Diffpack Documentation

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Moments Class Reference

estimation of the 1st-4th moment of a random variable. More...

#include <empirstat.h>

Inheritance diagram for Moments::

List of all members.

Public Methods
	Moments ()
	~Moments ()
void	init ()
void	update (real random_variable)
void	printResults (Os os)
void	intermediateResults (Os os)
real	getSkewness ()
real	getKurtosis ()
Protected Methods
void	estimator ()
Protected Attributes
real	zm3
real	zm4
real	skew
real	kurt

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Detailed Description

estimation of the 1st-4th moment of a random variable.

NAME: Moments - estimation of the 1st-4th moment of a random variable

DESCRIPTION:

The class offers estimators for the first to fourth moments of a random variable. The class offers functions for updating statistics and printing of intermediate results during sampling as well as functions for returning the calculated statistical quanities. Only functionality for estimating the skewness and the kurtosis are explicitly implemeted; estimation of the expectation and variance is inherited from class "ExpecVar."

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Constructor & Destructor Documentation

Moments::Moments ( ) [inline]

Moments::~Moments ( )

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Member Function Documentation

void Moments::estimator ( ) [protected]

Reimplemented from ExpecVar.

real Moments::getKurtosis ( ) [inline]

returns the current value of kurtosis.

real Moments::getSkewness ( ) [inline]

returns the current value of skewness.

void Moments::init ( )

resets and initializes internal data structures. Reimplemented from ExpecVar.

void Moments::intermediateResults ( Os os )

prints the curent expectation and standard deviation values. Reimplemented from ExpecVar.

void Moments::printResults ( Os os )

same as "intermediateResults". Reimplemented from ExpecVar.

void Moments::update ( real random_variable )

adds a new sample to the estimators. Reimplemented from ExpecVar.

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Member Data Documentation

real Moments::kurt [protected]

real Moments::skew [protected]

real Moments::zm3 [protected]

real Moments::zm4 [protected]

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The documentation for this class was generated from the following file:

• empirstat.h

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