How to generate distributions given, mean, SD, skew and kurtosis in R?

Question

Is it possible to generate distributions in R for which the Mean, SD, skew and kurtosis are known? So far it appears the best route would be to create random numbers and tra

Answer 1

One solution for you might be the PearsonDS library. It allows you to use a combination of the first four moments with the restriction that kurtosis > skewness^2 + 1.

To generate 10 random values from that distribution try:

library("PearsonDS")
moments <- c(mean = 0,variance = 1,skewness = 1.5, kurtosis = 4)
rpearson(10, moments = moments)