time-to-botec

Benchmark sampling in different programming languages
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skewness.js (1604B)


      1 /**
      2 * @license Apache-2.0
      3 *
      4 * Copyright (c) 2018 The Stdlib Authors.
      5 *
      6 * Licensed under the Apache License, Version 2.0 (the "License");
      7 * you may not use this file except in compliance with the License.
      8 * You may obtain a copy of the License at
      9 *
     10 *    http://www.apache.org/licenses/LICENSE-2.0
     11 *
     12 * Unless required by applicable law or agreed to in writing, software
     13 * distributed under the License is distributed on an "AS IS" BASIS,
     14 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
     15 * See the License for the specific language governing permissions and
     16 * limitations under the License.
     17 */
     18 
     19 'use strict';
     20 
     21 // MODULES //
     22 
     23 var isnan = require( '@stdlib/math/base/assert/is-nan' );
     24 var variance = require( './../../../../../base/dists/chi/variance' );
     25 var mean = require( './../../../../../base/dists/chi/mean' );
     26 var sqrt = require( '@stdlib/math/base/special/sqrt' );
     27 
     28 
     29 // MAIN //
     30 
     31 /**
     32 * Returns the skewness of a chi distribution.
     33 *
     34 * @param {PositiveNumber} k - degrees of freedom
     35 * @returns {PositiveNumber} skewness
     36 *
     37 * @example
     38 * var v = skewness( 9.0 );
     39 * // returns ~0.252
     40 *
     41 * @example
     42 * var v = skewness( 1.0 );
     43 * // returns ~0.995
     44 *
     45 * @example
     46 * var v = skewness( -0.2 );
     47 * // returns NaN
     48 *
     49 * @example
     50 * var v = skewness( NaN );
     51 * // returns NaN
     52 */
     53 function skewness( k ) {
     54 	var sigma3;
     55 	var sigma2;
     56 	var sigma;
     57 	var mu;
     58 	if ( isnan( k ) || k <= 0.0 ) {
     59 		return NaN;
     60 	}
     61 	mu = mean( k );
     62 	sigma = sqrt( variance( k ) );
     63 	sigma2 = sigma * sigma;
     64 	sigma3 = sigma2 * sigma;
     65 	return ( mu / sigma3 ) * ( 1.0 - ( 2.0*sigma2 ) );
     66 }
     67 
     68 
     69 // EXPORTS //
     70 
     71 module.exports = skewness;