kurtosis.m

I developed an algorithm for using local ICA in denoising multidimensional data. It uses delay embed

function retval = kurtosis (x)

  error(nargchk(1,2,nargin))     % check no. of input args

  [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;

return