Apache
/
commons-math
mirror of https://github.com/apache/commons-math.git
1
0
Fork 0
Code Issues Packages Projects Releases Wiki Activity

Corrected javadoc, minor improvment to computation. 

git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@141132 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Phil Steitz 2004-03-21 00:22:26 +00:00
parent f5ae32413a
commit f630d0f9ae
1 changed files with 15 additions and 18 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

33
src/java/org/apache/commons/math/stat/univariate/moment/Kurtosis.java
View File

@ -17,16 +17,18 @@ package org.apache.commons.math.stat.univariate.moment;
import java.io.Serializable;
import org
.apache
.commons
.math
.stat
.univariate
.AbstractStorelessUnivariateStatistic;
import org.apache.commons.math.stat.univariate.AbstractStorelessUnivariateStatistic;
/**
* @version $Revision: 1.17 $ $Date: 2004/03/04 04:25:09 $
* Computes <a href="http://en.wikipedia.org/wiki/Kurtosis">Kurtosis</a>.
* <p>
* We use the following (unbiased) formula to define kurtosis:
* <p>
* kurtosis = { [n(n+1) / (n -1)(n - 2)(n-3)] sum[(x_i - mean)^4] / std^4 } - [3(n-1)^2 / (n-2)(n-3)]
* <p>
* where n is the number of values, mean is the {@link Mean} and std is the {@link StandardDeviation}
*
* @version $Revision: 1.18 $ $Date: 2004/03/21 00:22:26 $
*/
public class Kurtosis extends AbstractStorelessUnivariateStatistic implements Serializable {
@ -119,16 +121,10 @@ public class Kurtosis extends AbstractStorelessUnivariateStatistic implements Se
Mean mean = new Mean();
/**
* Returns the kurtosis for this collection of values. Kurtosis is a
* measure of the "peakedness" of a distribution. This algorithm uses a
* corrected two pass algorithm of the following
* <a href="http://lib-www.lanl.gov/numerical/bookcpdf/c14-1.pdf">
* corrected two pass formula (14.1.8)</a>, and also referenced in:
* Returns the kurtosis for this collection of values.
* <p>
* "Algorithms for Computing the Sample Variance: Analysis and
* Recommendations", Chan, T.F., Golub, G.H., and LeVeque, R.J.
* 1983, American Statistician, vol. 37, pp. 242?247.
* </p>
* See {@link Kurtosis} for the definition used in the computation.
*
* @param values Is a double[] containing the values
* @param begin processing at this point in the array
* @param length the number of elements to include
@ -169,8 +165,9 @@ public class Kurtosis extends AbstractStorelessUnivariateStatistic implements Se
// standard deviation
double accum3 = 0.0;
for (int i = begin; i < begin + length; i++) {
accum3 += Math.pow((values[i] - m) / stdDev, 4.0);
accum3 += Math.pow((values[i] - m), 4.0);
}
accum3 /= Math.pow(stdDev, 4.0d);
// Get N
double n0 = length;