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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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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%
% 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