[Rd] inappropriate definition of kurtosis in e1071 package (PR#7309)

[rafaminos at yahoo.fr]

Full_Name: Raphal Césari
Version: 1.9.1
OS: Windows XP family edition
Submission from: (NULL) (213.100.40.112)


Hello,

I am a student at the Departments of Economics at Stockholm University.I am a
beginner in Econometrics and was very confused when using the built in command
"kurtosis()" of the e1071 package.When I computed the test,I was thinking of
getting the kurtosis of my distribution which has to be greater or equal to
zero,and I got a value under zero.The formula of kurtosis is :

     If N = length(x), then the kurtosis of x is defined as

            N^(-1) sd(x)^(-4) sum_i (x_i - mean(x))^4 


and the function computes what i think is called the excess kurtosis which is
just the same formula minus 3.This is why it is possible to get a computed value
under zero!Now it is trivial to me,because I know the function but t would be
good in the details of the function to explain that the computed value is the
excess kurtosis which i think is more appropriate.

Best regards,

Raphaël Césari