RainbowStats™ · Statistics commands

KURTOSIS_FROM_DENSITY

Compute kurtosis from a density grid.

Syntax

KURTOSIS_FROM_DENSITY(matrix,xColumn,densityColumn)

Example or template

KURTOSIS_FROM_DENSITY(DENSITY,0,1)

Details

Column indices are zero-based. Uses the existing Utils density integration routines: trapezoidal quadrature over the supplied x grid. Supply an ordered grid and a density normalized to integrate to one; the routines do not divide by total mass. FORWARD_FROM_DENSITY is implemented as the same mean integral. Kurtosis is raw standardized fourth moment, not excess kurtosis.

Model validation and rendering follow the installed implementation. Object placeholders such as DENSITY refer to variables you supply.