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+///////////////////////////////////////////////////////////////////////////////
+// kurtosis.hpp
+//
+// Copyright 2006 Olivier Gygi, Daniel Egloff. Distributed under the Boost
+// Software License, Version 1.0. (See accompanying file
+// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#ifndef BOOST_ACCUMULATORS_STATISTICS_KURTOSIS_HPP_EAN_28_10_2005
+#define BOOST_ACCUMULATORS_STATISTICS_KURTOSIS_HPP_EAN_28_10_2005
+
+#include <limits>
+#include <boost/mpl/placeholders.hpp>
+#include <boost/accumulators/framework/accumulator_base.hpp>
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/framework/parameters/sample.hpp>
+#include <boost/accumulators/numeric/functional.hpp>
+#include <boost/accumulators/framework/depends_on.hpp>
+#include <boost/accumulators/statistics/mean.hpp>
+#include <boost/accumulators/statistics/moment.hpp>
+
+namespace boost { namespace accumulators
+{
+
+namespace impl
+{
+ ///////////////////////////////////////////////////////////////////////////////
+ // kurtosis_impl
+ /**
+ @brief Kurtosis estimation
+
+ The kurtosis of a sample distribution is defined as the ratio of the 4th central moment and the square of the 2nd central
+ moment (the variance) of the samples, minus 3. The term \f$ -3 \f$ is added in order to ensure that the normal distribution
+ has zero kurtosis. The kurtosis can also be expressed by the simple moments:
+
+ \f[
+ \hat{g}_2 =
+ \frac
+ {\widehat{m}_n^{(4)}-4\widehat{m}_n^{(3)}\hat{\mu}_n+6\widehat{m}_n^{(2)}\hat{\mu}_n^2-3\hat{\mu}_n^4}
+ {\left(\widehat{m}_n^{(2)} - \hat{\mu}_n^{2}\right)^2} - 3,
+ \f]
+
+ where \f$ \widehat{m}_n^{(i)} \f$ are the \f$ i \f$-th moment and \f$ \hat{\mu}_n \f$ the mean (first moment) of the
+ \f$ n \f$ samples.
+ */
+ template<typename Sample>
+ struct kurtosis_impl
+ : accumulator_base
+ {
+ // for boost::result_of
+ typedef typename numeric::functional::average<Sample, Sample>::result_type result_type;
+
+ kurtosis_impl(dont_care) {}
+
+ template<typename Args>
+ result_type result(Args const &args) const
+ {
+ return numeric::average(
+ accumulators::moment<4>(args)
+ - 4. * accumulators::moment<3>(args) * mean(args)
+ + 6. * accumulators::moment<2>(args) * mean(args) * mean(args)
+ - 3. * mean(args) * mean(args) * mean(args) * mean(args)
+ , ( accumulators::moment<2>(args) - mean(args) * mean(args) )
+ * ( accumulators::moment<2>(args) - mean(args) * mean(args) )
+ ) - 3.;
+ }
+ };
+
+} // namespace impl
+
+///////////////////////////////////////////////////////////////////////////////
+// tag::kurtosis
+//
+namespace tag
+{
+ struct kurtosis
+ : depends_on<mean, moment<2>, moment<3>, moment<4> >
+ {
+ /// INTERNAL ONLY
+ ///
+ typedef accumulators::impl::kurtosis_impl<mpl::_1> impl;
+ };
+}
+
+///////////////////////////////////////////////////////////////////////////////
+// extract::kurtosis
+//
+namespace extract
+{
+ extractor<tag::kurtosis> const kurtosis = {};
+
+ BOOST_ACCUMULATORS_IGNORE_GLOBAL(kurtosis)
+}
+
+using extract::kurtosis;
+
+// So that kurtosis can be automatically substituted with
+// weighted_kurtosis when the weight parameter is non-void
+template<>
+struct as_weighted_feature<tag::kurtosis>
+{
+ typedef tag::weighted_kurtosis type;
+};
+
+template<>
+struct feature_of<tag::weighted_kurtosis>
+ : feature_of<tag::kurtosis>
+{
+};
+
+}} // namespace boost::accumulators
+
+#endif