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
Name | Parameter | Description | Default | Optional | Choices |
---|---|---|---|---|---|
n_window | -w --window | window length | 14 | True | range(5, 100) |