kurtosis: Kurtosis of a Time-series
In Reckziegel/snoop: Portfolio Construction within the Tidyverse
kurtosis R Documentation
Kurtosis of a Time-series
Description
This function computes the kurtosis of a given data set. It was written for
internal computations.
Usage
kurtosis(.invariant, .method = c("excess", "moment", "fisher"), .na_rm = FALSE)
Arguments
.invariant
An univariate or multivariate time series.
.method
A character string. One of: "excess", "moment" or "fisher".
.na_rm
A logical value. Should missing values be removed? The default is FALSE.
Details
The method can be either "moment", "fisher", or "excess".
Value
A tidy tibble with 2 columns.
Reckziegel/snoop documentation built on July 1, 2022, 5:32 a.m.
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| kurtosis | R Documentation |
Kurtosis of a Time-series
Description
This function computes the kurtosis of a given data set. It was written for internal computations.
Usage
kurtosis(.invariant, .method = c("excess", "moment", "fisher"), .na_rm = FALSE)
Arguments
.invariant |
An univariate or multivariate time series. |
.method |
A |
.na_rm |
A |
Details
The method can be either "moment", "fisher", or "excess".
Value
A tidy tibble with 2 columns.
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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