kurtosis {lessR} | R Documentation |
Kurtosis
Description
Kurtosis computed from the from the unbiased estimates of variance and of the fourth moment about the mean.
Usage
kurtosis(x, na.rm=TRUE)
Arguments
x |
Variable from which to compute kurtosis. |
na.rm |
A logical value indicating whether NA values should be stripped before the computation proceeds. |
Details
Kurtosis as implemented by SAS, Type 2 formula as classified by Joanes and Gill (1998). This version of the formula relies upon the unbiased estimates of variance and of the fourth moment about the mean. A perfect normal distribution would have a kurtosis of 0.
Value
kurtosis.
Author(s)
David W. Gerbing (Portland State University; gerbing@pdx.edu)
References
Joanes, D.N. and Gill, C.A (1998). Comparing measures of sample skewness and kurtosis. The Statistician, 47, 183-189.
Examples
x <- rnorm(100)
kurtosis(x)
[Package lessR version 4.3.6 Index]