kurtosisSPlus {QRMlib}R Documentation

S-Plus Version of Kurtosis which differs from the R-versions

Description

The values calculated by R and S-Plus differ when we use the call kurtosis(x, method="moment") which causes serious consequences in the fit.NH() function call. Hence we introduce the S-Plus version here. S-Plus has only the "moment" and "fisher" methods. R has a 3rd type, the "excess" which should parallel the R "moment" type but fails.

Usage

kurtosisSPlus(x, na.rm = FALSE, method = "fisher")

Arguments

x data vector
na.rm TRUE or FALSE indicating whether to remove any NA values from the data vector
method either the 'moment' or 'fisher' method

Details

use R-code which reflects the way S-Plus calculates Kurtosis so we match up the answer regardless of whether using S-Plus or R

Value

a single number reflecting the kurtosis statistic as calculated via the S-Plus method (either "moment" or "fisher")

Author(s)

documentation by Scott Ulman for R-language distribution


[Package QRMlib version 1.4.4 Index]