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nkurtosis
2005 May 23
3
skewness and kurtosis in e1071 correct?
...ale(x)
mean(z^3)
}
}
# --------------------------------------------
and
# --------------------------------------------
# Function to calculate the sample statistic of kurtosis:
kurt_s=function(x)
{
x = x[!is.na(x)]
n = length(x)
if (n < 4)
{
cat('valid cases = ',n,'\nkurtosis is not defined for less than 4
valid cases!\n')
}
else
{
z = sqrt(n/(n-1))*scale(x)
mean(z^4)-3
}
}
# --------------------------------------------
Whereas, to calculate the (unbiased) estimated population parameter of
skewness and kurtosis, the correction should also include the...