kurtosis | R Documentation |
Computes excess kurtosis.
kurtosis(x, finite)
x |
Data vector. |
finite |
Should the finite sample correction (bias correction) be used? Defaults to TRUE. |
Due to discontinuation from CRAN (Package ‘modes’ was removed from the CRAN repository; Archived on 2020-03-03 as check problems were not corrected despite reminders), we have copied the required functions into UMtools to ease installation (and slightly modified). The original documentation states the following: "This function calculates the excess kurtosis of a data vector with optional bias correction. Kurtosis is a meaure of the peakedness or how heavy the tails of a distribution are–this dual interpretation is a result of the obvious inverse relationship between fat tails and high peaks. Excess kurtosis is simply "kurtosis-3." This is a correction that is often done to allow for comparision to the normal distribution–which has a kurtosis of 3 and excess kurtosis of 0. A kurtosis greater than 0 means that the distribution is leptokurtic and so has a high peak with skinny tails. Conversely, a kurtosis less than 0 means that the distribution is platykurtic and so has a low peak and heavy tails. This interpretation is slightly more complicated once the distribution is not unimodal and/or non-zero skewness. Comparing to Gaussian (normal) moments is more acceptable in these cases".
Kurtosis (numeric)
data <- c(rnorm(15, 0, 1), rnorm(21, 5, 1))
hist(data)
kurtosis(data, TRUE)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.