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wkurtosis.go
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wkurtosis.go
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package stat
/* wkurtosis.go
*
* Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Jim Davies, Brian Gough
* Copyright (C) 2012, 2013 G.vd.Schoot
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 3 of the License, or (at
* your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*/
func WKurtosis(w, data Interface) float64 {
wmean := WMean(w, data)
wsd := WSdMean(w, data, wmean)
return WKurtosisMeanSd(w, data, wmean, wsd)
}
// WKurtosisMean calculates the kurtosis of a dataset
func WKurtosisMeanSd(w, data Interface, wmean, wsd float64) float64 {
var wavg, W float64
Len := data.Len()
for i := 0; i < Len; i++ {
wi := w.Get(i)
if wi > 0 {
x := (data.Get(i) - wmean) / wsd
W += wi
wavg += (x*x*x*x - wavg) * (wi / W)
}
}
return wavg - 3.0 // makes kurtosis zero for a Gaussian
}