Haskell DSP LibrarySource codeParentContentsIndex
Numeric.Statistics.Moment
Portability portable
Stability experimental
Maintainer m.p.donadio@ieee.org
Description

Simple module for computing the various moments of a list

Reference: Ross, NRiC

Synopsis
mean :: (Fractional a) => [a] -> a
var :: (Fractional a) => [a] -> a
stddev :: (RealFloat a) => [a] -> a
avgdev :: (RealFloat a) => [a] -> a
skew :: (RealFloat a) => [a] -> a
kurtosis :: (RealFloat a) => [a] -> a
Documentation
mean :: (Fractional a) => [a] -> a

Compute the mean of a list

Mean(X) = 1/N sum(i=1..N) x_i 
var :: (Fractional a) => [a] -> a

Compute the variance of a list

Var(X) = sigma^2
       = 1/N-1 sum(i=1..N) (x_i-mu)^2 
stddev :: (RealFloat a) => [a] -> a

Compute the standard deviation of a list

 StdDev(X) = sigma = sqrt (Var(X)) 
avgdev :: (RealFloat a) => [a] -> a

Compute the average deviation of a list

 AvgDev(X) = 1/N sum(i=1..N) |x_i-mu| 
skew :: (RealFloat a) => [a] -> a

Compute the skew of a list

 Skew(X) = 1/N sum(i=1..N) ((x_i-mu)/sigma)^3 
kurtosis :: (RealFloat a) => [a] -> a

Compute the kurtosis of a list

 Kurt(X) = ( 1/N sum(i=1..N) ((x_i-mu)/sigma)^4 ) - 3
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