Class Kurtosis

All Implemented Interfaces:
Serializable, DoubleConsumer, 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 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:
  • Field Summary

    Modifier and Type
    protected final boolean
    Determines whether or not this statistic can be incremented or cleared.
    protected final org.hipparchus.stat.descriptive.moment.FourthMoment
    Fourth Moment on which this statistic is based
  • Constructor Summary

    Construct a Kurtosis.
    Kurtosis(org.hipparchus.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
    Clears the internal state of the Statistic
    Returns a copy of the statistic with the same internal state.
    evaluate(double[] values, int begin, int length)
    Returns the kurtosis of the entries in the specified portion of the input array.
    Returns the number of values that have been added.
    Returns the current value of the Statistic.
    increment(double d)
    Updates the internal state of the statistic to reflect the addition of the new value.

    Methods inherited from class org.hipparchus.stat.descriptive.AbstractStorelessUnivariateStatistic

    equals, hashCode, toString

    Methods inherited from class java.lang.Object

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

    Methods inherited from interface java.util.function.DoubleConsumer


    Methods inherited from interface org.hipparchus.stat.descriptive.StorelessUnivariateStatistic

    accept, incrementAll, incrementAll

    Methods inherited from interface org.hipparchus.stat.descriptive.UnivariateStatistic