Statistics.Moment Function

Moments.

Pascal

function Moment(const X: TVec; AMean: double; const AOrder: Integer): double;

File

Statistics

Parameters

Parameters	Description
X	Data. An exception is raised if X vector is complex.
AMean	A mean value of all X vector elements.
AOrder	Defines the order of central moment.

Returns

the AOrder-th central moment of all X vector elements.

Example

Calculate the fourth moment (related to Kurtosis)

Uses MtxExpr, Statistics, Math387;
procedure Example;
var a: Vector;
  AMean,
  M4 : double;
begin
  a.SetIt(false,[1, 2, 7, 8]);
  AMean := a.Mean;
  M4 := Moment(a,AMean,4); // M4 = 94.5625
end;

#include "MtxExpr.hpp"
#include "Statistics.hpp"
void __fastcall Example()
{
  sVector a;
  a.SetIt(false, OPENARRAY(double,(1, 2, 7, 8)));
  double amean = a.Mean();
  double m4 = Moment(a,amean,4);
  // m4 = 94.5625
}

Statistics, Functions, Example

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