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Gamma distribution excess kurtosis.
The excess kurtosis for a gamma random variable with shape parameter α > 0 and rate parameter β > 0 is
npm install @stdlib/stats-base-dists-gamma-kurtosisvar kurtosis = require( '@stdlib/stats-base-dists-gamma-kurtosis' );Returns the excess kurtosis of a gamma distribution with parameters alpha (shape parameter) and beta (rate parameter).
var v = kurtosis( 1.0, 1.0 );
// returns 6.0
v = kurtosis( 4.0, 12.0 );
// returns 1.5
v = kurtosis( 8.0, 2.0 );
// returns 0.75If provided NaN as any argument, the function returns NaN.
var v = kurtosis( NaN, 2.0 );
// returns NaN
v = kurtosis( 2.0, NaN );
// returns NaNIf provided alpha <= 0, the function returns NaN.
var v = kurtosis( 0.0, 1.0 );
// returns NaN
v = kurtosis( -1.0, 1.0 );
// returns NaNIf provided beta <= 0, the function returns NaN.
var v = kurtosis( 1.0, 0.0 );
// returns NaN
v = kurtosis( 1.0, -1.0 );
// returns NaNvar randu = require( '@stdlib/random-base-randu' );
var EPS = require( '@stdlib/constants-float64-eps' );
var kurtosis = require( '@stdlib/stats-base-dists-gamma-kurtosis' );
var alpha;
var beta;
var v;
var i;
for ( i = 0; i < 10; i++ ) {
alpha = ( randu()*10.0 ) + EPS;
beta = ( randu()*10.0 ) + EPS;
v = kurtosis( alpha, beta );
console.log( 'α: %d, β: %d, Kurt(X;α,β): %d', alpha.toFixed( 4 ), beta.toFixed( 4 ), v.toFixed( 4 ) );
}This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.
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