org.apache.commons.math3.stat.descriptive.moment

## Class Kurtosis

• All Implemented Interfaces:
Serializable, StorelessUnivariateStatistic, UnivariateStatistic, MathArrays.Function

public class Kurtosis
extends AbstractStorelessUnivariateStatistic
implements Serializable
Computes the Kurtosis of the available values.

We use the following (unbiased) formula to define kurtosis:

kurtosis = { [n(n+1) / (n -1)(n - 2)(n-3)] sum[(x_i - mean)^4] / std^4 } - [3(n-1)^2 / (n-2)(n-3)]

where n is the number of values, mean is the Mean and std is the StandardDeviation

Note that this statistic is undefined for n < 4. Double.Nan is returned when there is not sufficient data to compute the statistic.

Note that this implementation is not synchronized. If multiple threads access an instance of this class concurrently, and at least one of the threads invokes the increment() or clear() method, it must be synchronized externally.

Version:
$Id: Kurtosis.java 1416643 2012-12-03 19:37:14Z tn$
Serialized Form
• ### Field Summary

Fields
Modifier and Type Field and Description
protected boolean incMoment
Determines whether or not this statistic can be incremented or cleared.
protected org.apache.commons.math3.stat.descriptive.moment.FourthMoment moment
Fourth Moment on which this statistic is based
• ### Constructor Summary

Constructors
Constructor and Description
Kurtosis()
Construct a Kurtosis
Kurtosis(org.apache.commons.math3.stat.descriptive.moment.FourthMoment m4)
Construct a Kurtosis from an external moment
Kurtosis(Kurtosis original)
Copy constructor, creates a new Kurtosis identical to the original
• ### Method Summary

Methods
Modifier and Type Method and Description
void clear()
Clears the internal state of the Statistic
Kurtosis copy()
Returns a copy of the statistic with the same internal state.
static void copy(Kurtosis source, Kurtosis dest)
Copies source to dest.
double evaluate(double[] values, int begin, int length)
Returns the kurtosis of the entries in the specified portion of the input array.
long getN()
Returns the number of values that have been added.
double getResult()
Returns the current value of the Statistic.
void increment(double d)
Updates the internal state of the statistic to reflect the addition of the new value.