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Add skew and kurtosis operations

Open jbrooks-stripe opened this issue 10 months ago • 1 comments

Summary

Adds operations for skew and kurtosis.

The implementation uses the same Welford/Knuth approach as the variance operation. https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Higher-order_statistics

I have the operations set as non-deletable as the reversals weren't straightforward (variance is also set this way).

Why / Goal

We have existing features in our previous feature store which rely on these statistics.

Test Plan

  • [x] Added Unit Tests
  • [x] Covered by existing CI
  • [x] Integration tested

Checklist

  • [x] Documentation update

Reviewers

jbrooks-stripe avatar Apr 09 '24 02:04 jbrooks-stripe