QLNet.GeneralStatistics.kurtosis C# (CSharp) Метод

kurtosis() публичный Метод

public kurtosis ( ) : double
Результат double
        public double kurtosis()
        {
            if (kurtosis_ == null) {
                int N = samples();
                if (!(N > 3)) throw new ApplicationException("sample number <=3, unsufficient");

                double x = expectationValue(y => Math.Pow(y.Key * y.Value - mean(), 4), y => true).Key;
                double sigma2 = variance();

                double c1 = (N / (N - 1.0)) * (N / (N - 2.0)) * ((N + 1.0) / (N - 3.0));
                double c2 = 3.0 * ((N - 1.0) / (N - 2.0)) * ((N - 1.0) / (N - 3.0));

                kurtosis_ = c1 * (x / (sigma2 * sigma2)) - c2;
            }
            return kurtosis_.GetValueOrDefault();
        }