Add skew and kurtosis operations #740
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nikhilsimha
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Apr 9, 2024
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Solid PR! |
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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
Checklist
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