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31 changes: 29 additions & 2 deletions src/stats.js
Original file line number Diff line number Diff line change
Expand Up @@ -176,14 +176,41 @@ stats.stdev = function(values, f) {
return Math.sqrt(stats.variance(values, f));
};

// Compute the Pearson mode skewness ((median-mean)/stdev) of an array of numbers.
stats.modeskew = function(values, f) {

// DEPRECATED reference to original modeskew function.
stats.modeskew = function(values, f){
return stats.npskew(values, f);
};

// Compute the non-parametric skewness ((mean-med)/stdev) of an array of numbers.
stats.npskew = function(values, f) {
var avg = stats.mean(values, f),
med = stats.median(values, f),
std = stats.stdev(values, f);
return std === 0 ? 0 : (avg - med) / std;
};

//Compute the sample skewness
stats.skew = function(values, f) {
var avg = stats.mean(values, f),
std = stats.stdev(values, f),
sampleFactor,
moment = 0, delta, i, n, c, v;

//compute sample third central moment
for (i=0, c=0, n=values.length; i<n; ++i) {
v = f ? util.$(f)(values[i]) : values[i];
if (util.isValid(v)) {
delta = Math.pow(v - avg, 3) - moment;
moment = moment + delta / (++c);
}
}

//convert to symmetric unbiased estimators
sampleFactor = (n * n) / ((n - 1) * (n - 2));
return std && n > 2 ? sampleFactor * moment / Math.pow(std, 3) : 0;
};

// Find the minimum value in an array.
stats.min = function(values, f) {
return stats.extent(values, f)[0];
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33 changes: 26 additions & 7 deletions test/stats.test.js
Original file line number Diff line number Diff line change
Expand Up @@ -312,20 +312,39 @@ describe('stats', function() {
});
});

describe('modeskew', function() {
describe('npskew', function() {
it('should calculate modeskew values', function() {
assert.equal(stats.modeskew([]), 0);
assert.equal(stats.modeskew([1]), 0);
assert.equal(stats.modeskew([1,3]), 0);
assert.equal(stats.modeskew([1,1,4]), 1/Math.sqrt(3));
assert.equal(stats.npskew([]), 0);
assert.equal(stats.npskew([1]), 0);
assert.equal(stats.npskew([1,3]), 0);
assert.equal(stats.npskew([1,1,4]), 1/Math.sqrt(3));
});

it('should support accessor', function() {
assert.equal(stats.modeskew([{a:1}, {a:2}], 'a'), 0);
assert.equal(stats.modeskew([{a:1}, {a:1} ,{a:4}], 'a'), 1/Math.sqrt(3));
assert.equal(stats.npskew([{a:1}, {a:2}], 'a'), 0);
assert.equal(stats.npskew([{a:1}, {a:1} ,{a:4}], 'a'), 1/Math.sqrt(3));
});
});

describe('skew', function() {
it('should calculate skew values', function() {
assert.equal(stats.skew([]), 0);
assert.equal(stats.skew([1]), 0);
assert.equal(stats.skew([1,3]), 0);
assert.closeTo(Math.sqrt(3), stats.skew([1,1,4]), EPSILON);
});

it('should support accessor', function() {
assert.equal(stats.skew([{a:1}, {a:2}], 'a'), 0);
assert.closeTo(Math.sqrt(3), stats.skew([{a:1}, {a:1} ,{a:4}], 'a'), EPSILON);
});

it('should ignore invalid values', function() {
assert.equal(stats.skew([1,3,NaN]), 0);
});
});


describe('rank', function() {
it('should calculate rank values', function() {
assert.deepEqual([1, 3, 2, 4], stats.rank([3,5,4,6]));
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