NDK_XKURT

int __stdcall NDK_XKURT ( double *  X,
size_t  N,
WORD  reserved,
double *  retVal 
)

Calculates the sample excess kurtosis.

Return values
NDK_SUCCESS Operation successful
NDK_FAILED Operation unsuccessful. See Macros for full list.
Parameters
[in] X is the input data sample (a one dimensional array).
[in] N is the number of observations in X.
[in] reserved This parameter is reserved and must be 1.
[out] retVal is the calculated sample excess-kurtosis value.
Remarks
1. The data sample may include missing values (e.g. #N/A).
2. Using a given data sample, the sample excess kurtosis is calculated as:
\[\hat K (x)= \frac{\sum_{t=1}^T(x_t-\bar x)^4}{(T-1)\hat \sigma^4}-3\],
where:
  • \(\hat K(x)\) is the sample excess kurtosis.
  • \(x_i\) is the i-th non-missing value in the data sample.
  • \(T\) is the number of non-missing values in the data sample.
  • \(\hat \sigma\) is the sample standard deviation.
Requirements
Header SFSDK.H
Library SFSDK.LIB
DLL SFSDK.DLL
Examples


   
Namespace:  NumXLAPI
Class:  SFSDK
Scope:  Public
Lifetime:  Static
int NDK_XKURT ( double[]  pData,
UIntPtr  nSize,
short  argMenthod,
ref double   retVal 
)

Calculates the sample excess kurtosis.

Return Value

a value from NDK_RETCODE enumeration for the status of the call. 

NDK_SUCCESS  operation successful
Error  Error Code
Parameters
[in] pData is the input data sample (a one dimensional array).
[in] nSize is the number of observations in pData.
[in] argMenthod This parameter is reserved and must be 1.
[out] retVal is the calculated sample excess-kurtosis value.
Remarks
1. The data sample may include missing values (e.g. #N/A).
2. Using a given data sample, the sample excess kurtosis is calculated as:
\[\hat K (x)= \frac{\sum_{t=1}^T(x_t-\bar x)^4}{(T-1)\hat \sigma^4}-3\],
where:
  • \(\hat K(x)\) is the sample excess kurtosis.
  • \(x_i\) is the i-th non-missing value in the data sample.
  • \(T\) is the number of non-missing values in the data sample.
  • \(\hat \sigma\) is the sample standard deviation.
Exceptions
Exception Type Condition
None N/A
Requirements
Namespace NumXLAPI
Class SFSDK
Scope Public
Lifetime Static
Package NumXLAPI.DLL
Examples

	
References
Hull, John C.; Options, Futures and Other DerivativesFinancial Times/ Prentice Hall (2011), ISBN 978-0132777421