tmkurtosis

tmkurtosis(T, X, window, [biased=true])

Please see tmFunctions for the common parameters and windowing logic.

biased (optional) is a Boolean value indicating whether the result is biased. The default value is true, meaning the bias is not corrected.

Calculate the moving kurtosis of X in a sliding window.

T = 1 1 1 2 5 6
X = 1 4 NULL -1 NULL 4
m = table(T as t, X as x)
select *, tmkurtosis(t, x, 3) from m

T = take(datehour(2019.06.13 13:30:10),4) join (datehour(2019.06.13 13:30:10)+1..6)
X = 1 NULL 3 4 5 NULL 3 NULL 5 3
m = table(T as t,X as x)
select *, tmkurtosis(t, x, 3d) from m

select *, tmkurtosis(t, x, 1w) from m

Related Functions: mkurtosis, kurtosis