Package org.apache.commons.math4.stat.descriptive.moment

Class Kurtosis

java.lang.Object
org.apache.commons.math4.stat.descriptive.AbstractStorelessUnivariateStatistic
org.apache.commons.math4.stat.descriptive.moment.Kurtosis
All Implemented Interfaces:
java.io.Serializable, StorelessUnivariateStatistic, UnivariateStatistic, MathArrays.Function
public class Kurtosis
extends AbstractStorelessUnivariateStatistic
implements java.io.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 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.

See Also:
Serialized Form

  • Field Summary

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

  • Constructor Summary

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

    Modifier and Type Method 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.

    Methods inherited from class org.apache.commons.math4.stat.descriptive.AbstractStorelessUnivariateStatistic

    equals, evaluate, hashCode, incrementAll, incrementAll

    Methods inherited from class java.lang.Object

    clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait