1 /* statistics/wkurtosis_source.c
3 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Jim Davies, Brian Gough
5 * This program is free software; you can redistribute it and/or modify
6 * it under the terms of the GNU General Public License as published by
7 * the Free Software Foundation; either version 3 of the License, or (at
8 * your option) any later version.
10 * This program is distributed in the hope that it will be useful, but
11 * WITHOUT ANY WARRANTY; without even the implied warranty of
12 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 * General Public License for more details.
15 * You should have received a copy of the GNU General Public License
16 * along with this program; if not, write to the Free Software
17 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
21 FUNCTION(gsl_stats,wkurtosis) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t n)
23 const double wmean = FUNCTION(gsl_stats,wmean)(w, wstride, data, stride, n);
24 const double wsd = FUNCTION(gsl_stats,wsd_m)(w, wstride, data, stride, n, wmean);
25 return FUNCTION(gsl_stats,wkurtosis_m_sd)(w, wstride, data, stride, n, wmean, wsd);
29 FUNCTION(gsl_stats,wkurtosis_m_sd) (const BASE w[], const size_t wstride,
36 /* takes a dataset and finds the kurtosis */
38 long double wavg = 0, kurtosis;
42 /* find the fourth moment the deviations, normalized by the sd */
44 /* we use a recurrence relation to stably update a running value so
45 there aren't any large sums that can overflow */
47 for (i = 0; i < n; i++)
49 BASE wi = w[i * wstride];
52 const long double x = (data[i * stride] - wmean) / wsd;
54 wavg += (x * x * x * x - wavg) * (wi / W);
58 kurtosis = wavg - 3.0; /* makes kurtosis zero for a Gaussian */