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kurtosis

incanter.stats

  • (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

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Plus_12x12 Minus_12x12 Source incanter/stats.clj:1589 top

(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))))
Vars in incanter.stats/kurtosis: defn double-array
Used in 0 other vars

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