Cum4 {Kurt}

Cum4: fourth multivariate cumulant

Description

returns a matrix containing the fourth cumulants of the given data

Usage

Cum4(data, type, shape)

Arguments

data

data matrix

type

type=0 uses original data, type=1 uses centered data, type=2 uses standardized data

shape

if shape="square" the output is a d^2 x d^2 matrix. If shape="rectangular", the output is a d x d^3 matrix. Where d is the number of variables

Value

K4 is the matrix containing the fourth cumulants of the given data

Author(s)

Cinzia Franceschini and Nicola Loperfido

Examples

data(iris)
iris<-data.matrix(iris)#returns the matrix obtained by converting the data frame to numeric mode
Cum4(iris[,1:4], 1, "square") # returns a matrix containing the fourth cumulants of the given data