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Eliminated extra pass to calc mean in std calculation. 

git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@140954 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Mark R. Diggory 2003-06-27 20:31:52 +00:00
parent 220d14781d
commit fd93fdf0a4
1 changed files with 38 additions and 13 deletions
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51
src/java/org/apache/commons/math/stat/StatUtils.java
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@ -309,28 +309,40 @@ public class StatUtils {
* @return the skewness of the values or Double.NaN if the array is empty
*/
public static double skewness(double[] values, int begin, int length) {
testInput(values, begin, length);
// Initialize the skewness
double skewness = Double.NaN;
// Get the mean and the standard deviation
double mean = mean(values, begin, length);
double stdDev = standardDeviation(values, begin, length);
// Sum the cubes of the distance from the mean divided by the
// standard deviation
// Calc the std, this is implemented here instead of using the
// standardDeviation method eliminate a duplicate pass to get the mean
double accum = 0.0;
double accum2 = 0.0;
for (int i = begin; i < begin + length; i++) {
accum += Math.pow((values[i] - mean) / stdDev, 3.0);
accum += Math.pow((values[i] - mean), 2.0);
accum2 += (values[i] - mean);
}
double stdDev =
Math.sqrt(
(accum - (Math.pow(accum2, 2) / ((double) length)))
/ (double) (length - 1));
// Calculate the skew as the sum the cubes of the distance
// from the mean divided by the standard deviation.
double accum3 = 0.0;
for (int i = begin; i < begin + length; i++) {
accum3 += Math.pow((values[i] - mean) / stdDev, 3.0);
}
// Get N
double n = length;
// Calculate skewness
skewness = (n / ((n - 1) * (n - 2))) * accum;
skewness = (n / ((n - 1) * (n - 2))) * accum3;
return skewness;
}
@ -354,21 +366,33 @@ public class StatUtils {
* @return the kurtosis of the values or Double.NaN if the array is empty
*/
public static double kurtosis(double[] values, int begin, int length) {
testInput(values, begin, length);
// Initialize the kurtosis
double kurtosis = Double.NaN;
// Get the mean and the standard deviation
double mean = mean(values, begin, length);
double stdDev = standardDeviation(values, begin, length);
// Calc the std, this is implemented here instead of using the
// standardDeviation method eliminate a duplicate pass to get the mean
double accum = 0.0;
double accum2 = 0.0;
for (int i = begin; i < begin + length; i++) {
accum += Math.pow((values[i] - mean), 2.0);
accum2 += (values[i] - mean);
}
double stdDev =
Math.sqrt(
(accum - (Math.pow(accum2, 2) / ((double) length)))
/ (double) (length - 1));
// Sum the ^4 of the distance from the mean divided by the
// standard deviation
double accum = 0.0;
double accum3 = 0.0;
for (int i = begin; i < begin + length; i++) {
accum += Math.pow((values[i] - mean) / stdDev, 4.0);
accum3 += Math.pow((values[i] - mean) / stdDev, 4.0);
}
// Get N
@ -376,8 +400,9 @@ public class StatUtils {
double coefficientOne = (n * (n + 1)) / ((n - 1) * (n - 2) * (n - 3));
double termTwo = ((3 * Math.pow(n - 1, 2.0)) / ((n - 2) * (n - 3)));
// Calculate kurtosis
kurtosis = (coefficientOne * accum) - termTwo;
kurtosis = (coefficientOne * accum3) - termTwo;
return kurtosis;
}