Exemplo n.º 1
0
double ChiRand::ExcessKurtosis() const
{
    double mu = Mean();
    double sigmaSq = Variance();
    double sigma = std::sqrt(sigmaSq);
    double skew = Skewness();
    double kurt = 1.0 - mu * sigma * skew;
    kurt /= sigmaSq;
    --kurt;
    return 2 * kurt;
}
double UnivariateDistribution<T>::ThirdMoment() const
{
    double mean = Mean();
    double variance = Variance();
    double skewness = Skewness();

    double moment = skewness * std::sqrt(variance) * variance;
    moment += mean * mean * mean;
    moment += 3 * mean * variance;
    return moment;
}
void RunningStats::Print(FILE * pFile, const char * header) const
    {
    fprintf (pFile, "\n%s\n", header);
    fprintf (pFile, "NumDataValues:     %ld\n", NumDataValues());
    fprintf (pFile, "Mean:              %f\n", Mean());
    fprintf (pFile, "Variance:          %f\n", Variance());
    fprintf (pFile, "StandardDeviation: %f\n", StandardDeviation());
    fprintf (pFile, "Skewness:          %f\n", Skewness());
    fprintf (pFile, "Kurtosis:          %f\n", Kurtosis());
    fprintf (pFile, "Maximum:           %f\n", Maximum());
    fprintf (pFile, "Minimum:           %f\n", Minimum());
    return;
    }