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backcall==0.1.0 | ||
cycler==0.10.0 | ||
decorator==4.4.0 | ||
ipython==7.8.0 | ||
ipython-genutils==0.2.0 | ||
jedi==0.15.1 | ||
kiwisolver==1.1.0 | ||
matplotlib==3.1.1 | ||
numpy==1.17.0 | ||
parso==0.5.1 | ||
pexpect==4.7.0 | ||
pickleshare==0.7.5 | ||
prompt-toolkit==2.0.9 | ||
ptyprocess==0.6.0 | ||
Pygments==2.4.2 | ||
pyparsing==2.4.2 | ||
python-dateutil==2.8.0 | ||
scipy==1.3.1 | ||
six==1.12.0 | ||
traitlets==4.3.2 | ||
wcwidth==0.1.7 |
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from numpy import * | ||
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def kurtosis(x, flag=1, dim=None): | ||
# return k | ||
#KURTOSIS Kurtosis. | ||
# K = KURTOSIS(X) returns the sample kurtosis of the values in X. For a | ||
# vector input, K is the fourth central moment of X, divided by fourth | ||
# power of its standard deviation. For a matrix input, K is a row vector | ||
# containing the sample kurtosis of each column of X. For N-D arrays, | ||
# KURTOSIS operates along the first non-singleton dimension. | ||
# | ||
# KURTOSIS(X,0) adjusts the kurtosis for bias. KURTOSIS(X,1) is the same | ||
# as KURTOSIS(X), and does not adjust for bias. | ||
# | ||
# KURTOSIS(X,FLAG,'all') is the kurtosis of all the elements of X. | ||
# | ||
# KURTOSIS(X,FLAG,DIM) takes the kurtosis along dimension DIM of X. | ||
# | ||
# KURTOSIS(X,FLAG,VECDIM) finds the kurtosis of the elements of X based | ||
# on the dimensions specified in the vector VECDIM. | ||
# | ||
# KURTOSIS treats NaNs as missing values, and removes them. | ||
# | ||
# See also MEAN, MOMENT, STD, VAR, SKEWNESS. | ||
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# Copyright 1993-2018 The MathWorks, Inc. | ||
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# Validate flag | ||
if flag not in [0,1]: | ||
raise Exception('stats:trimmean:BadFlagReduction') | ||
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if dim is None: | ||
if x.size == 0: | ||
# The output size for [] is a special case, handle it here. | ||
k = empty(x.shape) | ||
k[:] = nan | ||
return k | ||
else: | ||
# Figure out which dimension nanmean will work along. | ||
# First dimension with length > 1 | ||
try: | ||
dim = [i for i,d in enumerate(x.shape) if d != 1][0] | ||
except IndexError: # all dimensions are length 1 | ||
dim = 0 | ||
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# Center X, compute its fourth and second moments, and compute the | ||
# uncorrected kurtosis. | ||
x0 = x - nanmean(x,dim, keepdims=True) | ||
s2 = nanmean(x0**2,dim, keepdims=True) # this is the biased variance estimator | ||
m4 = nanmean(x0**4,dim, keepdims=True) | ||
k = m4 / s2**2 | ||
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# Bias correct the kurtosis. | ||
if flag == 0: | ||
n = sum(invert(isnan(x)).astype(int), dim, keepdims=True) | ||
n[n<4] = nan # bias correction is not defined for n < 4. | ||
k = ((n+1)*k - 3*(n-1)) * (n-1)/((n-2)*(n-3)) + 3 | ||
return k |
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