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kurtosis

Kurtosis is a measure of the "tailedness" of the probability distribution of a real-valued random variable. Like skewness, kurtosis describes the shape of a probability distribution and there are different ways of quantifying it for a theoretical distribution and corresponding ways of estimating it from a sample from a population. Different measures of kurtosis may have different interpretations.

Usage

kurtosis [-w N_WINDOW]

Parameters

NameParameterDescriptionDefaultOptionalChoices
n_window-w --windowwindow length14TrueNone

kurtosis


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