Multivariate kurtosis
Multivariate kurtosis.
mvkurtosis(x)
x |
A numerical matrix. |
The multivariate kurtosis is calcualted.
A number, the multivariate kurtosis.
Michail Tsagris
R implementation and documentation: Michail Tsagris <mtsagris@yahoo.gr>.
K. V. Mardia (1970). Measures of Multivariate Skewness and Kurtosis with Applications Biometrika, 57(3):519-530.
x <- as.matrix(iris[, 1:4]) res<-mvkurtosis(x)
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