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My script for calculating the statistical moments of an array in coffeescript
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| moments = (arr, doMedian=false) -> | |
| length = arr.length | |
| sum = arr.reduce (t, s) -> t + s | |
| mean = sum / length | |
| averageDeviation = 0.0 | |
| averageDeviation = 0.0 | |
| standardDeviation = 0.0 | |
| variance = 0.0 | |
| skew = 0.0 | |
| kurtosis = 0.0 | |
| minimum = null | |
| maximum = null | |
| for val in arr | |
| d = val - mean | |
| averageDeviation += Math.abs(d) | |
| d *= d | |
| variance += d | |
| d *= d | |
| skew += d | |
| d *= d | |
| kurtosis += d | |
| if minimum is null or val < minimum | |
| minimum = val | |
| if maximum is null or val > maximum | |
| maximum = val | |
| averageDeviation /= length | |
| variance /= (length - 1) | |
| standardDeviation = Math.sqrt(variance) | |
| if variance > 0.0 | |
| skew /= (length * variance * standardDeviation) | |
| kurtosis = kurtosis/(length * Math.pow(variance, 2)) - 3.0 | |
| retval = { | |
| "sum": sum, | |
| "mean": mean, | |
| "minimum": minimum, | |
| "maximum": maximum, | |
| "averageDeviation": averageDeviation, | |
| "standardDeviation": standardDeviation, | |
| "variance": variance, | |
| "skew": skew, | |
| "kurtosis": kurtosis, | |
| } | |
| # Finding the median requires copying & sorting the array, so we don't | |
| # return it by default. | |
| if doMedian | |
| sortedArr = arr.slice() | |
| sortedArr.sort() | |
| midPoint = Math.floor(length / 2) | |
| # When there is no unique median, take the mean | |
| # of the two closest | |
| if length % 2 == 0 | |
| median = (sortedArr[midPoint] + sortedArr[midPoint-1]) / 2 | |
| else | |
| median = sortedArr[midPoint] | |
| retval.median = median | |
| return retval |
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