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java.lang.Objectorg.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic
org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic
org.apache.commons.math.stat.descriptive.moment.Kurtosis
Computes the Kurtosis of the available values.
We use the following (unbiased) formula to define kurtosis:
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)]
where n is the number of values, mean is the Mean
and std is the
StandardDeviation
Note that this statistic is undefined for n < 4. Double.Nan
is returned when there is not sufficient data to compute the statistic.
Note that this implementation is not synchronized. If
multiple threads access an instance of this class concurrently, and at least
one of the threads invokes the increment()
or
clear()
method, it must be synchronized externally.
Field Summary | |
protected boolean |
incMoment
Determines whether or not this statistic can be incremented or cleared. |
protected FourthMoment |
moment
Fourth Moment on which this statistic is based |
Constructor Summary | |
Kurtosis()
Construct a Kurtosis |
|
Kurtosis(FourthMoment m4)
Construct a Kurtosis from an external moment |
Method Summary | |
void |
clear()
Clears the internal state of the Statistic |
double |
evaluate(double[] values,
int begin,
int length)
Returns the kurtosis of the entries in the specified portion of the input array. |
long |
getN()
Returns the number of values that have been added. |
double |
getResult()
Returns the current value of the Statistic. |
void |
increment(double d)
Updates the internal state of the statistic to reflect the addition of the new value. |
Methods inherited from class org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic |
equals, evaluate, hashCode, incrementAll, incrementAll |
Methods inherited from class org.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic |
test |
Methods inherited from class java.lang.Object |
clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
protected FourthMoment moment
protected boolean incMoment
Statistics based on (constructed from) external moments cannot be incremented or cleared.
Constructor Detail |
public Kurtosis()
public Kurtosis(FourthMoment m4)
m4
- external MomentMethod Detail |
public void increment(double d)
StorelessUnivariateStatistic
increment
in interface StorelessUnivariateStatistic
increment
in class AbstractStorelessUnivariateStatistic
StorelessUnivariateStatistic.increment(double)
public double getResult()
StorelessUnivariateStatistic
getResult
in interface StorelessUnivariateStatistic
getResult
in class AbstractStorelessUnivariateStatistic
StorelessUnivariateStatistic.getResult()
public void clear()
StorelessUnivariateStatistic
clear
in interface StorelessUnivariateStatistic
clear
in class AbstractStorelessUnivariateStatistic
StorelessUnivariateStatistic.clear()
public long getN()
StorelessUnivariateStatistic
StorelessUnivariateStatistic.getN()
public double evaluate(double[] values, int begin, int length)
See Kurtosis
for details on the computing algorithm.
Throws IllegalArgumentException
if the array is null.
evaluate
in interface UnivariateStatistic
evaluate
in class AbstractStorelessUnivariateStatistic
values
- the input arraybegin
- index of the first array element to includelength
- the number of elements to include
IllegalArgumentException
- if the input array is null or the array
index parameters are not validUnivariateStatistic.evaluate(double[], int, int)
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