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# This R package is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This R package is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this R package; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
################################################################################
# FUNCTION: DESCRIPTION:
# kurtosis Returns a number which is the kurtosis of the data
# kurtosis.default Default method
# kurtosis.data.frame Method for objects of class data.frame
# kurtosis.POSIXct Method for objects of class POSIXct
# kurtosis.POSIXlt Method for objects of class POSIXlt
################################################################################
# ---------------------------------------------------------------------------- #
# Roxygen Tags
#' @export
# ---------------------------------------------------------------------------- #
kurtosis <-
function (x, ...)
{
# A function implemented by Diethelm Wuertz
# FUNCTION:
# Return Value:
UseMethod("kurtosis")
}
# ---------------------------------------------------------------------------- #
# Roxygen Tags
#' @export
# ---------------------------------------------------------------------------- #
kurtosis.default <-
function (x, na.rm = FALSE, method = c("excess", "moment", "fisher"), ...)
{
# A function implemented by Diethelm Wuertz
# Description:
# Returns the value of the kurtosis of a distribution function.
# Details:
# Missing values can be handled.
# FUNCTION:
# Method:
method = match.arg(method)
stopifnot(NCOL(x) == 1)
# Warnings:
if (!is.numeric(x) && !is.complex(x) && !is.logical(x)) {
warning("argument is not numeric or logical: returning NA")
return(as.numeric(NA))}
# Remove NAs:
if (na.rm) x = x[!is.na(x)]
# Kurtosis:
n = length(x)
if (is.integer(x)) x = as.numeric(x)
if (method == "excess") {
kurtosis = sum((x-mean(x))^4/as.numeric(var(x))^2)/length(x) - 3
}
if (method == "moment") {
kurtosis = sum((x-mean(x))^4/as.numeric(var(x))^2)/length(x)
}
if (method == "fisher") {
kurtosis = ((n+1)*(n-1)*((sum(x^4)/n)/(sum(x^2)/n)^2 -
(3*(n-1))/(n+1)))/((n-2)*(n-3))
}
# Add Control Attribute:
attr(kurtosis, "method") <- method
# Return Value:
kurtosis
}
# ---------------------------------------------------------------------------- #
# Roxygen Tags
#' @export
# ---------------------------------------------------------------------------- #
kurtosis.data.frame <-
function (x, na.rm = FALSE, method = c("excess", "moment", "fisher"), ...)
{
# A function implemented by Diethelm Wuertz
## Amended by Georgi N. Boshnakov to set attribute 'method' as documented.
## (changed the signature from (x, ...) to make this straightforward)
# FUNCTION:
method <- match.arg(method)
# Return Value:
structure(sapply(x, kurtosis, na.rm = na.rm, method = method, ...),
method = method)
}
# ---------------------------------------------------------------------------- #
# Roxygen Tags
#' @export
# ---------------------------------------------------------------------------- #
kurtosis.POSIXct <-
function (x, ...)
{
# A function implemented by Diethelm Wuertz
# FUNCTION:
# Return Value:
structure(kurtosis(unclass(x), ...), class = oldClass(x))
}
# ---------------------------------------------------------------------------- #
# Roxygen Tags
#' @export
# ---------------------------------------------------------------------------- #
kurtosis.POSIXlt <-
function (x, ...)
{
# A function implemented by Diethelm Wuertz
# FUNCTION:
# Return Value:
as.POSIXlt(kurtosis(as.POSIXct(x), ...))
}
################################################################################
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