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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 PI = require( '@stdlib/constants/float64/pi' ); // VARIABLES // var KURTOSIS = -( ( 6.0*PI*PI ) - ( 24.0*PI ) + 16.0 ) / ( (4.0-PI)*(4.0-PI) ); // MAIN // /** * Returns the excess kurtosis of a Rayleigh distribution. * * @param {NonNegativeNumber} sigma - scale parameter * @returns {NonNegativeNumber} excess kurtosis * * @example * var v = kurtosis( 9.0 ); * // returns ~0.245 * * @example * var v = kurtosis( 5.0 ); * // returns ~0.245 * * @example * var v = kurtosis( 3.0 ); * // returns ~0.245 * * @example * var v = kurtosis( -0.2 ); * // returns NaN * * @example * var v = kurtosis( NaN ); * // returns NaN */ function kurtosis( sigma ) { if ( isnan( sigma ) || sigma < 0.0 ) { return NaN; } return KURTOSIS; } // EXPORTS // module.exports = kurtosis;