C++

gistfile1.txt

float mean(const vector<float> &src)
{
	float m = 0;
	float size = static_cast<float>(src.size());

	for (size_t i = 0; i < src.size(); i++)
		m += src[i];

	m /= size;

	return m;
}

float standard_deviation(const vector<float> &src)
{
	float m = mean(src);
	float size = static_cast<float>(src.size());

	float sq_diff = 0;

	for (size_t i = 0; i < src.size(); i++)
	{
		float diff = src[i] - m;
		sq_diff += diff*diff;
	}

	sq_diff /= size;

	return sqrtf(sq_diff);
}

float variance(const vector<float> &src)
{
	float s = standard_deviation(src);
	
	return s*s;
}

// https://www.itl.nist.gov/div898/handbook/eda/section3/eda35b.htm
float skewness(const vector<float> &src)
{
	float m = mean(src);
	float s = standard_deviation(src);
	float size = static_cast<float>(src.size());

	float cube_diff = 0;

	for (size_t i = 0; i < src.size(); i++)
	{
		float diff = src[i] - m;
		cube_diff += diff*diff*diff;
	}

	cube_diff /= size;
	cube_diff /= s*s*s;

	return cube_diff;
}

// https://www.itl.nist.gov/div898/handbook/eda/section3/eda35b.htm
float kurtosis(const vector<float> &src)
{
	float m = mean(src);
	float s = standard_deviation(src);
	float size = static_cast<float>(src.size());

	float fourth_diff = 0;

	for (size_t i = 0; i < src.size(); i++)
	{
		float diff = src[i] - m;
		fourth_diff += diff*diff*diff*diff;
	}

	fourth_diff /= size;
	fourth_diff /= s*s*s*s;
	
	fourth_diff -= 3.0f;

	return fourth_diff;
}