public void KurtosisMatrixTest2()
{
double[][] matrix =
{
new double[] { 1987 },
new double[] { 1987 },
new double[] { 1991 },
new double[] { 1992 },
new double[] { 1992 },
new double[] { 1992 },
new double[] { 1992 },
new double[] { 1993 },
new double[] { 1994 },
new double[] { 1994 },
new double[] { 1995 },
};
double expected = 0.4466489;
{
double[] actual = Tools.Kurtosis(matrix);
Assert.AreEqual(expected, actual[0], 1e-7);
}
{
double actual = Tools.Kurtosis(matrix.GetColumn(0));
Assert.AreEqual(expected, actual, 1e-7);
}
}
public void KurtosisTest()
{
double[] values = { 3.4, 7.1, 1.5, 8.6, 4.9 };
double expected = 1.6572340828415202; // definition used by STATA
double actual = Tools.Kurtosis(values, false) + 3;
Assert.AreEqual(expected, actual);
}
public void KurtosisTest2()
{
Accord.Math.Random.Generator.Seed = 0;
double[] values = Accord.Math.Vector.Random(10000000);
double actual = Tools.Kurtosis(values, true);
Assert.AreEqual(-1.1997826610738631, actual);
}
public void KurtosisTest()
{
double[] values = { 3.4, 7.1, 1.5, 8.6, 4.9 };
double expected = -1.939370186981427;
double actual = Tools.Kurtosis(values);
Assert.AreEqual(expected, actual);
}
