function R=kurtosis(i,DIM) % KURTOSIS estimates the kurtosis % % y = kurtosis(x,DIM) % calculates kurtosis of x in dimension DIM % % DIM dimension % 1: STATS of columns % 2: STATS of rows % default or []: first DIMENSION, with more than 1 element % % features: % - can deal with NaN's (missing values) % - dimension argument % - compatible to Matlab and Octave % % see also: SUMSKIPNAN, VAR, STD, VAR, SKEWNESS, MOMENT, STATISTIC, % IMPLICIT_SKIP_NAN % % REFERENCE(S): % http://mathworld.wolfram.com/ % This program is free software; you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation; either version 2 of the License, or % (at your option) any later version. % % This program is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with this program; if not, write to the Free Software % Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA % Copyright (C) 2000-2003 by Alois Schloegl % $Revision: 1.12 $ % $Id: kurtosis.m,v 1.12 2005/05/25 02:35:36 pkienzle Exp $ if nargin==1, DIM=min(find(size(i)>1)); if isempty(DIM), DIM=1; end; end; [R.SUM,R.N,R.SSQ] = sumskipnan(i,DIM); % sum R.MEAN = R.SUM./R.N; % mean R.SSQ0 = R.SSQ - real(R.SUM).*real(R.MEAN) - imag(R.SUM).*imag(R.MEAN); % sum square with mean removed %if flag_implicit_unbiased_estim; %% ------- unbiased estimates ----------- n1 = max(R.N-1,0); % in case of n=0 and n=1, the (biased) variance, STD and SEM are INF %else % n1 = R.N; %end; R.VAR = R.SSQ0./n1; % variance (unbiased) %R.STD = sqrt(R.VAR); % standard deviation i = i - repmat(R.MEAN,size(i)./size(R.MEAN)); %R.CM3 = sumskipnan(i.^3,DIM)./n1; R.CM4 = sumskipnan(i.^4,DIM)./n1; %R.SKEWNESS = R.CM3./(R.STD.^3); R = R.CM4./(R.VAR.^2)-3;