kurtosis.hpp

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/*
 * eDSP, A cross-platform Digital Signal Processing library written in modern C++.
 * Copyright (C) 2018 Mohammed Boujemaoui Boulaghmoudi, All rights reserved.
 *
 * This program is free software: you can redistribute it and/or modify it
 * under the terms of the GNU General Public License as published by the Free
 * Software Foundation, either version 3 of the License, or (at your option)
 * any later version.
 *
 * This program is distributed in the hope that it will be useful, but WITHOUT
 * ANY WARRANTY; without even the implied warranty of  MERCHANTABILITY or
 * FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for
 * more details.
 *
 * You should have received a copy of the GNU General Public License along width
 * this program.  If not, see <http://www.gnu.org/licenses/>
 *
 * File: kurtosis.hpp
 * Author: Mohammed Boujemaoui
 * Date: 2018-06-13
 */
#ifndef EDSP_STATISTICAL_KURTOSIS_HPP
#define EDSP_STATISTICAL_KURTOSIS_HPP

#include <edsp/statistics/moment.hpp>
#include <edsp/meta/iterator.hpp>
#include <cmath>

namespace edsp { namespace statistics {

    template <typename ForwardIt>
    constexpr meta::value_type_t<ForwardIt> kurtosis(ForwardIt first, ForwardIt last) {
        const auto m  = mean(first, last);
        const auto m4 = moment<4>(first, last, m);
        const auto m2 = moment<2>(first, last, m);
        return m4 / (m2 * m2);
    }

}} // namespace edsp::statistics

#endif //EDSP_STATISTICAL_KURTOSIS_HPP