Mercurial > hg > octave-lyh
view scripts/statistics/kurtosis.m @ 904:3470f1e25a79
[project @ 1994-11-09 21:22:15 by jwe]
author | jwe |
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date | Wed, 09 Nov 1994 21:22:15 +0000 |
parents | baf268d7f7ee |
children | 3f257ab07921 |
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# Copyright (C) 1994 John W. Eaton # # This file is part of Octave. # # Octave is free software; you can redistribute it and/or modify it # under the terms of the GNU General Public License as published by the # Free Software Foundation; either version 2, or (at your option) any # later version. # # Octave is distributed in the hope that it will be useful, but WITHOUT # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or # FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License # for more details. # # You should have received a copy of the GNU General Public License # along with Octave; see the file COPYING. If not, write to the Free # Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. function retval = kurtosis (x) # usage: kurtosis (x) # # If x is a vector of length N, return the kurtosis # # kurtosis(x) = N^(-1) std(x)^(-4) SUM_i (x(i)-mean(x))^4 - 3 # # of x. # # If x is a matrix, return a row vector containing the kurtosis for each # column. # Written by KH (Kurt.Hornik@ci.tuwien.ac.at) on Jul 29, 1994. # Copyright Dept of Probability Theory and Statistics TU Wien, Austria. if (nargin != 1) usage ("kurtosis (x)"); endif if (is_vector (x)) x = x - mean (x); if (! any (x)) retval = 0; else retval = sum (x .^ 4) / (length (x) * std (x) ^ 4) - 3; endif elseif (is_matrix (x)) [nr, nc] = size (x); x = x - ones (nr, 1) * mean (x); retval = zeros (1, nc); s = std (x); ind = find (s > 0); retval (ind) = sum (x (:, ind) .^ 4) ./ (nr * s (ind) .^ 4) - 3; else error ("kurtosis: x has to be a matrix or a vector."); endif endfunction