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Kurtosis of the Sample

Source: R/kurtosis.R
kurtosis.Rd

Kurtosis is a measure of the "tailedness" of the probability distribution of a real-valued random variable. A normal distribution has a kurtosis of 3 and a excess kurtosis of 0.

Usage

kurtosis(x, na.rm = FALSE, excess = FALSE)

# S3 method for default
kurtosis(x, na.rm = FALSE, excess = FALSE)

# S3 method for matrix
kurtosis(x, na.rm = FALSE, excess = FALSE)

# S3 method for data.frame
kurtosis(x, na.rm = FALSE, excess = FALSE)

Arguments

x

a vector of values, a matrix or a data.frame

na.rm

a logical to indicate whether NA values should be stripped before the computation proceeds

excess

a logical to indicate whether the excess kurtosis should be returned, defined as the kurtosis minus 3.

See also

skewness()

Examples

kurtosis(rnorm(10000))
#> [1] 3.014051
kurtosis(rnorm(10000), excess = TRUE)
#> [1] -0.004766215