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; }