Class Kurtosis

  • All Implemented Interfaces:
    Statistic

    public class Kurtosis
    extends Object
    implements Statistic
    Kurtosis measures the "peakedness" of the probability distribution of a real-valued random variable. Higher kurtosis means that there are more infrequent extreme deviations than frequent modestly sized deviations, hence a fatter tail. This implementation computes the excess kurtosis. That is,
    γ = E[((X - E(X)) / σ)4]
    This implementation uses Chan's update formula to incrementally compute the new statistic.

    The R equivalent function is kurtosis.

    See Also:
    • Constructor Detail

      • Kurtosis

        public Kurtosis()
        Construct an empty Kurtosis calculator.
      • Kurtosis

        public Kurtosis​(double[] data)
        Construct a Kurtosis calculator, initialized with a sample.
        Parameters:
        data - a sample
      • Kurtosis

        public Kurtosis​(Kurtosis that)
        Copy constructor.
        Parameters:
        that - a Kurtosis calculator
    • Method Detail

      • sample

        public double sample()
        Get the sample kurtosis (biased estimator).
        Returns:
        the sample kurtosis
      • addData

        public void addData​(double... data)
        Description copied from interface: Statistic
        Recompute the statistic with more data, incrementally if possible.
        Specified by:
        addData in interface Statistic
        Parameters:
        data - an array of new items
      • value

        public double value()
        Description copied from interface: Statistic
        Get the value of the statistic.
        Specified by:
        value in interface Statistic
        Returns:
        the statistic
      • mean

        public double mean()
        Get the sample mean.
        Returns:
        the mean
      • variance

        public double variance()
        Get the (unbiased) variance.
        Returns:
        the (unbiased) variance
      • N

        public long N()
        Description copied from interface: Statistic
        Get the size of the sample.
        Specified by:
        N in interface Statistic
        Returns:
        the sample size