Function rgsl::statistics::kurtosis[][src]

pub fn kurtosis(data: &[f64], stride: usize, n: usize) -> f64
Expand description

This function computes the kurtosis of data, a dataset of length n with stride stride. The kurtosis is defined as,

kurtosis = ((1/N) \sum ((x_i - \Hat\mu)/\Hat\sigma)^4) - 3

The kurtosis measures how sharply peaked a distribution is, relative to its width. The kurtosis is normalized to zero for a Gaussian distribution.