kurtosis function

Kurtosis

Calculate kurtosis of the sample using a formula for either the (1) biased estimator or (2) an unbiased estimator of the population kurtosis. Formulas were taken from DeCarlo (1997), tools:::Rd_expr_doi("10.1037/1082-989X.2.3.292")

kurtosis(vector = NULL, unbiased = TRUE)

Arguments

• vector: a numeric vector
• unbiased: logical. If unbiased = TRUE, the unbiased estimate of the population kurtosis will be calculated. If unbiased = FALSE, the biased estimate of the population kurtosis will be calculated. By default, unbiase = TRUE.

Returns

a numeric value, i.e., kurtosis of the given vector

Examples

# calculate the unbiased estimator (e.g., kurtosis value that
# Excel 2016 will produce)
kim::kurtosis(c(1, 2, 3, 4, 5, 10))
# calculate the biased estimator (e.g., kurtosis value that
# R Package 'moments' will produce)
kim::kurtosis(c(1, 2, 3, 4, 5, 10), unbiased = FALSE)
# compare with kurtosis from 'moments' package
moments::kurtosis(c(1, 2, 3, 4, 5, 10))