kurtosis {PerformanceAnalytics}  R Documentation 
compute kurtosis of a univariate distribution
kurtosis(x, na.rm = FALSE, method = c("excess", "moment", "fisher"), ...)
na.rm 
a logical. Should missing values be removed? 
method 
a character string which specifies the method of computation.
These are either "moment" , "fisher" , or "excess" .
If "excess" is
selected, then the value of the kurtosis is computed by the
"moment" method and a value of 3 will be subtracted.
The "moment" method is based on the definitions of
kurtosis for distributions; these forms should
be used when resampling (bootstrap or jackknife). The
"fisher" method correspond to the usual "unbiased"
definition of sample variance, although in the case of
kurtosis exact unbiasedness is not possible.

x 
a numeric vector or object. 
... 
arguments to be passed. 
This function was ported from the RMetrics package fUtilities to eliminate a dependency on fUtilties being loaded every time. This function is identical except for the addition of checkData
and additional labeling.
kurtosis
returns the value of the statistics, a numeric value. An
attribute which reports the used method is added.
Diethelm Wuertz
## mean  ## var  # Mean, Variance: r = rnorm(100) mean(r) var(r) ## kurtosis  kurtosis(r) data(managers) kurtosis(managers[,1:8])