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()