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Kurt (version 1.1)

Performs Kurtosis-Based Statistical Analyses

Description

Computes measures of multivariate kurtosis, matrices of fourth-order moments and cumulants, kurtosis-based projection pursuit. Franceschini, C. and Loperfido, N. (2018, ISBN:978-3-319-73905-2). "An Algorithm for Finding Projections with Extreme Kurtosis". Loperfido, N. (2017,ISSN:0024-3795). "A New Kurtosis Matrix, with Statistical Applications".

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Version

Install

install.packages('Kurt')

Version

1.1

License

GPL (>= 2)

Maintainer

Cinzia Franceschini

Last Published

September 20th, 2021

Functions in Kurt (1.1)

ExtKurBiv

ExtKurBiv: kurtosis-based projection pursuit for bivariate random vectors
Fourth

Fourth: matrices of fourth moments or fourth cumulants
Cum4

Cum4: fourth multivariate cumulant
ScalarKurt

ScalarKurt
Kurt-package

Kurt: Performs kurtosis-based statistical analyses
Fourth4

Fourth4: fourth moment of a data matrix
ExtKur

ExtKur: kurtosis based projection pursuit
NoKurt

NoKurt: data projections whose excess kurtosis is as close to zero as possible
optik

optik