Moments

A class to calculate the first five central moments over a sequence of Doubles. Given the first five central moments, we can then calculate metrics like skewness and kurtosis.

m{i} denotes the ith central moment.

This code manually inlines code to make it look like a case class. This is done because we changed the count from a Long to a Double to enable the scale method, which allows exponential decays of moments, but we didn't want to break backwards binary compatibility.

Linear Supertypes

Serializable, Serializable, Product, Equals, AnyRef, Any

Instance Constructors

new Moments(m0: Long, m1: Double, m2: Double, m3: Double, m4: Double)
new Moments(m0D: Double, m1: Double, m2: Double, m3: Double, m4: Double)

Value Members

final def !=(arg0: Any): Boolean

Definition Classes
AnyRef → Any
final def ##(): Int

Definition Classes
AnyRef → Any
final def ==(arg0: Any): Boolean

Definition Classes
AnyRef → Any
final def asInstanceOf[T0]: T0

Definition Classes
Any
def canEqual(that: Any): Boolean

Definition Classes
Moments → Equals
def clone(): AnyRef

Attributes
protected[java.lang]
Definition Classes
AnyRef
Annotations
@throws( ... )
def copy(c0: Long = count, v1: Double = m1, v2: Double = m2, v3: Double = m3, v4: Double = m4): Moments
def count: Long
final def eq(arg0: AnyRef): Boolean

Definition Classes
AnyRef
def equals(that: Any): Boolean

Definition Classes
Moments → Equals → AnyRef → Any
def finalize(): Unit

Attributes
protected[java.lang]
Definition Classes
AnyRef
Annotations
@throws( classOf[java.lang.Throwable] )
final def getClass(): Class[_]

Definition Classes
AnyRef → Any
def hashCode(): Int

Definition Classes
Moments → AnyRef → Any
final def isInstanceOf[T0]: Boolean

Definition Classes
Any
def kurtosis: Double
def m0: Long
val m0D: Double
val m1: Double
val m2: Double
val m3: Double
val m4: Double
def mean: Double
final def ne(arg0: AnyRef): Boolean

Definition Classes
AnyRef
final def notify(): Unit

Definition Classes
AnyRef
final def notifyAll(): Unit

Definition Classes
AnyRef
def productArity: Int

Definition Classes
Moments → Product
def productElement(idx: Int): Any

Definition Classes
Moments → Product
def productIterator: Iterator[Any]

Definition Classes
Product
def productPrefix: String

Definition Classes
Product
def scale(z: Double): Moments

Scale all the moments by a constant.
Scale all the moments by a constant. This allows you to use Moments with exponential decay
def skewness: Double
def stddev: Double
final def synchronized[T0](arg0: ⇒ T0): T0

Definition Classes
AnyRef
def toString(): String

Definition Classes
Moments → AnyRef → Any
def totalWeight: Double
def variance: Double
final def wait(): Unit

Definition Classes
AnyRef
Annotations
@throws( ... )
final def wait(arg0: Long, arg1: Int): Unit

Definition Classes
AnyRef
Annotations
@throws( ... )
final def wait(arg0: Long): Unit

Definition Classes
AnyRef
Annotations
@throws( ... )

Related Docs: object Moments | package algebird

sealed class Moments extends Product with Serializable

Instance Constructors

new Moments(m0: Long, m1: Double, m2: Double, m3: Double, m4: Double)

new Moments(m0D: Double, m1: Double, m2: Double, m3: Double, m4: Double)

Value Members

final def !=(arg0: Any): Boolean

final def ##(): Int

final def ==(arg0: Any): Boolean

final def asInstanceOf[T0]: T0

def canEqual(that: Any): Boolean

def clone(): AnyRef

def copy(c0: Long = count, v1: Double = m1, v2: Double = m2, v3: Double = m3, v4: Double = m4): Moments

def count: Long

final def eq(arg0: AnyRef): Boolean

def equals(that: Any): Boolean

def finalize(): Unit

final def getClass(): Class[_]

def hashCode(): Int

final def isInstanceOf[T0]: Boolean

def kurtosis: Double

def m0: Long

val m0D: Double

val m1: Double

val m2: Double

val m3: Double

val m4: Double

def mean: Double

final def ne(arg0: AnyRef): Boolean

final def notify(): Unit

final def notifyAll(): Unit

def productArity: Int

def productElement(idx: Int): Any

def productIterator: Iterator[Any]

def productPrefix: String

def scale(z: Double): Moments

def skewness: Double

def stddev: Double

final def synchronized[T0](arg0: ⇒ T0): T0

def toString(): String

def totalWeight: Double

def variance: Double

final def wait(): Unit

final def wait(arg0: Long, arg1: Int): Unit

final def wait(arg0: Long): Unit

Inherited from Serializable

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from AnyRef

Inherited from Any

Ungrouped