| kurtosis {semTools} | R Documentation |
Finding excessive kurtosis (g2) of an object
kurtosis(object, population=FALSE)
object |
A vector used to find a excessive kurtosis |
population |
|
The excessive kurtosis computed is g2. The parameter excessive kurtosis γ_{2} formula is
γ_{2} = \frac{μ_{4}}{μ^{2}_{2}} - 3,
where μ_{i} denotes the i order central moment.
The excessive kurtosis formula for sample statistic g_{2} is
g_{2} = \frac{k_{4}}{k^{2}_{2}},
where k_{i} are the i order k-statistic.
The standard error of the excessive kurtosis is
Var(\hat{g}_2) = \frac{24}{N}
where N is the sample size.
A value of an excessive kurtosis with a test statistic if the population is specified as FALSE
Sunthud Pornprasertmanit (psunthud@gmail.com)
Weisstein, Eric W. (n.d.). Kurtosis. Retrived from MathWorld–A Wolfram Web Resource http://mathworld.wolfram.com/Kurtosis.html
skew Find the univariate skewness of a variable
mardiaSkew Find the Mardia's multivariate skewness of a set of variables
mardiaKurtosis Find the Mardia's multivariate kurtosis of a set of variables
kurtosis(1:5)