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Estimates the sample kurtosis index based on the specified method: Mardia, MRSz, or Total.
SampleKurt(x, Type = c("Mardia", "MRSz", "Total"))A list containing the estimated kurtosis index or matrix and the associated p-value under the Gaussian hypothesis.
The kurtosis index when Type is "Mardia".
The kurtosis matrix when Type is "MRSz".
The total kurtosis index when Type is "Total".
The p-value under the Gaussian hypothesis for the estimated kurtosis.
A matrix of multivariate data.
A character string specifying the type of kurtosis index to estimate. Use "Mardia" for Mardia's kurtosis index, "MRSz" for the Mori-Rohatgi-Szekely kurtosis matrix, or "Total" for the total kurtosis index.
Gy.Terdik, Multivariate statistical methods - going beyond the linear, Springer 2021. Example 6.1 and 6.9.
Other Estimation:
SampleEVSK(),
SampleMomCum(),
SampleSkew(),
VarianceKurt(),
VarianceSkew()
# Mardia's kurtosis example
x <- matrix(rnorm(100*5), ncol=5)
SampleKurt(x, Type = "Mardia")
# MRSz's kurtosis example
SampleKurt(x, Type = "MRSz")
# Total kurtosis example
SampleKurt(x, Type = "Total")
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