R/kurtosis.R

In GLDEX: Fitting Single and Mixture of Generalised Lambda Distributions

"kurtosis" <-
function(x, na.rm = FALSE, method = "fisher")
{
method <- char.expand(method, c("fisher", "moment"), stop("argument 'method' must match either \"fisher\" or \"moment\""))
if(na.rm) {
wnas <- which.na(x)
if(length(wnas))
x <- x[ - wnas]
}
else if(length(which.na(x)))
return(NA)
n <- length(x)
if(method == "fisher" && n < 4)
return(NA)
x <- x - mean(x)
if(method == "moment")
(sum(x^4)/n)/(sum(x^2)/n)^2 - 3
else ((n + 1) * (n - 1) * ((sum(x^4)/n)/(sum(x^2)/n)^2 - (3 * (n - 1))/(n + 1)))/((n - 2) * (n - 3))
}