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HAL-9000

Reputation: 99

Generate nonnormal distribution with set skewness and kurtosis

I am trying to write R code to generate a nonnormal distribution (i.e., a normal distribution with specific skewness and kurtosis). I would like this distribution to have the following parameters: mean (0), variance (1), skewness (3), and kurtosis (11). Is there a package that can do this, where I simply specify the values?

Sidenote: I've read about Fleishman's Power Method and its coefficient table (found here: https://chandrakant721.wordpress.com/fleishmans-power-method-coefficient-table/), but these particular skewness and kurtosis values are not listed and (I infer) not able to generate proper coefficients. Any help is appreciated.

Upvotes: 4

Views: 2924

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