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author | Daniele Nicolodi <nicolodi@science.unitn.it> |
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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