MOMENT

The MOMENT function computes the mean, variance, skewness, and kurtosis of a sample population contained in an n-element vector X. When x = (x₀, x₁, x₂, ..., x_n-1), the various moments are defined as follows:

Tip: If you are only computing the mean and variance, you may want to use the RUNNING_STATS function instead, which avoids overflow for large values and also allows you to combine calculations for data sets that do not fit into memory.

This routine is written in the IDL language. Its source code can be found in the file moment.pro in the lib subdirectory of the IDL distribution.

Examples

; Define an n-element sample population:

X = [65, 63, 67, 64, 68, 62, 70, 66, 68, 67, 69, 71, 66, 65, 70]

; Compute the mean, variance, skewness and kurtosis:

result = MOMENT(X)

PRINT, 'Mean: ', result[0] & PRINT, 'Variance: ', result[1] & $

PRINT, 'Skewness: ', result[2] & PRINT, 'Kurtosis: ', result[3]

IDL prints:

Mean: 66.7333

Variance: 7.06667

Skewness: -0.0942851

Kurtosis: -1.18258

Syntax

Result = MOMENT( X [, DIMENSION=value] [, /DOUBLE] [, KURTOSIS=variable] [, MAXMOMENT={1|2|3|4}] [, MDEV=variable] [, MEAN=variable] [, /NAN] [, SDEV=variable] [, SKEWNESS=variable] [, VARIANCE=variable] )

Return Value

A four-element vector containing the mean, variance, skewness, and kurtosis of the input vector. If the vector contains n identical elements, MOMENT computes the mean and variance, and returns the IEEE value NaN for the skewness and kurtosis, which are not defined.

Arguments

X

An n-element integer, single-, or double-precision floating-point vector.

Keywords

DIMENSION

Set this keyword to a scalar indicating the dimension across which to calculate the moment. If this keyword is not present or is zero, then the moment is computed across all dimensions of the input array.

If this keyword is present, then the moment is only calculated only across a single dimension. In this case, the results for the KURTOSIS, MDEV, MEAN, SDEV, SKEWNESS, and VARIANCE keywords will be arrays with one less dimension than the input. The result will be an array where the supplied dimension has been removed, but will have a trailing dimension of 4, with the 4 slices corresponding to the mean, variance, skewness, and kurtosis.

For example, if X has dimensions [L,M,N], and DIMENSION is set to 2, then the Result will have dimensions [L,N,4]. Result[*,*,0] will contain the mean, Result[*,*,1] will contain the variance, etc.

Note: If X only contains one element and DIMENSION=1, then MOMENT returns a Mean equal to X, and NaN for all other output values.

DOUBLE

Set this keyword to force the computation to be done in double-precision arithmetic.

KURTOSIS

Set this keyword to a named variable that will contain the kurtosis of X.

MAXMOMENT

Set this keyword to one of the following values to limit the number of moments calculated. Moments that are not calculated are replaced by the IEEE value NaN in the result array.

1	Calculate only the mean.
2	Calculate the mean and variance.
3	Calculate the mean, variance, and skewness.
4	Calculate the mean, variance, skewness, and kurtosis (the default).

Note: If X only contains one element, the value of the MAXMOMENT keyword is ignored. In this case, MOMENT returns a Mean equal to X, and NaN for all other output values.

MEAN

Set this keyword to a named variable that will contain the mean of X.

MDEV

Set this keyword to a named variable that will contain the mean absolute deviation of X.

NAN

Set this keyword to cause the routine to check for occurrences of the IEEE floating-point values NaN or Infinity in the input data. Elements with the value NaN or Infinity are treated as missing data.

SDEV

Set this keyword to a named variable that will contain the standard deviation of X.

SKEWNESS

Set this keyword to a named variable that will contain the skewness of X.

VARIANCE

Set this keyword to a named variable that will contain the variance of X.

Version History

4.0	Introduced
7.1	Added MAXMOMENT keyword
8.0	Added DIMENSION, KURTOSIS, MEAN, SKEWNESS, VARIANCE keywords
9.0	Allow scalar input to work correctly with DIMENSION=1