Class Kurtosis

java.lang.Object

smile.ica.Kurtosis

All Implemented Interfaces:

Serializable, DifferentiableFunction, Function

public class Kurtosis
extends Object
implements DifferentiableFunction, Serializable

The kurtosis of the probability density function of a signal. Note that kurtosis is very sensitive to outliers.

The function is G(u) = u⁴/4.

See Also:

• Serialized Form

Field Summary

Fields inherited from interface DifferentiableFunction

logger

Constructor Summary

Constructors

Constructor	Description
Kurtosis()	Constructor.

Method Summary

Modifier and Type	Method	Description
double	f(double x)	Computes the value of the function at x.
double	g(double x)	Computes the gradient/derivative at x.
double	g2(double x)	Compute the second-order derivative at x.
String	toString()

Methods inherited from class Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface DifferentiableFunction

root

Methods inherited from interface Function

apply, inv

Constructor Details

Kurtosis

public Kurtosis()

Constructor.

Method Details

f

public double f(double x)

Description copied from interface: Function

Computes the value of the function at x.

Specified by:

f in interface Function

Parameters:

x - a real number.

Returns:

the function value.

g

public double g(double x)

Description copied from interface: DifferentiableFunction

Computes the gradient/derivative at x.

Specified by:

g in interface DifferentiableFunction

Parameters:

x - a real number.

Returns:

the derivative.

g2

public double g2(double x)

Description copied from interface: DifferentiableFunction

Compute the second-order derivative at x.

Specified by:

g2 in interface DifferentiableFunction

Parameters:

x - a real number.

Returns:

the second-order derivative.

toString

public String toString()

Overrides:

toString in class Object