kurtosis: Kurtosis

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Kurtosis

Description

Kurtosis computed from the from the unbiased estimates of variance and of the fourth moment about the mean.

Usage

kurtosis(x, na.rm=TRUE)

Arguments

x	Variable from which to compute kurtosis.
na.rm	A logical value indicating whether NA values should be stripped before the computation proceeds.

Details

Kurtosis as implemented by SAS, Type 2 formula as classified by Joanes and Gill (1998). This version of the formula relies upon the unbiased estimates of variance and of the fourth moment about the mean. A perfect normal distribution would have a kurtosis of 0.

Value

kurtosis.

Author(s)

David W. Gerbing (Portland State University; [e-mail])

References

Joanes, D.N. and Gill, C.A (1998). Comparing measures of sample skewness and kurtosis. The Statistician, 47, 183-189.

Examples

x <- rnorm(100)
kurtosis(x)

lessR documentation built on Nov. 12, 2023, 1:08 a.m.