#' Multivariate excess of kurtosis
#'
#' Evaluate multivariate excess of kurtosis according emphirical kappa
#' or expected kappa.
#'
#' @param y Matrix n rows by p columns.
#' @param eta Numeric. Default NULL
#'
#' @return A numeric value
#'
#' @export
kappaEst <- function( y, eta=NULL ){
if( is.null(eta) ){
delta2 <- mahalanobis(y, colMeans(y), cov(y))
kappa <- mean(delta2^2)/(p*(p+2)) - 1
} else {
kappa <- eta^2/(1-2*eta)
}
kappa
}
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