[R] where is kurtosis??
Ross Ihaka
ihaka at stat.auckland.ac.nz
Sun Mar 9 00:39:07 CET 2003
Shutnik wrote:
> Dear friends,
> I try to get started with R and can’t estimate kurtosis of a random sample by using one command.
Its probably worth saying that the point of a computing environment like
R is that you can easily extend the environment by defining your own
functions. In the case of kurtosis you could use something like:
kurtosis <- function(x) {
x <- x[!is.na(x)]
sum( (x-mean(x))^4 )/ ((length(x) - 1) * var(x)^2)
}
or
kurtosis <- function(x) {
x <- x[!is.na(x)]
sum( (x-mean(x))^4 )/ ((length(x) - 1) * var(x)^2) - 3
}
--
Ross Ihaka Email: ihaka at stat.auckland.ac.nz
Department of Statistics Phone: (64-9) 373-7599 x 85054
University of Auckland Fax: (64-9) 373-7018
Private Bag 92019, Auckland
New Zealand
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