ssKurtosis

Purpose

Compute the sample kurtosis.

Format

k = ssKurtosis(x[, excess])
Parameters:
  • x (Vector) – Nx1, sample data.

  • excess (Scalar) – Optional argument. Indicator for computing excess kurtosis. If anything other than 0, excess kurtosis is computed. Default = 0.

Returns:

k (Scalar) – Sample kurtosis.

Examples

// Generate random vector of residuals
rndseed 929212;
resid = rndn(150, 1);

// Compute sample skewness
k = ssKurtosis(resid);

The code above results in the following:

k = 2.7234

Source

ssmain.src

See also

Functions ssSkewness(), ssJarqueBera()