AMR/R/kurtosis.R

41 lines
1.2 KiB
R

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