怎么在R中求excess kurtosis

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关键词：Kurtosis excess exce CES ESS excess

See below.

library(fExtremes)

## rged -
set.seed(2013)


r = rged(n = 1000, mean=0, sd=1, nu=1)
#plot(r, type = "l", col = "steelblue", main = "GED")

hist(r, nclass = 50, freq = FALSE, xlab = "r",
     xlim = c(-10,10), ylim = c(0,0.7), main = "Density")
box()
grid()
x = seq(-5, 5, by = 0.01)
lines(x, dged(x, mean = 0, sd = 1, nu = 1, log = FALSE), col = "steelblue")

mean<- mean(r)
sd<- sd(r)
skewness<- skewness(r)
kurtosis<- kurtosis(r)

mean; sd; skewness;kurtosis;


## gedFit -
gedFit(r)

timeDate包里面kurtosis函数有3种方法，分别是：excess,moment,fisher