The OpenD Programming Language

SkewnessAlgo

Skewness algorithms.

Values

ValueMeaning
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.

See Also

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