moment.txt

来自「数学算法」· 文本 代码 · 共 40 行

procedure MOMENT(DATA:array of real; N:integer;var AVE, ADEV,
                                         SDEV, VAR1, SKEW, CURT:real);
var
    J:integer;  S,P:real;
begin
    If N <= 1 Then
    begin
        ShowMessage('N must be at least 2');
        Exit;
    end;
    S:=0;
    For J:=1 To N do
        S:=S + DATA[J];
    AVE:=S / N;
    ADEV:=0; 
    VAR1:=0; 
    SKEW:=0; 
    CURT:=0; 
    For J:=1 To N do
    begin
        S:=DATA[J] - AVE;
        ADEV:=ADEV + Abs(S);
        P:=S * S;
        VAR1:=VAR1 + P;
        P:=P * S;
        SKEW:=SKEW + P;
        P:=P * S;
        CURT:=CURT + P;
    end; 
    ADEV:=ADEV / N;
    VAR1:=VAR1 / (N - 1);
    SDEV:=Sqrt(VAR1);
    If VAR1 <> 0  Then
    begin
        SKEW:=SKEW / (N * EXP(3*Ln(SDEV)));
        CURT:=CURT / (N * VAR1*VAR1) - 3;
    end 
    Else
        ShowMessage('no skew or kurtosis when zero variance');
end;