Mercurial > hg > octave-nkf
view scripts/statistics/base/skewness.m @ 12656:6b2f14af2360
Overhaul functions in statistics/base directory.
Widen input validation to accept logicals.
Return correct class of output, e.g., 'single' depending on class of input.
Correct or add tests for above.
* center.m, cov.m, kendall.m, mean.m, meansq.m, median.m, mode.m, prctile.m,
quantile.m, ranks.m, run_count.m, runlength.m, spearman.m, statistics.m,
std.m, var.m, logistic_inv.m: Overhaul as described above
* corrcoef.m: Overhaul + remove input validation already done by cov().
* cor.m, logit.m, ppplot.m, table.m: Only align test blocks.
* gls.m, ols.m: Only correct class of output, no logical inputs for regression.
* histc.m: Only change spacing of code to be uniform.
* iqr.m: Overhaul + 2X speedup by calling empirical_inv just once.
* kurtosis.m: Overhaul + replace repmat instances with center().
* mahalanobis.m: Overhaul + use bsxfun for centering data.
* moment.m: Overhaul + replace repmat instances with center().
* probit.m, range.m: Redo input validation and add tests.
* skewness.m: Overhaul + replace repmat instances with center().
* zscore.m: Overhaul + replace repmat instances with center() + use bsxfun.
author | Rik <octave@nomad.inbox5.com> |
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date | Sat, 07 May 2011 14:52:08 -0700 |
parents | d0b799dafede |
children | 984359717d71 |
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## Copyright (C) 1996-2011 John W. Eaton ## ## This file is part of Octave. ## ## Octave 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. ## ## Octave 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 Octave; see the file COPYING. If not, see ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {} skewness (@var{x}) ## @deftypefnx {Function File} {} skewness (@var{x}, @var{dim}) ## Compute the skewness of the elements of the vector @var{x}. ## @tex ## $$ ## {\rm skewness} (x) = {1\over N \sigma^3} \sum_{i=1}^N (x_i-\bar{x})^3 ## $$ ## where $\bar{x}$ is the mean value of $x$. ## @end tex ## @ifnottex ## ## @example ## skewness (x) = N^(-1) std(x)^(-3) sum ((x - mean(x)).^3) ## @end example ## ## @end ifnottex ## ## @noindent ## If @var{x} is a matrix, return the skewness along the ## first non-singleton dimension of the matrix. If the optional ## @var{dim} argument is given, operate along this dimension. ## @seealso{var, kurtosis, moment} ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Created: 29 July 1994 ## Adapted-By: jwe function retval = skewness (x, dim) if (nargin != 1 && nargin != 2) print_usage (); endif if (! (isnumeric (x) || islogical (x))) error ("skewness: X must be a numeric vector or matrix"); endif nd = ndims (x); sz = size (x); if (nargin != 2) ## Find the first non-singleton dimension. (dim = find (sz > 1, 1)) || (dim = 1); else if (!(isscalar (dim) && dim == round (dim)) || !(1 <= dim && dim <= nd)) error ("skewness: DIM must be an integer and a valid dimension"); endif endif n = sz(dim); sz(dim) = 1; x = center (x, dim); # center also promotes integer to double for next line retval = zeros (sz, class (x)); s = std (x, [], dim); idx = find (s > 0); x = sum (x .^ 3, dim); retval(idx) = x(idx) ./ (n * s(idx) .^ 3); endfunction %!assert(skewness ([-1,0,1]), 0); %!assert(skewness ([-2,0,1]) < 0); %!assert(skewness ([-1,0,2]) > 0); %!assert(skewness ([-3,0,1]) == -1*skewness([-1,0,3])); %!test %! x = [0; 0; 0; 1]; %! y = [x, 2*x]; %! assert(all (abs (skewness (y) - [0.75, 0.75]) < sqrt (eps))); %!assert (skewness (single(1)), single(0)); %% Test input validation %!error skewness () %!error skewness (1, 2, 3) %!error skewness (['A'; 'B']) %!error skewness (1, ones(2,2)) %!error skewness (1, 1.5) %!error skewness (1, 0) %!error skewness (1, 3)