kurtosis#
Purpose#
Compute the sample kurtosis.
Format#
- k = kurtosis(x[, excess])#
- Parameters:
x (Matrix) – Nxk, 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#
Example One: Vector input#
// Generate random vector of residuals
rndseed 929212;
resid = rndn(150, 1);
// Compute sample skewness
k = kurtosis(resid);
The code above results in the following:
k = 2.7234
Example Two: Matrix input#
// Generate random vector of residuals
rndseed 929212;
resid = rndn(150, 2);
// Compute sample skewness
k = kurtosis(resid);
The code above results in the following:
k = 2.6612276 3.0123801
See also
Functions skewness(), JarqueBera()