how to calculate the moving kurtosis of a vector in matlab

To calculate the moving kurtosis of a vector in Matlab, you can use the movkurt function from the Signal Processing Toolbox. Here's an example code snippet:

main.m
% Generate random vector
x = randn(1,1000);

% Define window size and step size
win_size = 50;
step_size = 10;

% Calculate moving kurtosis
kurtosis_vec = movkurt(x,win_size,'Endpoints','discard','StepSize',step_size);

% Plot results
plot(kurtosis_vec)
title('Moving Kurtosis')
xlabel('Sample')
ylabel('Kurtosis')
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In this example, we generate a random vector x with 1000 elements. We then define the window size and step size for the moving kurtosis calculation. The movkurt function is called with the window size, endpoint handling, and step size options specified. The resulting kurtosis values are stored in kurtosis_vec, which we then plot.