PerformanceAnalytics (version 1.0.4.4)

kurtosis: Kurtosis

Description

compute kurtosis of a univariate distribution

Usage

kurtosis(x, na.rm = FALSE, method = c("excess", "moment", "fisher"), ...)

Arguments

na.rm

a logical. Should missing values be removed?

method

a character string which specifies the method of computation. These are either "moment", "fisher", or "excess". If "excess" is selected, then the value of the kurtosis is computed

x

a numeric vector or object.

...

arguments to be passed.

Details

This function was ported from the RMetrics package fUtilities to eliminate a dependency on fUtilties being loaded every time. This function is identical except for the addition of checkData and additional labeling.

See Also

skewness.

Examples

## mean -
## var -
   # Mean, Variance:
   r = rnorm(100)
   mean(r)
   var(r)

## kurtosis -
   kurtosis(r)

data(managers)
kurtosis(managers[,1:8])