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Raised cosine distribution excess kurtosis.
The excess kurtosis for a raised cosine random variable with location parameter mu
and scale parameter s
is
npm install @stdlib/stats-base-dists-cosine-kurtosis
var kurtosis = require( '@stdlib/stats-base-dists-cosine-kurtosis' );
Returns the excess kurtosis for a raised cosine distribution with location parameter mu
and scale parameter s
.
var y = kurtosis( 2.0, 1.0 );
// returns ~-0.594
y = kurtosis( 0.0, 1.0 );
// returns ~-0.594
y = kurtosis( -1.0, 4.0 );
// returns ~-0.594
If provided NaN
as any argument, the function returns NaN
.
var y = kurtosis( NaN, 1.0 );
// returns NaN
y = kurtosis( 0.0, NaN );
// returns NaN
If provided s <= 0
, the function returns NaN
.
var y = kurtosis( 0.0, 0.0 );
// returns NaN
y = kurtosis( 0.0, -1.0 );
// returns NaN
var randu = require( '@stdlib/random-base-randu' );
var kurtosis = require( '@stdlib/stats-base-dists-cosine-kurtosis' );
var mu;
var s;
var y;
var i;
for ( i = 0; i < 10; i++ ) {
mu = ( randu()*10.0 ) - 5.0;
s = randu() * 20.0;
y = kurtosis( mu, s );
console.log( 'µ: %d, s: %d, Kurt(X;µ,s): %d', mu.toFixed( 4 ), s.toFixed( 4 ), y.toFixed( 4 ) );
}
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