Full_Name: Raphal Césari Version: 1.9.1 OS: Windows XP family edition Submission from: (NULL) (213.100.40.112)
Hello, I am a student at the Departments of Economics at Stockholm University.I am a beginner in Econometrics and was very confused when using the built in command "kurtosis()" of the e1071 package.When I computed the test,I was thinking of getting the kurtosis of my distribution which has to be greater or equal to zero,and I got a value under zero.The formula of kurtosis is : If N = length(x), then the kurtosis of x is defined as N^(-1) sd(x)^(-4) sum_i (x_i - mean(x))^4 and the function computes what i think is called the excess kurtosis which is just the same formula minus 3.This is why it is possible to get a computed value under zero!Now it is trivial to me,because I know the function but t would be good in the details of the function to explain that the computed value is the excess kurtosis which i think is more appropriate. Best regards, Raphaël Césari ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-devel