1.2.3-SNAPSHOT
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- (kurtosis x)

Returns the kurtosis of the data, x. "Kurtosis is a measure of the "peakedness"

of the probability distribution of a real-valued random variable. Higher kurtosis

means more of the variance is due to infrequent extreme deviations, as opposed to

frequent modestly-sized deviations." (Wikipedia)

Examples:

(kurtosis (sample-normal 100000)) ;; approximately 0

(kurtosis (sample-gamma 100000)) ;; approximately 6

References:

http://incanter.org/docs/parallelcolt/api/cern/jet/stat/tdouble/DoubleDescriptive.html

http://en.wikipedia.org/wiki/Kurtosis

© incanter
See http://incanter.org for copyright and license details.

(defn kurtosis " Returns the kurtosis of the data, x. \"Kurtosis is a measure of the \"peakedness\" of the probability distribution of a real-valued random variable. Higher kurtosis means more of the variance is due to infrequent extreme deviations, as opposed to frequent modestly-sized deviations.\" (Wikipedia) Examples: (kurtosis (sample-normal 100000)) ;; approximately 0 (kurtosis (sample-gamma 100000)) ;; approximately 6 References: http://incanter.org/docs/parallelcolt/api/cern/jet/stat/tdouble/DoubleDescriptive.html http://en.wikipedia.org/wiki/Kurtosis " ([x] (DoubleDescriptive/kurtosis (DoubleArrayList. (double-array x)) (mean x) (variance x))))

© incanter
See http://incanter.org for copyright and license details.

Used in 0 other vars

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