Kurtosis
Computes the Kurtosis.
kurtosis(x, na.rm = FALSE)
x |
data |
na.rm |
logical variable, if true, missing values are excluded from analysis |
Given data x_1,x_2,…, x_n, the sample kurtosis is defined by the formula:
\frac{∑_{i=1}^n (x_i-\bar{x})^4/n}{(∑_{i=1}^n (x_i-\bar{x})^2/n)^2}-3.
The function returns the kurtosis of the data.
Kung-Sik Chan
data(CREF) r.cref=diff(log(CREF))*100 kurtosis(r.cref)
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