annotate scripts/statistics/base/skewness.m @ 14138:72c96de7a403 stable

maint: update copyright notices for 2012
author John W. Eaton <jwe@octave.org>
date Mon, 02 Jan 2012 14:25:41 -0500
parents 984359717d71
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1 ## Copyright (C) 1996-2012 John W. Eaton
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 3 of the License, or (at
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8 ## your option) any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, see
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17 ## <http://www.gnu.org/licenses/>.
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18
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19 ## -*- texinfo -*-
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20 ## @deftypefn {Function File} {} skewness (@var{x})
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21 ## @deftypefnx {Function File} {} skewness (@var{x}, @var{dim})
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22 ## Compute the skewness of the elements of the vector @var{x}.
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23 ## @tex
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24 ## $$
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25 ## {\rm skewness} (x) = {1\over N \sigma^3} \sum_{i=1}^N (x_i-\bar{x})^3
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26 ## $$
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27 ## where $\bar{x}$ is the mean value of $x$.
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28 ## @end tex
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29 ## @ifnottex
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30 ##
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31 ## @example
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32 ## skewness (x) = N^(-1) std(x)^(-3) sum ((x - mean(x)).^3)
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33 ## @end example
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34 ##
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35 ## @end ifnottex
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36 ##
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37 ## @noindent
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38 ## If @var{x} is a matrix, return the skewness along the
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39 ## first non-singleton dimension of the matrix. If the optional
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40 ## @var{dim} argument is given, operate along this dimension.
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41 ## @seealso{var, kurtosis, moment}
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42 ## @end deftypefn
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43
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44 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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45 ## Created: 29 July 1994
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46 ## Adapted-By: jwe
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47
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48 function retval = skewness (x, dim)
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49
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50 if (nargin != 1 && nargin != 2)
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51 print_usage ();
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52 endif
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53
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54 if (! (isnumeric (x) || islogical (x)))
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55 error ("skewness: X must be a numeric vector or matrix");
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56 endif
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57
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58 nd = ndims (x);
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59 sz = size (x);
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60 if (nargin != 2)
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61 ## Find the first non-singleton dimension.
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62 (dim = find (sz > 1, 1)) || (dim = 1);
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63 else
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64 if (!(isscalar (dim) && dim == fix (dim))
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65 || !(1 <= dim && dim <= nd))
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66 error ("skewness: DIM must be an integer and a valid dimension");
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67 endif
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68 endif
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69
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70 n = sz(dim);
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71 sz(dim) = 1;
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72 x = center (x, dim); # center also promotes integer to double for next line
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73 retval = zeros (sz, class (x));
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74 s = std (x, [], dim);
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75 idx = find (s > 0);
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76 x = sum (x .^ 3, dim);
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77 retval(idx) = x(idx) ./ (n * s(idx) .^ 3);
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78
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79 endfunction
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80
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81
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82 %!assert(skewness ([-1,0,1]), 0);
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83 %!assert(skewness ([-2,0,1]) < 0);
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84 %!assert(skewness ([-1,0,2]) > 0);
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85 %!assert(skewness ([-3,0,1]) == -1*skewness([-1,0,3]));
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86 %!test
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87 %! x = [0; 0; 0; 1];
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88 %! y = [x, 2*x];
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89 %! assert(all (abs (skewness (y) - [0.75, 0.75]) < sqrt (eps)));
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90
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91 %!assert (skewness (single(1)), single(0));
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92
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93 %% Test input validation
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94 %!error skewness ()
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95 %!error skewness (1, 2, 3)
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96 %!error skewness (['A'; 'B'])
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97 %!error skewness (1, ones(2,2))
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98 %!error skewness (1, 1.5)
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99 %!error skewness (1, 0)
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100 %!error skewness (1, 3)