32 lines
645 B
C++
32 lines
645 B
C++
#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)");
|
|
}
|