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@stdlib/stats

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Standard library statistical functions.

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/** * @license Apache-2.0 * * Copyright (c) 2018 The Stdlib Authors. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ 'use strict'; // MODULES // var isnan = require( '@stdlib/math/base/assert/is-nan' ); var beta = require( '@stdlib/math/base/special/beta' ); var pow = require( '@stdlib/math/base/special/pow' ); // MAIN // /** * Returns the skewness of a Kumaraswamy's double bounded distribution. * * @param {PositiveNumber} a - first shape parameter * @param {PositiveNumber} b - second shape parameter * @returns {number} skewness * * @example * var v = skewness( 0.5, 1.0 ); * // returns ~0.639 * * @example * var v = skewness( 4.0, 12.0 ); * // returns ~-0.201 * * @example * var v = skewness( 12.0, 2.0 ); * // returns ~-1.2 * * @example * var v = skewness( 1.0, -0.1 ); * // returns NaN * * @example * var v = skewness( -0.1, 1.0 ); * // returns NaN * * @example * var v = skewness( 2.0, NaN ); * // returns NaN * * @example * var v = skewness( NaN, 2.0 ); * // returns NaN */ function skewness( a, b ) { var sigma2; var m1; var m2; var m3; if ( isnan( a ) || a <= 0.0 || isnan( b ) || b <= 0.0 ) { return NaN; } m1 = b * beta( 1.0 + ( 1.0/a ), b ); m2 = b * beta( 1.0 + ( 2.0/a ), b ); m3 = b * beta( 1.0 + ( 3.0/a ), b ); sigma2 = m2 - ( m1*m1 ); return ( m3 - ( 3.0*m1*sigma2 ) - ( m1*m1*m1 ) ) / pow( sigma2, 1.5 ); } // EXPORTS // module.exports = skewness;