[jira] [Commented] (STATISTICS-71) Implementation of Univariate Statistics

["Alex Herbert (Jira)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/STATISTICS-71?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17772551#comment-17772551 ] 

Alex Herbert commented on STATISTICS-71:
----------------------------------------

Added the Skewness and Kurtosis statistics in commit:

27717aacd23507706a77d914289a7051ad8de25e

The updating algorithm for the underlying sum-of-cubed and sum-of-fourth deviations is based on the following paper:
{noformat}
Manca and Marin (2020)
Decomposition of the Sum of Cubes, the Sum Raised to the
Power of Four and Codeviance.
Applied Mathematics, 11, 1013-1020.
{noformat}
[DOI: 10.4236/am.2020.1110067|https://doi.org/10.4236/am.2020.1110067]

Note. The formula provided for combining two sum-of-fourth deviations required a correction. Details of this are in the class javadoc.

When the formula for updating two arbitrary deviations of sizes n1 and n2 is simplified to set n1=1, then the formula reduces to the updating algorithm used in Commons Math.

 

> Implementation of Univariate Statistics
> ---------------------------------------
>
>                 Key: STATISTICS-71
>                 URL: https://issues.apache.org/jira/browse/STATISTICS-71
>             Project: Commons Statistics
>          Issue Type: Task
>          Components: descriptive
>            Reporter: Anirudh Joshi
>            Assignee: Anirudh Joshi
>            Priority: Minor
>              Labels: gsoc, gsoc2023
>
> Jira ticket to track the implementation of the Univariate statistics required for the updated SummaryStatistics API. 
> The implementation would be "storeless". It should be used for calculating statistics that can be computed in one pass through the data without storing the sample values.
> Currently I have the definition of API as (this might evolve as I continue working)
> {code:java}
> public interface DoubleStorelessUnivariateStatistic extends DoubleSupplier {
>     DoubleStorelessUnivariateStatistic add(double v);
>     long getCount();
>     void combine(DoubleStorelessUnivariateStatistic other);
> } {code}
>  



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