public class Kurtosis extends AbstractStorelessUnivariateStatistic implements java.io.Serializable
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
org.apache.commons.math.stat.descriptive.moment.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.
| Modifier and Type | Field and Description |
|---|---|
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 and Description |
|---|
Kurtosis()
Construct a Kurtosis
|
Kurtosis(FourthMoment m4)
Construct a Kurtosis from an external moment
|
Kurtosis(Kurtosis original)
Copy constructor, creates a new
Kurtosis identical
to the original |
| Modifier and Type | Method and Description |
|---|---|
void |
clear()
Clears the internal state of the Statistic
|
Kurtosis |
copy()
Returns a copy of the statistic with the same internal state.
|
static void |
copy(Kurtosis source,
Kurtosis dest)
Copies source to dest.
|
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.
|
equals, evaluate, hashCode, incrementAll, incrementAlltest, testprotected FourthMoment moment
protected boolean incMoment
Statistics based on (constructed from) external moments cannot be incremented or cleared.
public Kurtosis()
public Kurtosis(FourthMoment m4)
m4 - external Momentpublic Kurtosis(Kurtosis original)
Kurtosis identical
to the originaloriginal - the Kurtosis instance to copypublic void increment(double d)
increment in interface StorelessUnivariateStatisticincrement in class AbstractStorelessUnivariateStatisticd - the new value.public double getResult()
getResult in interface StorelessUnivariateStatisticgetResult in class AbstractStorelessUnivariateStatisticDouble.NaN if it
has been cleared or just instantiated.public void clear()
clear in interface StorelessUnivariateStatisticclear in class AbstractStorelessUnivariateStatisticpublic long getN()
getN in interface StorelessUnivariateStatisticpublic 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 UnivariateStatisticevaluate in class AbstractStorelessUnivariateStatisticvalues - the input arraybegin - index of the first array element to includelength - the number of elements to includejava.lang.IllegalArgumentException - if the input array is null or the array
index parameters are not validUnivariateStatistic.evaluate(double[], int, int)public Kurtosis copy()
copy in interface StorelessUnivariateStatisticcopy in interface UnivariateStatisticcopy in class AbstractStorelessUnivariateStatistic