add numerical recipes library

lib/nr/cpp/recipes/moment.cpp

@@ -0,0 +1,31 @@
+#include <cmath>
+#include "nr.h"
+using namespace std;
+
+void NR::moment(Vec_I_DP &data, DP &ave, DP &adev, DP &sdev, DP &var, DP &skew,
+	DP &curt)
+{
+	int j;
+	DP ep=0.0,s,p;
+
+	int n=data.size();
+	if (n <= 1) nrerror("n must be at least 2 in moment");
+	s=0.0;
+	for (j=0;j<n;j++) s += data[j];
+	ave=s/n;
+	adev=var=skew=curt=0.0;
+	for (j=0;j<n;j++) {
+		adev += fabs(s=data[j]-ave);
+		ep += s;
+		var += (p=s*s);
+		skew += (p *= s);
+		curt += (p *= s);
+	}
+	adev /= n;
+	var=(var-ep*ep/n)/(n-1);
+	sdev=sqrt(var);
+	if (var != 0.0) {
+		skew /= (n*var*sdev);
+		curt=curt/(n*var*var)-3.0;
+	} else nrerror("No skew/kurtosis when variance = 0 (in moment)");
+}