diff m-toolbox/classes/+utils/@math/Kurt.m @ 0:f0afece42f48

Import.
author Daniele Nicolodi <nicolodi@science.unitn.it>
date Wed, 23 Nov 2011 19:22:13 +0100
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/m-toolbox/classes/+utils/@math/Kurt.m	Wed Nov 23 19:22:13 2011 +0100
@@ -0,0 +1,25 @@
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+%
+% Compute the sample (bias-corrected) excess kurtosis. 
+% 
+% CALL 
+% 
+% p = Kurt(x);
+% 
+% VERSION:     $Id: Kurt.m,v 1.1 2011/02/25 10:04:07 congedo Exp $
+%
+% HISTORY:     25-02-2011 G. Congedo
+%
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+
+function k = Kurt(x)
+
+n = numel(x);
+mu4 = sum((x-mean(x)).^4)/n;
+sig = sqrt(sum((x-mean(x)).^2)/n);
+k = mu4/(sig)^4;
+
+% Bias correction
+k = (n-1)/(n-2)/(n-3)*((n+1)*k-3*(n-1));
+
+end
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