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This function computes the skewness of data, a dataset of length n with stride stride. The skewness is defined as,
skew = (1/N) \sum ((x_i - \Hat\mu)/\Hat\sigma)^3where x_i are the elements of the dataset data. The skewness measures the asymmetry of the tails of a distribution.
The function computes the mean and estimated standard deviation of data via calls to
gsl_stats_mean
andgsl_stats_sd
.
This function computes the skewness of the dataset data using the given values of the mean mean and standard deviation sd,
skew = (1/N) \sum ((x_i - mean)/sd)^3These functions are useful if you have already computed the mean and standard deviation of data and want to avoid recomputing them.
This function computes the kurtosis of data, a dataset of length n with stride stride. The kurtosis is defined as,
kurtosis = ((1/N) \sum ((x_i - \Hat\mu)/\Hat\sigma)^4) - 3The kurtosis measures how sharply peaked a distribution is, relative to its width. The kurtosis is normalized to zero for a gaussian distribution.
This function computes the kurtosis of the dataset data using the given values of the mean mean and standard deviation sd,
kurtosis = ((1/N) \sum ((x_i - mean)/sd)^4) - 3This function is useful if you have already computed the mean and standard deviation of data and want to avoid recomputing them.