diff options
Diffstat (limited to 'gsl-1.9/statistics/kurtosis_source.c')
-rw-r--r-- | gsl-1.9/statistics/kurtosis_source.c | 55 |
1 files changed, 55 insertions, 0 deletions
diff --git a/gsl-1.9/statistics/kurtosis_source.c b/gsl-1.9/statistics/kurtosis_source.c new file mode 100644 index 0000000..6260796 --- /dev/null +++ b/gsl-1.9/statistics/kurtosis_source.c @@ -0,0 +1,55 @@ +/* statistics/kurtosis_source.c + * + * Copyright (C) 1996, 1997, 1998, 1999, 2000 Jim Davies, Brian Gough + * + * This program is free software; you can redistribute it and/or modify + * it under the terms of the GNU General Public License as published by + * the Free Software Foundation; either version 2 of the License, or (at + * your option) any later version. + * + * This program is distributed in the hope that it will be useful, but + * WITHOUT ANY WARRANTY; without even the implied warranty of + * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU + * General Public License for more details. + * + * You should have received a copy of the GNU General Public License + * along with this program; if not, write to the Free Software + * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. + */ + +double +FUNCTION(gsl_stats,kurtosis) (const BASE data[], const size_t stride, const size_t n) +{ + const double mean = FUNCTION(gsl_stats,mean)(data, stride, n); + const double est_sd = FUNCTION(gsl_stats,sd_m)(data, stride, n, mean); + return FUNCTION(gsl_stats,kurtosis_m_sd)(data, stride, n, mean, est_sd); +} + +double +FUNCTION(gsl_stats,kurtosis_m_sd) (const BASE data[], + const size_t stride, + const size_t n, + const double mean, + const double sd) +{ + /* takes a dataset and finds the kurtosis */ + + long double avg = 0, kurtosis; + size_t i; + + /* find the fourth moment the deviations, normalized by the sd */ + + /* we use a recurrence relation to stably update a running value so + there aren't any large sums that can overflow */ + + for (i = 0; i < n; i++) + { + const long double x = (data[i * stride] - mean) / sd; + avg += (x * x * x * x - avg)/(i + 1); + } + + kurtosis = avg - 3.0; /* makes kurtosis zero for a Gaussian */ + + return kurtosis; +} + |