Kurtosis: Estimate Kurtosis

In zrmacc/SimTools: Utilities for Simulation Studies

Description

Estimates the kurtosis of a distribution using a vector of observations.

Usage

Kurtosis(y, k0 = 3, sig = 0.05, simple = F)

Arguments

y	Observations.
k0	Reference kurtosis.
sig	Significance level.
simple	If TRUE, returns estimated size and SE only.

Value

Matrix containing the estimated kurtosis, its standard error, the lower and upper confidence bounds, and a p value assessing the null hypothesis that the kurtosis is k0.

Examples

## Not run: 
# Normal sample
y = rnorm(n=1e3);
# Test kurtosis = 3
Kurtosis(y=y,k0=3);

## End(Not run)

zrmacc/SimTools documentation built on May 9, 2019, 8:08 a.m.