| 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
