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finding kurtosis for a dataset with boost

Tags:

c++

boost

I have a vector of data and I want to find the kurtosis of the data set. I wanted to do so with Boost and here is what I have so far (not compilable):

#include <boost/math/distributions.hpp>
using namespace std;

int main()
{
    vector<double> a;
    a.push_back(-1);
    a.push_back(0);
    a.push_back(1);

    cout << "Kurtosis:"<< kurtosis(a) << endl;
    return 0;
}

Why doesn't this work? My compiler gives me the error: "[...]\main.cpp|28|error: 'kurtosis' was not declared in this scope|"

like image 562
BillyJean Avatar asked Mar 05 '13 12:03

BillyJean


1 Answers

For one you were not including the header for kurtosis:

#include <boost/accumulators/statistics/kurtosis.hpp>

Even if you did, as you see it does not work with a straight vector, what you probably want to do is use an accumulator_set and more headers as well.

Here is a minimal example using accumulator_set, this shows a two methods to solve the problem:

#include <boost/math/distributions.hpp>
#include <boost/accumulators/accumulators.hpp>
#include <boost/accumulators/statistics/stats.hpp>
#include <boost/accumulators/statistics/mean.hpp>
#include <boost/accumulators/statistics/variance.hpp>
#include <boost/accumulators/statistics/kurtosis.hpp>
#include <iostream>
#include <vector>

using namespace boost::accumulators;

int main()
{
    accumulator_set<double, stats<tag::mean, tag::kurtosis > > acc;
    accumulator_set<double, stats<tag::mean, tag::kurtosis > > acc2;

    acc(2) ;
    acc(3) ;
    acc(4) ;

    std::cout << mean(acc) << " " << kurtosis(acc) << std::endl ;

    std::vector<double> v1 ;

    v1.push_back(2);
    v1.push_back(3);
    v1.push_back(4);

    acc2 = std::for_each( v1.begin(), v1.end(), acc2 ) ;

    std::cout << mean(acc2) << " " << kurtosis(acc2) << std::endl ;
}

Here is a link to the Accumulators Framework User's Guide. This guide has some nice examples.

This previous thread found a way to use vector, although it is not straight forward at all and I could not get it work.

like image 118
Shafik Yaghmour Avatar answered Oct 14 '22 16:10

Shafik Yaghmour