Summary statistics based on moments.
Class Summary Class Description FirstMomentComputes the first moment (arithmetic mean). FourthMomentComputes a statistic related to the Fourth Central Moment. GeometricMeanReturns the geometric mean of the available values. KurtosisComputes the Kurtosis of the available values. MeanComputes the arithmetic mean of a set of values. SecondMomentComputes a statistic related to the Second Central Moment. SemiVarianceComputes the semivariance of a set of values with respect to a given cutoff value. SkewnessComputes the skewness of the available values. StandardDeviationComputes the sample standard deviation. ThirdMomentComputes a statistic related to the Third Central Moment. VarianceComputes the variance of the available values. VectorialCovarianceReturns the covariance matrix of the available vectors. VectorialMeanReturns the arithmetic mean of the available vectors.
Enum Summary Enum Description SemiVariance.DirectionThe direction of the semivariance - either upside or downside.