test.kurtosis: Computes p-value for test of excess kurtosis
Description
Computes a Monte Carlo p-value (250,000 replications) for the null
hypothesis that the sample data come from a normal distribution. If the
p-value is small (e.g., less than .05) and excess kurtosis is positive,
then the normality assumption can be rejected due to leptokurtosis. If the
p-value is small (e.g., less than .05) and excess kurtosis is negative,
then the normality assumption can be rejected due to platykurtosis.
Usage
test.kurtosis(y)
Value
Returns a 1-row matrix. The columns are:
Kurtosis - estimate of kurtosis coefficient
Excess - estimate of excess kurtosis (kurtosis - 3)