annotate scripts/statistics/base/skewness.m @ 4885:28ab079d8f0e

[project @ 2004-04-30 04:21:33 by jwe]
author jwe
date Fri, 30 Apr 2004 04:21:33 +0000
parents 22bd65326ec1
children 54b076a24718
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1 ## Copyright (C) 1996, 1997 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 2, or (at your option)
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8 ## 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, write to the Free
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17 ## Software Foundation, 59 Temple Place - Suite 330, Boston, MA
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18 ## 02111-1307, USA.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {Function File} {} skewness (@var{x}, @var{dim})
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22 ## If @var{x} is a vector of length @math{n}, return the skewness
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23 ## @iftex
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24 ## @tex
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25 ## $$
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26 ## {\rm skewness} (x) = {1\over N \sigma(x)^3} \sum_{i=1}^N (x_i-\bar{x})^3
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27 ## $$
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28 ## @end tex
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29 ## @end iftex
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30 ## @ifinfo
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31 ##
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32 ## @example
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33 ## skewness (x) = N^(-1) std(x)^(-3) sum ((x - mean(x)).^3)
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34 ## @end example
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35 ## @end ifinfo
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36 ##
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37 ## @noindent
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38 ## of @var{x}. 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 ## @end deftypefn
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42
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43 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
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44 ## Created: 29 July 1994
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45 ## Adapted-By: jwe
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46
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47 function retval = skewness (x, dim)
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48
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49 if (nargin != 1 && nargin != 2)
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50 usage ("skewness (x, dim)");
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51 endif
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52
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53 nd = ndims (x);
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54 sz = size (x);
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55 if (nargin != 2)
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56 %% Find the first non-singleton dimension
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57 dim = 1;
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58 while (dim < nd + 1 && sz (dim) == 1)
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59 dim = dim + 1;
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60 endwhile
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61 if (dim > nd)
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62 dim = 1;
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63 endif
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64 else
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65 if (! (isscalar (dim) && dim == round (dim)) && dim > 0 &&
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66 dim < (nd + 1))
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67 error ("skewness: dim must be an integer and valid dimension");
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68 endif
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69 endif
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70
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71 if (! ismatrix (x))
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72 error ("skewness: x has to be a matrix or a vector");
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73 endif
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74
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75 c = sz (dim);
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76 idx = ones (1, nd);
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77 idx (dim) = c;
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78 x = x - repmat (mean (x, dim), idx);
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79 sz (dim) = 1;
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80 retval = zeros (sz);
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81 s = std (x, [], dim);
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82 ind = find (s > 0);
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83 x = sum (x .^ 3, dim);
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84 retval (ind) = x (ind) ./ (c * s (ind) .^ 3);
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85
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86 endfunction