SUBROUTINE CENMOM(RAW,CEN,SKEW,EKURT) C This routine computes the first four central moments, skewness and C excess kurtosis of a distribution, given the first four raw moments. C Inputs: C RAW(4) First four raw moments C Outputs: C CEN(4) First four central moments C SKEW Skewness coefficient C EKURT Excess kurtosis IMPLICIT REAL*8 (A-H,O-Z) DIMENSION RAW(4),CEN(4) AMU=RAW(1) CEN(1)=0.0D0 CEN(2)=RAW(2)-RAW(1)**2 CEN(3)=RAW(3)-3.0D0*AMU*RAW(2)+2.0D0*AMU**3 CEN(4)=RAW(4)-4.0D0*AMU*RAW(3)+6.0D0*(AMU**2)*RAW(2)-3.0D0*AMU**4 SKEW=CEN(3)/CEN(2)**1.5D0 EKURT=CEN(4)/CEN(2)**2-3.0D0 RETURN END