kurtosis: The Kurtosis of a Vector of Random Variables

In rpgm: Fast Simulation of Normal/Exponential Random Variables and Stochastic Differential Equations / Poisson Processes

Description

The function computes the centred and reduced moment of order 4 of the vector x.

Usage

kurtosis(x)

Arguments

x	numeric, vector of independent and identical random variables

Details

The function returns the value of

(1/n)sum_{k=1}^n[(x_i-mu_x)/sigma_x]^4

Value

A vector of i.i.d. normal random variable.

Note

For the skewness, see the skewness function.

Author(s)

Nicolas Baradel - PGM Solutions

References

https://en.wikipedia.org/wiki/Kurtosis

See Also

http://pgm-solutions.com/packages

Examples

kurtosis(rpgm.rnorm(10^5))

Example output

[1] 3.000683

rpgm documentation built on March 18, 2018, 2:24 p.m.