window_kurtosi: Compute kurtosis

Description Usage Arguments Details Value See Also

Description

Compute kurtosis

Usage

1
  window_kurtosi(X, windowsize = length(X)/2)

Arguments

X

a numeric containing evenly sampled values from a time series

windowsize

the size of the sliding time window (in # of pts) used to compute the statistic.

Details

Please note that kurtosis has never been proposed as an indicator, though some have since mentioned it in this context.

Value

a numeric of size length(X)-windowsize of values of the statistic calculated in the sliding window.

See Also

warningtrend


cboettig/earlywarning documentation built on May 13, 2019, 2:07 p.m.