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+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math3.stat.descriptive.moment;
+
+import java.io.Serializable;
+
+import org.apache.commons.math3.exception.MathIllegalArgumentException;
+import org.apache.commons.math3.exception.NullArgumentException;
+import org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic;
+import org.apache.commons.math3.util.FastMath;
+import org.apache.commons.math3.util.MathUtils;
+
+
+/**
+ * Computes the Kurtosis of the available values.
+ * <p>
+ * We use the following (unbiased) formula to define kurtosis:</p>
+ * <p>
+ * kurtosis = { [n(n+1) / (n -1)(n - 2)(n-3)] sum[(x_i - mean)^4] / std^4 } - [3(n-1)^2 / (n-2)(n-3)]
+ * </p><p>
+ * where n is the number of values, mean is the {@link Mean} and std is the
+ * {@link StandardDeviation}</p>
+ * <p>
+ * Note that this statistic is undefined for n < 4. <code>Double.Nan</code>
+ * is returned when there is not sufficient data to compute the statistic.
+ * Note that Double.NaN may also be returned if the input includes NaN
+ * and / or infinite values.</p>
+ * <p>
+ * <strong>Note that this implementation is not synchronized.</strong> If
+ * multiple threads access an instance of this class concurrently, and at least
+ * one of the threads invokes the <code>increment()</code> or
+ * <code>clear()</code> method, it must be synchronized externally.</p>
+ *
+ */
+public class Kurtosis extends AbstractStorelessUnivariateStatistic implements Serializable {
+
+ /** Serializable version identifier */
+ private static final long serialVersionUID = 2784465764798260919L;
+
+ /**Fourth Moment on which this statistic is based */
+ protected FourthMoment moment;
+
+ /**
+ * Determines whether or not this statistic can be incremented or cleared.
+ * <p>
+ * Statistics based on (constructed from) external moments cannot
+ * be incremented or cleared.</p>
+ */
+ protected boolean incMoment;
+
+ /**
+ * Construct a Kurtosis
+ */
+ public Kurtosis() {
+ incMoment = true;
+ moment = new FourthMoment();
+ }
+
+ /**
+ * Construct a Kurtosis from an external moment
+ *
+ * @param m4 external Moment
+ */
+ public Kurtosis(final FourthMoment m4) {
+ incMoment = false;
+ this.moment = m4;
+ }
+
+ /**
+ * Copy constructor, creates a new {@code Kurtosis} identical
+ * to the {@code original}
+ *
+ * @param original the {@code Kurtosis} instance to copy
+ * @throws NullArgumentException if original is null
+ */
+ public Kurtosis(Kurtosis original) throws NullArgumentException {
+ copy(original, this);
+ }
+
+ /**
+ * {@inheritDoc}
+ * <p>Note that when {@link #Kurtosis(FourthMoment)} is used to
+ * create a Variance, this method does nothing. In that case, the
+ * FourthMoment should be incremented directly.</p>
+ */
+ @Override
+ public void increment(final double d) {
+ if (incMoment) {
+ moment.increment(d);
+ }
+ }
+
+ /**
+ * {@inheritDoc}
+ */
+ @Override
+ public double getResult() {
+ double kurtosis = Double.NaN;
+ if (moment.getN() > 3) {
+ double variance = moment.m2 / (moment.n - 1);
+ if (moment.n <= 3 || variance < 10E-20) {
+ kurtosis = 0.0;
+ } else {
+ double n = moment.n;
+ kurtosis =
+ (n * (n + 1) * moment.getResult() -
+ 3 * moment.m2 * moment.m2 * (n - 1)) /
+ ((n - 1) * (n -2) * (n -3) * variance * variance);
+ }
+ }
+ return kurtosis;
+ }
+
+ /**
+ * {@inheritDoc}
+ */
+ @Override
+ public void clear() {
+ if (incMoment) {
+ moment.clear();
+ }
+ }
+
+ /**
+ * {@inheritDoc}
+ */
+ public long getN() {
+ return moment.getN();
+ }
+
+ /* UnvariateStatistic Approach */
+
+ /**
+ * Returns the kurtosis of the entries in the specified portion of the
+ * input array.
+ * <p>
+ * See {@link Kurtosis} for details on the computing algorithm.</p>
+ * <p>
+ * Throws <code>IllegalArgumentException</code> if the array is null.</p>
+ *
+ * @param values the input array
+ * @param begin index of the first array element to include
+ * @param length the number of elements to include
+ * @return the kurtosis of the values or Double.NaN if length is less than 4
+ * @throws MathIllegalArgumentException if the input array is null or the array
+ * index parameters are not valid
+ */
+ @Override
+ public double evaluate(final double[] values,final int begin, final int length)
+ throws MathIllegalArgumentException {
+ // Initialize the kurtosis
+ double kurt = Double.NaN;
+
+ if (test(values, begin, length) && length > 3) {
+
+ // Compute the mean and standard deviation
+ Variance variance = new Variance();
+ variance.incrementAll(values, begin, length);
+ double mean = variance.moment.m1;
+ double stdDev = FastMath.sqrt(variance.getResult());
+
+ // Sum the ^4 of the distance from the mean divided by the
+ // standard deviation
+ double accum3 = 0.0;
+ for (int i = begin; i < begin + length; i++) {
+ accum3 += FastMath.pow(values[i] - mean, 4.0);
+ }
+ accum3 /= FastMath.pow(stdDev, 4.0d);
+
+ // Get N
+ double n0 = length;
+
+ double coefficientOne =
+ (n0 * (n0 + 1)) / ((n0 - 1) * (n0 - 2) * (n0 - 3));
+ double termTwo =
+ (3 * FastMath.pow(n0 - 1, 2.0)) / ((n0 - 2) * (n0 - 3));
+
+ // Calculate kurtosis
+ kurt = (coefficientOne * accum3) - termTwo;
+ }
+ return kurt;
+ }
+
+ /**
+ * {@inheritDoc}
+ */
+ @Override
+ public Kurtosis copy() {
+ Kurtosis result = new Kurtosis();
+ // No try-catch because args are guaranteed non-null
+ copy(this, result);
+ return result;
+ }
+
+ /**
+ * Copies source to dest.
+ * <p>Neither source nor dest can be null.</p>
+ *
+ * @param source Kurtosis to copy
+ * @param dest Kurtosis to copy to
+ * @throws NullArgumentException if either source or dest is null
+ */
+ public static void copy(Kurtosis source, Kurtosis dest)
+ throws NullArgumentException {
+ MathUtils.checkNotNull(source);
+ MathUtils.checkNotNull(dest);
+ dest.setData(source.getDataRef());
+ dest.moment = source.moment.copy();
+ dest.incMoment = source.incMoment;
+ }
+
+}