Opened 11 years ago

Closed 11 years ago

Last modified 11 years ago

#705 closed request (fixed)

kurtosis and skewness from a Histogram

Reported by: Peter Owned by: Peter
Priority: major Milestone: yat 0.9
Component: statistics Version: trunk
Keywords: Cc:


The functions skewness and kurtosis take Vector which is to convenient when having a histogram with some bins with millions of data points. For mean and variance we nicely provide the Averager class that can calculate these moments quickly using the second argument in add(double x, int n). I suggest something similar for third and fourth moment.

Change History (6)

comment:1 Changed 11 years ago by Peter

Milestone: yat 0.x+yat 0.9
Status: newassigned

comment:2 Changed 11 years ago by Peter

I plan to create a class Averager4, similar to Averager but with more info (third and fourth moments)

comment:3 Changed 11 years ago by Peter

(In [2799]) first version of class Averager4. refs #705

comment:4 Changed 11 years ago by Peter

(In [2803]) fixed spurious test failures as well as a bug in operator+=. refs #705

comment:5 Changed 11 years ago by Peter

Resolution: fixed
Status: assignedclosed

(In [2809]) closes #705. Create a common interface class for average classes (averager_base) that is extended by additional base classes, averager_base2, averager_base3, and averager_base4. Averager is an implementation of averager_base2, and Averager4 is an implementation of averager_base4. For completeness added also classes Averager1 and Averager3 that implement averager_base and averager_base3, respectively. Using curiously recurrent template pattern to avoid vtables which has the downside that runtime polymorphism is not allowed (but also not really wanted here).

comment:6 Changed 11 years ago by Peter

(In [2810]) add missing files in r2809. refs #705

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