kurtosis.m

GNU Octave is a high-level language, primarily intended for numerical computations. It provides a c

## Copyright (C) 1996 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, 59 Temple Place - Suite 330, Boston, MA
## 02111-1307, USA.

## 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.

## Author: KH <[e-mail]>
## Created: 29 July 1994
## Adapted-By: jwe

function retval = kurtosis (x)

  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