view scripts/statistics/kurtosis.m @ 30920:47cbc69e66cd

eliminate direct access to call stack from evaluator The call stack is an internal implementation detail of the evaluator. Direct access to it outside of the evlauator should not be needed. * pt-eval.h (tree_evaluator::get_call_stack): Delete.
author John W. Eaton <jwe@octave.org>
date Fri, 08 Apr 2022 15:19:22 -0400
parents 5d3faba0342e
children 597f3ee61a48
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########################################################################
##
## Copyright (C) 1996-2022 The Octave Project Developers
##
## See the file COPYRIGHT.md in the top-level directory of this
## distribution or <https://octave.org/copyright/>.
##
## 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
## <https://www.gnu.org/licenses/>.
##
########################################################################

## -*- texinfo -*-
## @deftypefn  {} {@var{y} =} kurtosis (@var{x})
## @deftypefnx {} {@var{y} =} kurtosis (@var{x}, @var{flag})
## @deftypefnx {} {@var{y} =} kurtosis (@var{x}, @var{flag}, @var{dim})
## Compute the sample kurtosis of the elements of @var{x}.
##
## The sample kurtosis is defined as
## @tex
## $$
## \kappa_1 = {{{1\over N}\,
##          \sum_{i=1}^N (x_i - \bar{x})^4} \over \sigma^4},
## $$
## where $N$ is the length of @var{x}, $\bar{x}$ its mean, and $\sigma$
## its (uncorrected) standard deviation.
## @end tex
## @ifnottex
##
## @example
## @group
##      mean ((@var{x} - mean (@var{x})).^4)
## k1 = ------------------------
##             std (@var{x}).^4
## @end group
## @end example
##
## @end ifnottex
##
## @noindent
## The optional argument @var{flag} controls which normalization is used.
## If @var{flag} is equal to 1 (default value, used when @var{flag} is omitted
## or empty), return the sample kurtosis as defined above.  If @var{flag} is
## equal to 0, return the @w{"bias-corrected"} kurtosis coefficient instead:
## @tex
## $$
## \kappa_0 = 3 + {\scriptstyle N - 1 \over \scriptstyle (N - 2)(N - 3)} \,
##     \left( (N + 1)\, \kappa_1 - 3 (N - 1) \right)
## $$
## @end tex
## @ifnottex
##
## @example
## @group
##               N - 1
## k0 = 3 + -------------- * ((N + 1) * k1 - 3 * (N - 1))
##          (N - 2)(N - 3)
## @end group
## @end example
##
## @noindent
## where @math{N} is the length of the @var{x} vector.
##
## @end ifnottex
## The bias-corrected kurtosis coefficient is obtained by replacing the sample
## second and fourth central moments by their unbiased versions.  It is an
## unbiased estimate of the population kurtosis for normal populations.
##
## If @var{x} is a matrix, or more generally a multi-dimensional array, return
## the kurtosis along the first non-singleton dimension.  If the optional
## @var{dim} argument is given, operate along this dimension.
##
## @seealso{var, skewness, moment}
## @end deftypefn

function y = kurtosis (x, flag, dim)

  if (nargin < 1)
    print_usage ();
  endif

  if (! (isnumeric (x) || islogical (x)))
    error ("kurtosis: X must be a numeric vector or matrix");
  endif

  if (nargin < 2 || isempty (flag))
    flag = 1;  # default: do not use the "bias corrected" version
  else
    if (! isscalar (flag) || (flag != 0 && flag != 1))
      error ("kurtosis: FLAG must be 0 or 1");
    endif
  endif

  nd = ndims (x);
  sz = size (x);
  if (nargin < 3)
    ## Find the first non-singleton dimension.
    (dim = find (sz > 1, 1)) || (dim = 1);
  else
    if (! (isscalar (dim) && dim == fix (dim) && dim > 0))
      error ("kurtosis: DIM must be an integer and a valid dimension");
    endif
  endif

  n = size (x, dim);
  sz(dim) = 1;

  x = center (x, dim);   # center also promotes integer, logical to double
  v = var (x, 1, dim);   # normalize with 1/N
  y = sum (x .^ 4, dim);
  idx = (v != 0);
  y(idx) = y(idx) ./ (n * v(idx) .^ 2);
  y(! idx) = NaN;

  ## Apply bias correction to the second and fourth central sample moment
  if (flag == 0)
    if (n > 3)
      C = (n - 1) / ((n - 2) * (n - 3));
      y = 3 + C * ((n + 1) * y - 3 * (n - 1));
    else
      y(:) = NaN;
    endif
  endif

endfunction


%!test
%! x = [-1; 0; 0; 0; 1];
%! y = [x, 2*x];
%! assert (kurtosis (y), [2.5, 2.5], sqrt (eps));

%!assert (kurtosis ([-3, 0, 1]) == kurtosis ([-1, 0, 3]))
%!assert (kurtosis (ones (3, 5)), NaN (1, 5))
%!assert (kurtosis (1, [], 3), NaN)

%!assert (kurtosis ([1:5 10; 1:5 10],  0, 2),
%!        5.4377317925288901 * [1; 1], 8 * eps)
%!assert (kurtosis ([1:5 10; 1:5 10],  1, 2),
%!        2.9786509002956195 * [1; 1], 8 * eps)
%!assert (kurtosis ([1:5 10; 1:5 10], [], 2),
%!        2.9786509002956195 * [1; 1], 8 * eps)

## Test behavior on single input
%!assert (kurtosis (single ([1:5 10])), single (2.9786513), eps ("single"))
%!assert (kurtosis (single ([1 2]), 0), single (NaN))

## Verify no warnings
%!test
%! lastwarn ("");  # clear last warning
%! kurtosis (1);
%! assert (lastwarn (), "");

## Test input validation
%!error <Invalid call> kurtosis ()
%!error <X must be a numeric vector or matrix> kurtosis (['A'; 'B'])
%!error <FLAG must be 0 or 1> kurtosis (1, 2)
%!error <FLAG must be 0 or 1> kurtosis (1, [1 0])
%!error <DIM must be an integer> kurtosis (1, [], ones (2,2))
%!error <DIM must be an integer> kurtosis (1, [], 1.5)
%!error <DIM must be .* a valid dimension> kurtosis (1, [], 0)