Numo::NArray (SFloat, DFloatのために) にmoment, skew, kurtosisメソッドを追加する

statistics_plus.rb

#
#
#
require 'numo/narray'


module Numo
  module StatisticsPlus

    def sigma
      stddev
    end

    def moment( n )
      mu     = mean
      sgm    = sigma
      sgm_p2 = sgm*sgm

      ret = if 1 == n
              mu
            elsif 2 == n
              sgm_p2
            elsif n > 2
              _ret = 0.0
              sz   = self.size
              (0...sz).each do |_i|
                v = self[_i]
                # _tmp = ((v.to_f-mu)**n)/sz
                _tmp  = ((v.to_f-mu)**n)
                _ret += _tmp
              end
              _ret /= sz
              _ret
            else
              raise "Strange degree: #{n}"
            end

      ret
    end

    def skew
      mu_3 = moment(3)
      sgm  = sigma**3
      ret  = mu_3/sgm
      ret
    end

    def kurtosis(definition: 0)
      mu_4 = moment(4)
      mu_2 = moment(2)

      _beta_2 = mu_4/(mu_2**2)
      if 0 == definition
        _beta_2 -= 3.0
      end

      ret = _beta_2
      ret
    end


  end
end

module Numo
  class NArray
    include StatisticsPlus
  end
  #class SFloat
  #  include StatisticsPlus
  #end
  #class DFloat
  #  include StatisticsPlus
  #end
end


####