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Calculate tailedness of the value distribution

Source: R/RcppExports.R
kurtosis.Rd

Calculate tailedness of the value distribution

Usage

kurtosis(y)

Arguments

y

a numerical time-series input vector

Value

scalar value

Author

Trent Henderson

Examples

y <- stats::arima.sim(model = list(ar = 0.8), n = 1000)
kurtosis(y)
#> [1] -0.07829112