Class Kurtosis

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

    public class Kurtosis
    extends AbstractStorelessUnivariateStatistic
    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 Double.NaN may also be returned if the input includes NaN and / or infinite values.

    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.

    • Field Summary

      Modifier and Type Field Description
      protected boolean incMoment
      Determines whether or not this statistic can be incremented or cleared.
      protected org.apache.commons.math4.legacy.stat.descriptive.moment.FourthMoment moment
      Fourth Moment on which this statistic is based.
    • Constructor Summary

      Constructor Description
      Construct a Kurtosis.
      Kurtosis​(org.apache.commons.math4.legacy.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.