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annotate m-toolbox/classes/+utils/@math/Kurt.m @ 24:056f8e1e995e database-connection-manager

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author Daniele Nicolodi <nicolodi@science.unitn.it>
date Mon, 05 Dec 2011 16:20:06 +0100
parents f0afece42f48
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1 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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2 %
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3 % Compute the sample (bias-corrected) excess kurtosis.
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4 %
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5 % CALL
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6 %
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7 % p = Kurt(x);
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8 %
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9 % VERSION: $Id: Kurt.m,v 1.1 2011/02/25 10:04:07 congedo Exp $
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10 %
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11 % HISTORY: 25-02-2011 G. Congedo
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12 %
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13 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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15 function k = Kurt(x)
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17 n = numel(x);
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18 mu4 = sum((x-mean(x)).^4)/n;
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19 sig = sqrt(sum((x-mean(x)).^2)/n);
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20 k = mu4/(sig)^4;
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21
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22 % Bias correction
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23 k = (n-1)/(n-2)/(n-3)*((n+1)*k-3*(n-1));
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25 end