Title: Multivariate kurtosis with the R package MultiKurt
Authors: Cinzia Franceschini - Tuscia University (Italy) [presenting]
Nicola Loperfido - University of Urbino (Italy)
Abstract: MultiKurt is an R package purported to describe, testing and visualize multivariate kurtosis. In particular, it incorporates state-of-the-art algorithms for computing linear projections which either maximize, minimize or remove kurtosis. MultiKurt also computes scalar-valued and matrix-valued measures of multivariate kurtosis. The usage of MultiKurt is illustrated with well-known data sets.