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kurtosis, skewness, start with ML
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R/kurtosis.R
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40
R/kurtosis.R
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#' Kurtosis of the sample
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#'
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#' @description Kurtosis is a measure of the "tailedness" of the probability distribution of a real-valued random variable.
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#'
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#' @param x a vector of values, a \code{matrix} or a \code{data frame}
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#' @param na.rm a logical value indicating whether \code{NA} values should be stripped before the computation proceeds.
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#' @exportMethod kurtosis
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#' @seealso \code{\link{skewness}}
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#' @rdname kurtosis
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#' @export
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kurtosis <- function(x, na.rm = FALSE) {
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UseMethod("kurtosis")
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}
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#' @exportMethod kurtosis.default
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#' @rdname kurtosis
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#' @export
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kurtosis.default <- function (x, na.rm = FALSE) {
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x <- as.vector(x)
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if (na.rm == TRUE) {
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x <- x[!is.na(x)]
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}
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n <- length(x)
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n * base::sum((x - base::mean(x, na.rm = na.rm))^4, na.rm = na.rm) /
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(base::sum((x - base::mean(x, na.rm = na.rm))^2, na.rm = na.rm)^2)
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}
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#' @exportMethod kurtosis.matrix
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#' @rdname kurtosis
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#' @export
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kurtosis.matrix <- function (x, na.rm = FALSE) {
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base::apply(x, 2, kurtosis.default, na.rm = na.rm)
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}
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#' @exportMethod kurtosis.data.frame
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#' @rdname kurtosis
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#' @export
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kurtosis.data.frame <- function (x, na.rm = FALSE) {
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base::sapply(x, kurtosis.default, na.rm = na.rm)
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}
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