Searched refs:exkurt (Results 1 – 2 of 2) sorted by relevance
| /dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/R/ |
| H A D | PortfolioRisk.R | 96 exkurt = .kurtEst(m4, m2) functionVar
130 exkurt = .kurtEst(m4, m2) functionVar
141 (h^4 - 2 * h^2 - 1) * exkurt / 24)
170 exkurt = .kurtEst(m4, m2) functionVar
181 (h^4 - 2 * h^2 - 1) * exkurt / 24)
357 exkurt = .kurtEst(pm4, pm2) functionVar
363 h = h + (1/24)*(z^3 - 3*z)*exkurt - (1/36)*(2*z^3 - 5*z)*skew^2;
445 exkurt = .kurtEst(pm4, pm2) functionVar
462 (h^4 - 2 * h^2 - 1) * exkurt / 24) / alpha
506 exkurt = .kurtEst(pm4, pm2) functionVar
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| H A D | MultivariateMoments.R | 124 exkurt <- kurtosis.MM(w, sigma, M4) - 3 functionVar
127 Zcf <- zc + (1 / 24) * (z^3 - 3 * z) * exkurt - (1 / 36) * (2 * z^3 - 5 * z) * skew^2
176 exkurt <- kurtosis.MM(w, sigma, M4) - 3 functionVar
179 h <- h + (1 / 24) * (z^3 - 3 * z) * exkurt - (1 / 36) * (2 * z^3 - 5 * z) * skew^2
188 (h^4 - 2 * h^2 - 1) * exkurt / 24) / (1 - p)
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