CNMoments -- Moments Evaluation

SYNOPSIS

#include <CNCL/Moments.h>

TYPE

CN_MOMENTS

BASE CLASSES

CNStatistics

DERIVED CLASSES

None

RELATED CLASSES

CNMomentsTime CNConfidence

DESCRIPTION

The CNMoments class yields the moments of an input sequence:

• mean,
• variance and relative variance (squared coefficient of variation),
• 2nd and 3rd zero moment,
• 3rd central moment,
• deviation and relative deviation (coefficient of variation),
• skewness.

Constructors:

CNMoments(CNParam *param)

CNMoments(const char* aName = NIL, const char* aDescription = NIL);

Initializes a CNMoments evaluation. Optionally, you can specify aName and aDescription of the statistical evaluator. with new_name as name of evaluation.

In addition to the member functions required by CNCL and CNStatistics, CNMoments provides:

virtual void put( double x_i, double w_i);

Input of a weighted value x_i for statistical evaluation. If no weight w_i is specified, 1.0 is used as a default value.

virtual double mean() const;

Returns mean of the input values.

double variance() const;

Returns variance.

double M_2() const;

Returns 2nd moment.

double M_3() const;

Returns 3rd moment.

double Z_3() const;

Returns 3rd central moment.

double skewness() const;

Returns skewness.

double relative_variance() const;

Returns relative variance (squared coefficient of variation).

double relative_deviation() const;

Returns relative deviation (coefficient of variation).

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