[R-SIG-Finance] Coskewness matrix

[Maheshwari, Dhruv]

I believe PerformanceAnalytics has what you are looking for.


-----Original Message-----
From: r-sig-finance-bounces at r-project.org [mailto:r-sig-finance-bounces at r-project.org] On Behalf Of Pasha Zulfuqali
Sent: Tuesday, July 19, 2011 20:23
To: r-sig-finance at stat.math.ethz.ch
Subject: [R-SIG-Finance] Coskewness matrix

Dear R-gurus,
Is it possible to calculate co-skewness matrix for the portfolio in R?

Thank you in advance,
Pasha

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