shape_of_distribution.hpp File Reference

Distribution shape measurement (skewness and kurtosis) More...

#include <cmath>
#include <cstddef>
#include <functional>
#include <iterator>
#include <stdexcept>
#include <type_traits>
#include "statcpp/basic_statistics.hpp"

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Namespaces
namespace	statcpp

Functions
template<typename Iterator >
double	statcpp::population_skewness (Iterator first, Iterator last)
	Calculate population skewness (Fisher's definition)
template<typename Iterator >
double	statcpp::population_skewness (Iterator first, Iterator last, double precomputed_mean)
	Calculate population skewness with precomputed mean.
template<typename Iterator , typename Projection , typename = std::enable_if_t< std::is_invocable_v<Projection, typename std::iterator_traits<Iterator>::value_type>>>
double	statcpp::population_skewness (Iterator first, Iterator last, Projection proj)
	Calculate population skewness with projection.
template<typename Iterator , typename Projection >
double	statcpp::population_skewness (Iterator first, Iterator last, Projection proj, double precomputed_mean)
	Calculate population skewness with projection and precomputed mean.
template<typename Iterator >
double	statcpp::sample_skewness (Iterator first, Iterator last)
	Calculate sample skewness (bias-corrected version)
template<typename Iterator >
double	statcpp::sample_skewness (Iterator first, Iterator last, double precomputed_mean)
	Calculate sample skewness with precomputed mean.
template<typename Iterator , typename Projection , typename = std::enable_if_t< std::is_invocable_v<Projection, typename std::iterator_traits<Iterator>::value_type>>>
double	statcpp::sample_skewness (Iterator first, Iterator last, Projection proj)
	Calculate sample skewness with projection.
template<typename Iterator , typename Projection >
double	statcpp::sample_skewness (Iterator first, Iterator last, Projection proj, double precomputed_mean)
	Calculate sample skewness with projection and precomputed mean.
template<typename Iterator >
double	statcpp::skewness (Iterator first, Iterator last)
	Calculate skewness (alias for sample_skewness)
template<typename Iterator >
double	statcpp::skewness (Iterator first, Iterator last, double precomputed_mean)
	Calculate skewness (precomputed mean version)
template<typename Iterator , typename Projection , typename = std::enable_if_t< std::is_invocable_v<Projection, typename std::iterator_traits<Iterator>::value_type>>>
double	statcpp::skewness (Iterator first, Iterator last, Projection proj)
	Calculate skewness (projection version)
template<typename Iterator , typename Projection >
double	statcpp::skewness (Iterator first, Iterator last, Projection proj, double precomputed_mean)
	Calculate skewness (projection version, precomputed mean)
template<typename Iterator >
double	statcpp::population_kurtosis (Iterator first, Iterator last)
	Calculate population kurtosis (Excess Kurtosis)
template<typename Iterator >
double	statcpp::population_kurtosis (Iterator first, Iterator last, double precomputed_mean)
	Calculate population kurtosis with precomputed mean.
template<typename Iterator , typename Projection , typename = std::enable_if_t< std::is_invocable_v<Projection, typename std::iterator_traits<Iterator>::value_type>>>
double	statcpp::population_kurtosis (Iterator first, Iterator last, Projection proj)
	Calculate population kurtosis with projection.
template<typename Iterator , typename Projection >
double	statcpp::population_kurtosis (Iterator first, Iterator last, Projection proj, double precomputed_mean)
	Calculate population kurtosis with projection and precomputed mean.
template<typename Iterator >
double	statcpp::sample_kurtosis (Iterator first, Iterator last)
	Calculate sample kurtosis (bias-corrected version)
template<typename Iterator >
double	statcpp::sample_kurtosis (Iterator first, Iterator last, double precomputed_mean)
	Calculate sample kurtosis with precomputed mean.
template<typename Iterator , typename Projection , typename = std::enable_if_t< std::is_invocable_v<Projection, typename std::iterator_traits<Iterator>::value_type>>>
double	statcpp::sample_kurtosis (Iterator first, Iterator last, Projection proj)
	Calculate sample kurtosis with projection.
template<typename Iterator , typename Projection >
double	statcpp::sample_kurtosis (Iterator first, Iterator last, Projection proj, double precomputed_mean)
	Calculate sample kurtosis with projection and precomputed mean.
template<typename Iterator >
double	statcpp::kurtosis (Iterator first, Iterator last)
	Calculate kurtosis (alias for sample_kurtosis)
template<typename Iterator >
double	statcpp::kurtosis (Iterator first, Iterator last, double precomputed_mean)
	Calculate kurtosis (precomputed mean version)
template<typename Iterator , typename Projection , typename = std::enable_if_t< std::is_invocable_v<Projection, typename std::iterator_traits<Iterator>::value_type>>>
double	statcpp::kurtosis (Iterator first, Iterator last, Projection proj)
	Calculate kurtosis (projection version)
template<typename Iterator , typename Projection >
double	statcpp::kurtosis (Iterator first, Iterator last, Projection proj, double precomputed_mean)
	Calculate kurtosis (projection version, precomputed mean)

Detailed Description

Distribution shape measurement (skewness and kurtosis)

This file provides functions to calculate skewness and kurtosis, which are statistics representing the shape of a distribution.

Definition in file shape_of_distribution.hpp.