nag_stat_summary_freq (g01ad) calculates the mean, standard deviation and coefficients of skewness and kurtosis for data grouped in a frequency distribution.

Syntax

[xmean, s2, s3, s4, n, ifail] = g01ad(x, ifreq, 'k', k)

[xmean, s2, s3, s4, n, ifail] = nag_stat_summary_freq(x, ifreq, 'k', k)

Description

The input data consist of a univariate frequency distribution, denoted by

f_{i}

, for

i = 1, 2, \dots, k - 1

, and the boundary values of the classes

x_{i}

, for

i = 1, 2, \dots, k

. Thus the frequency associated with the interval

(x_{i}, x_{i + 1})

f_{i}

, and nag_stat_summary_freq (g01ad) assumes that all the values in this interval are concentrated at the point

y_{i} = (x_{i + 1} + x_{i}) / 2, i = 1, 2, \dots, k - 1 .

The following quantities are calculated:

(a)

total frequency,

n = \sum_{i = 1}^{k - 1} f_{i} .

(b)

mean,

\bar{y} = \frac{\sum_{i = 1}^{k - 1} f_{i} y_{i}}{n} .

(c)

standard deviation,

s_{2} = \sqrt{\frac{\sum_{i = 1}^{k - 1} f_{i} {(y_{i} - \bar{y})}^{2}}{(n - 1)}}, n \geq 2 .

(d)

coefficient of skewness,

s_{3} = \frac{\sum_{i = 1}^{k - 1} f_{i} {(y_{i} - \bar{y})}^{3}}{(n - 1) \times s_{2}^{3}}, n \geq 2 .

(e)

coefficient of kurtosis,

s_{4} = \frac{\sum_{i = 1}^{k - 1} f_{i} {(y_{i} - \bar{y})}^{4}}{(n - 1) \times s_{2}^{4}} - 3, n \geq 2 .

The function has been developed primarily for groupings of a continuous variable. If, however, the function is to be used on the frequency distribution of a discrete variable, taking the values

y_{1}, \dots, y_{k - 1}

, then the boundary values for the classes may be defined as follows:

(i)

for

k > 2

\begin{array}{l} x_{1} = (3 y_{1} - y_{2}) / 2 \\ x_{j} = (y_{j - 1} + y_{j}) / 2, & j = 2, \dots, k - 1 \\ x_{k} = (3 y_{k - 1} - y_{k - 2}) / 2 \end{array}

(ii)

for

k = 2

x_{1} = y_{1} - a and x_{2} = y_{1} + a for any ​ a > 0 .

References

None.

Parameters

Compulsory Input Parameters

1: $x (k)$ – double array

The elements of x must contain the boundary values of the classes in ascending order, so that class

i

is bounded by the values in

x (i)

and

x (i + 1)

, for

i = 1, 2, \dots, k - 1

Constraint:

x (i) < x (i + 1)

, for

i = 1, 2, \dots, k - 1

2: $ifreq (k)$ – int64int32nag_int array

The

i

th element of ifreq must contain the frequency associated with the

i

th class, for

i = 1, 2, \dots, k - 1

ifreq (k)

is not used by the function.

Constraints:

$ifreq (i) \geq 0$ , for $i = 1, 2, \dots, k - 1$ ;
$\sum_{i = 1}^{k - 1} ifreq (i) > 0$ .

Optional Input Parameters

1: $k$ – int64int32nag_int scalar: Default: the dimension of the arrays x, ifreq. (An error is raised if these dimensions are not equal.)
$k$ , the number of class boundaries, which is one more than the number of classes of the frequency distribution.

Constraint: $k > 1$ .

Output Parameters

1: $xmean$ – double scalar: The mean value, $\bar{y}$ .
2: $s2$ – double scalar: The standard deviation, $s_{2}$ .
3: $s3$ – double scalar: The coefficient of skewness, $s_{3}$ .
4: $s4$ – double scalar: The coefficient of kurtosis, $s_{4}$ .
5: $n$ – int64int32nag_int scalar: The total frequency, $n$ .
6: $ifail$ – int64int32nag_int scalar: $ifail = 0$ unless the function detects an error (see Error Indicators and Warnings).

Error Indicators and Warnings

Errors or warnings detected by the function:

Cases prefixed with W are classified as warnings and do not generate an error of type NAG:error_n. See nag_issue_warnings.

$ifail = 1$

On entry,

k \leq 1

$ifail = 2$

On entry,

the boundary values of the classes in x are not in ascending order.

$ifail = 3$

On entry,

\sum_{i = 1}^{k - 1} ifreq (i) = 0

ifreq (i) < 0

for some

i

, for

i = 1, 2, \dots, k - 1

W $ifail = 4$: The total frequency, $n$ , is less than $2$ , hence the quantities $s_{2}$ , $s_{3}$ and $s_{4}$ cannot be calculated.

$ifail = - 99$: An unexpected error has been triggered by this routine. Please contact NAG.

$ifail = - 399$: Your licence key may have expired or may not have been installed correctly.

$ifail = - 999$: Dynamic memory allocation failed.

Accuracy

The method used is believed to be stable.

Further Comments

The time taken by nag_stat_summary_freq (g01ad) increases linearly with

k

Example

In the example program, NPROB determines the number of sets of data to be analysed. For each analysis, the boundary values of the classes and the frequencies are read. After nag_stat_summary_freq (g01ad) has been successfully called, the input data and calculated quantities are printed. In the example, there is one set of data, with

14

classes.

Open in the MATLAB editor: g01ad_example

function g01ad_example


fprintf('g01ad example results\n\n');

x     = [  9.3     12     14     16     18  ...
          20       22     24     26     28  ...
          30       32     34     36     39.7];
ifreq = [  3       19     52     96    121  ...
         115       86     70     49     31  ...
          16        6      8      7      0];
ifreq = int64(ifreq);

[xmean, s2, s3, s4, n, ifail] = g01ad( ...
				       x, ifreq);

fprintf('Number of classes %7d\n\n',size(x,2)-1);

fprintf('%14s%20s\n', 'Class', 'Frequency');
fprintf('%9.2f%9.2f%15d\n',[x(1:end-1);x(2:end);ifreq(1:end-1)]);
fprintf('\n');
fprintf('Mean               %10.4f\n',xmean);
fprintf('Std devn           %10.4f\n',s2);
fprintf('Skewness           %10.4f\n',s3);
fprintf('Kurtosis           %10.4f\n',s4);
fprintf('Number of cases    %5d\n',n);

g01ad example results

Number of classes      14

         Class           Frequency
     9.00    12.00              3
    12.00    14.00             19
    14.00    16.00             52
    16.00    18.00             96
    18.00    20.00            121
    20.00    22.00            115
    22.00    24.00             86
    24.00    26.00             70
    26.00    28.00             49
    28.00    30.00             31
    30.00    32.00             16
    32.00    34.00              6
    34.00    36.00              8
    36.00    40.00              7

Mean                  21.4932
Std devn               4.9325
Skewness               0.7072
Kurtosis               0.5738
Number of cases      679

PDF version (NAG web site, 64-bit version, 64-bit version)

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Chapter Introduction

NAG Toolbox