kurtosis.RdCalculates the excess kurtosis of a vector
kurtosis(x)
| x | vector of values |
|---|
numeric value of kurtosis
Note that this calculates the 'excess kurtosis', which is defined as kurtosis - 3.
This statistic is used in the calculation of the standard deviation of sample variance
in the function sd.var.
Additional details
NIST/SEMATECH e-Handbook of Statistical Methods, http://www.itl.nist.gov/div898/handbook/eda/section3/eda35b.htm, 2011-06-20.