Class Skewness

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

    public class Skewness
    extends AbstractStorelessUnivariateStatistic
    Computes the skewness of the available values.

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

    skewness = [n / (n -1) (n - 2)] sum[(x_i - mean)^3] / std^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 < 3. Double.Nan is returned when there is not sufficient data to compute the statistic. 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.ThirdMoment moment
      Third moment on which this statistic is based.
    • Constructor Summary

      Constructor Description
      Constructs a Skewness.
      Skewness​(Skewness original)
      Copy constructor, creates a new Skewness identical to the original.
      Skewness​(org.apache.commons.math4.legacy.stat.descriptive.moment.ThirdMoment m3)
      Constructs a Skewness with an external moment.