function kurtosis
kurtosis(
x: array,
flag?: 0 | 1,
dim?: 0 | 1,
): number

Computes the kurtosis of a dataset.

Kurtosis measures the "tailedness" of a probability distribution. A higher kurtosis indicates heavier tails, while a lower kurtosis suggests lighter tails. Default is the sample kurtosis (excess kurtosis relative to normal distribution).

Examples

Simple array kurtosis

import { assertEquals } from "jsr:@std/assert";

assertEquals(kurtosis([1, 2, 3, 4, 5]), 1.7);

Normal distribution approximation

import { assertEquals } from "jsr:@std/assert";

assertEquals(kurtosis([1, 2, 3, 4, 5, 6, 7]), 1.75);

Matrix kurtosis

import { assertEquals } from "jsr:@std/assert";

assertEquals(kurtosis([[1, 2, 3], [4, 5, 6]]), [1.5, 1.5]);

Parameters

x: array

Input array or matrix

optional
flag: 0 | 1

Bias correction flag (0 for bias correction, 1 for simple calculation). Default is 1

optional
dim: 0 | 1

Dimension to compute along (0 for rows, 1 for columns). Default is 0

Return Type

number

Computed kurtosis values

Throws

When input is invalid

kurtosis(
x: matrix,
flag?: 0 | 1,
dim?: 0 | 1,
): array

Computes the kurtosis of a dataset.

Kurtosis measures the "tailedness" of a probability distribution. A higher kurtosis indicates heavier tails, while a lower kurtosis suggests lighter tails. Default is the sample kurtosis (excess kurtosis relative to normal distribution).

Examples

Simple array kurtosis

import { assertEquals } from "jsr:@std/assert";

assertEquals(kurtosis([1, 2, 3, 4, 5]), 1.7);

Normal distribution approximation

import { assertEquals } from "jsr:@std/assert";

assertEquals(kurtosis([1, 2, 3, 4, 5, 6, 7]), 1.75);

Matrix kurtosis

import { assertEquals } from "jsr:@std/assert";

assertEquals(kurtosis([[1, 2, 3], [4, 5, 6]]), [1.5, 1.5]);

Parameters

Input array or matrix

optional
flag: 0 | 1

Bias correction flag (0 for bias correction, 1 for simple calculation). Default is 1

optional
dim: 0 | 1

Dimension to compute along (0 for rows, 1 for columns). Default is 0

Return Type

Computed kurtosis values

Throws

When input is invalid

Usage

import kurtosis from "stats/kurtosis.ts";