KRest: Kurtosis Estimator
In PCRA: Companion to Portfolio Construction and Risk Analysis
KRest R Documentation
Kurtosis Estimator
Description
Sample estimate of excess kurtosis, with option for ordinary
kurtosis. This function will eventually have a robust estimator option.
Usage
KRest(x, excess = TRUE)
Arguments
x
A numeric vector
excess
A logical variable with default TRUE, which results in the
computation of excess kurtosis, and FALSE results ordinary kurtosis.
Value
numeric value of excess kurtosis or ordinary kurtosis
Examples
args(KRest)
PCRA documentation built on Aug. 30, 2023, 9:09 a.m.
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| KRest | R Documentation |
Kurtosis Estimator
Description
Sample estimate of excess kurtosis, with option for ordinary kurtosis. This function will eventually have a robust estimator option.
Usage
KRest(x, excess = TRUE)
Arguments
x |
A numeric vector |
excess |
A logical variable with default TRUE, which results in the computation of excess kurtosis, and FALSE results ordinary kurtosis. |
Value
numeric value of excess kurtosis or ordinary kurtosis
Examples
args(KRest)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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