1 files changed, 62 insertions, 0 deletions
diff --git a/gsl-1.9/statistics/wkurtosis_source.c b/gsl-1.9/statistics/wkurtosis_source.c
new file mode 100644
index 0000000..fc1920d
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+++ b/gsl-1.9/statistics/wkurtosis_source.c
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+/* statistics/wkurtosis_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,wkurtosis) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t n)
+{
+  const double wmean = FUNCTION(gsl_stats,wmean)(w, wstride, data, stride, n);
+  const double wsd = FUNCTION(gsl_stats,wsd_m)(w, wstride, data, stride, n, wmean);
+  return FUNCTION(gsl_stats,wkurtosis_m_sd)(w, wstride, data, stride, n, wmean, wsd);
+}
+    
+double 
+FUNCTION(gsl_stats,wkurtosis_m_sd) (const BASE w[], const size_t wstride,
+                                    const BASE data[], 
+                                    const size_t stride,
+                                    const size_t n,
+                                    const double wmean, 
+                                    const double wsd)
+{
+  /* takes a dataset and finds the kurtosis */
+
+  long double wavg = 0, kurtosis;
+  long double W = 0;
+  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++)
+    {
+      BASE wi = w[i * wstride];
+      
+      if (wi > 0) {
+        const long double x = (data[i * stride] - wmean) / wsd;
+        W += wi ;
+        wavg += (x * x * x * x - wavg) * (wi / W);
+      }
+    }
+
+  kurtosis = wavg - 3.0;  /* makes kurtosis zero for a Gaussian */
+
+  return kurtosis;
+}
+