@stdlib/stats-incr-skewness v0.2.1
incrskewness
Compute a corrected sample skewness incrementally.
The skewness for a random variable X
is defined as
For a sample of n
values, the sample skewness is
where m_3
is the sample third central moment and s
is the sample standard deviation.
An alternative definition for the sample skewness which includes an adjustment factor (and is the implemented definition) is
Installation
npm install @stdlib/stats-incr-skewness
Usage
var incrskewness = require( '@stdlib/stats-incr-skewness' );
incrskewness()
Returns an accumulator function
which incrementally computes a corrected sample skewness.
var accumulator = incrskewness();
accumulator( [x] )
If provided an input value x
, the accumulator function returns an updated corrected sample skewness. If not provided an input value x
, the accumulator function returns the current corrected sample skewness.
var accumulator = incrskewness();
var skewness = accumulator();
// returns null
skewness = accumulator( 2.0 );
// returns null
skewness = accumulator( -5.0 );
// returns null
skewness = accumulator( -10.0 );
// returns ~0.492
skewness = accumulator();
// returns ~0.492
Notes
- Input values are not type checked. If provided
NaN
or a value which, when used in computations, results inNaN
, the accumulated value isNaN
for all future invocations. If non-numeric inputs are possible, you are advised to type check and handle accordingly before passing the value to the accumulator function.
Examples
var randu = require( '@stdlib/random-base-randu' );
var incrskewness = require( '@stdlib/stats-incr-skewness' );
var accumulator;
var v;
var i;
// Initialize an accumulator:
accumulator = incrskewness();
// For each simulated datum, update the corrected sample skewness...
for ( i = 0; i < 100; i++ ) {
v = randu() * 100.0;
accumulator( v );
}
console.log( accumulator() );
References
- Joanes, D. N., and C. A. Gill. 1998. "Comparing measures of sample skewness and kurtosis." Journal of the Royal Statistical Society: Series D (The Statistician) 47 (1). Blackwell Publishers Ltd: 183–89. doi:10.1111/1467-9884.00122.
See Also
@stdlib/stats-incr/kurtosis
: compute a corrected sample excess kurtosis incrementally.@stdlib/stats-incr/mean
: compute an arithmetic mean incrementally.@stdlib/stats-incr/stdev
: compute a corrected sample standard deviation incrementally.@stdlib/stats-incr/summary
: compute a statistical summary incrementally.@stdlib/stats-incr/variance
: compute an unbiased sample variance incrementally.
Notice
This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.
Community
License
See LICENSE.
Copyright
Copyright © 2016-2024. The Stdlib Authors.