of the return distribution. Used to determine diversification potential. Also called "systematic" moments by several papers.

### Usage

    table.HigherMoments(Ra, Rb, scale = 12, rf = 0, digits = 4, method = "moment")

### Arguments

`Ra` | a vector, matrix, data frame, timeSeries or zoo object of asset returns
`Rb` | return vector of the benchmark asset
`scale` | number of periods in a year (daily scale = 252, monthly scale = 12, quarterly scale = 4)
`rf` | risk free rate, in same period as your returns
`digits` | number of digits to round results to
`method` | method to use when computing `kurtosis` one of: `excess`, `moment`, `fisher`

### Value

table of summary statistics

### Author(s)

Peter Carl

### References

Martellini L., Vaissie M., Ziemann V. Investing in Hedge Funds: Adding Value through Active Style Allocation Decisions. October 2005. Edhec Risk and Asset Management Research Centre.

### See Also

`CoSkewness`
`CoKurtosis`
`BetaCoVariance`
`BetaCoSkewness`
`BetaCoKurtosis`
`kurtosis`

### Examples

[Package PerformanceAnalytics version 0.9.5 Index]