Value | Meaning |
---|---|
online | Similar to Welford's algorithm for updating variance, but adjusted for skewness. Can also put another SkewnessAccumulator of the same type, which uses the parallel algorithm from Terriberry that extends the work of Chan et al. |
naive | Calculates skewness using (E(x^^3) - 3 * mu * sigma ^^ 2 + mu ^^ 3) / (sigma ^^ 3) This algorithm can be numerically unstable. |
twoPass | Calculates skewness by first calculating the mean, then calculating E((x - E(x)) ^^ 3) / (E((x - E(x)) ^^ 2) ^^ 1.5) |
threePass | Calculates skewness by first calculating the mean, then the standard deviation, then calculating E(((x - E(x)) / (E((x - E(x)) ^^ 2) ^^ 0.5)) ^^ 3) |
assumeZeroMean | Calculates skewness assuming the mean of the input is zero. |
hybrid | When slices, slice-like objects, or ranges are the inputs, uses the two-pass algorithm. When an individual data-point is added, uses the online algorithm. |
Skewness algorithms.