kurtosis: Kurtosis

Description Usage Arguments Details Value Author(s) Examples

View source: R/kurtosis.R

Description

Computes the Kurtosis.

Usage

1
kurtosis(x, na.rm = FALSE)

Arguments

x

data

na.rm

logical variable, if true, missing values are excluded from analysis

Details

Given data x_1,x_2,…, x_n, the sample kurtosis is defined by the formula:

\frac{∑_{i=1}^n (x_i-\bar{x})^4/n}{(∑_{i=1}^n (x_i-\bar{x})^2/n)^2}-3.

Value

The function returns the kurtosis of the data.

Author(s)

Kung-Sik Chan

Examples

1
2
3
data(CREF)
r.cref=diff(log(CREF))*100
kurtosis(r.cref)

TSA documentation built on July 2, 2018, 1:04 a.m.