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Fix formula for computing kurtosis (provided by

machinelearning.ru)
pull/68/head
Artyom Baranovskiy 14 years ago
parent
commit
52806e4450
  1. 6
      src/Numerics/Statistics/DescriptiveStatistics.cs

6
src/Numerics/Statistics/DescriptiveStatistics.cs

@ -357,10 +357,8 @@ namespace MathNet.Numerics.Statistics
if (n > 3)
{
Kurtosis = (((double)n * (n + 1))
/ ((n - 1) * (n - 2) * (n - 3))
* (kurtosis / (Variance * Variance)))
- ((3.0 * (n - 1) * (n - 1)) / ((n - 2) * (n - 3)));
Kurtosis = ((double)n * n - 1) / ((n - 2) * (n - 3))
* (n * kurtosis / (variance * variance) - 3 + 6.0 / (n + 1));
}
}
}

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