Pearson's Measure of Kurtosis

Source: R/ci_skew_and_kurtosis.R

Defined as the ratio of the 4th central moment and the squared second central moment. Under perfect normality, the kurtosis equals 3. Put differently, we do not show "excess kurtosis" but rather kurtosis.

kurtosis(z, na.rm = TRUE)

Arguments

z

A numeric vector.

na.rm

Logical flag indicating whether to remove missing values or not. Default is TRUE.

Value

Numeric vector of length 1.

See also

moment(), skewness()

Examples

kurtosis(1:10)
#> [1] 1.775758
kurtosis(rnorm(1000))
#> [1] 3.087036