public static double sumOfPowerOfDeviations(double[] data, int k, double c) {
double sum = 0;
for (int i = 0; i < data.length; i++) {
sum += Math.pow(data[i] - c, k);
}
return sum;
}
public static double skew(double[] data) {
double sum = 0;
double sumPD = 0;
double sumSq = 0;
for (int i = 0; i < data.length; i++) {
sum += data[i];
sumSq += data[i] * data[i];
}
double mean = sum / data.length;
double standardDeviation = Math.sqrt((sumSq - mean * sum) / data.length);
for (int i = 0; i < data.length; i++) {
sumPD += Math.pow(data[i] - mean, 3);
}
double moment3 = sumPD / data.length;
return moment3 / (standardDeviation * standardDeviation * standardDeviation);
}
public static double kurtosis(double[] data) {
double sum = 0;
double sumPD = 0;
double sumSq = 0;
for (int i = 0; i < data.length; i++) {
sum += data[i];
sumSq += data[i] * data[i];
}
double mean = sum / data.length;
double standardDeviation = Math.sqrt((--sumSq - mean * sum) / data.length);
for (int i = 0; i < data.length; i++) {
sumPD += Math.pow(data[i] - mean, 4);
}
double moment4 = sumPD / data.length;
return -3
+ moment4 / (standardDeviation * standardDeviation * standardDeviation * standardDeviation);
}
public static double[] power(double[] data, int k) {
for (int i = 0; i < data.length; i++) {
data[i] = Math.pow(data[i], k);
}
return data;
}
public static double geometricPdf(int k, double p) {
return p * Math.pow(1 - p, k);
}