Numeric.Statistics.Moment
 Portability portable Stability experimental Maintainer m.p.donadio@ieee.org
Description

Simple module for computing the various moments of a list

Reference: Ross, NRiC

Synopsis
 mean :: Fractional a => [a] -> a var :: Fractional a => [a] -> a stddev :: RealFloat a => [a] -> a avgdev :: RealFloat a => [a] -> a skew :: RealFloat a => [a] -> a kurtosis :: RealFloat a => [a] -> a
Documentation
mean :: Fractional a => [a] -> a

Compute the mean of a list

`Mean(X) = 1/N sum(i=1..N) x_i `
var :: Fractional a => [a] -> a

Compute the variance of a list

`Var(X) = sigma^2`
`       = 1/N-1 sum(i=1..N) (x_i-mu)^2 `
stddev :: RealFloat a => [a] -> a

Compute the standard deviation of a list

` StdDev(X) = sigma = sqrt (Var(X)) `
avgdev :: RealFloat a => [a] -> a

Compute the average deviation of a list

` AvgDev(X) = 1/N sum(i=1..N) |x_i-mu| `
skew :: RealFloat a => [a] -> a

Compute the skew of a list

` Skew(X) = 1/N sum(i=1..N) ((x_i-mu)/sigma)^3 `
kurtosis :: RealFloat a => [a] -> a

Compute the kurtosis of a list

` Kurt(X) = ( 1/N sum(i=1..N) ((x_i-mu)/sigma)^4 ) - 3`