[RDF] Add Skewness and Kurtosis actions to RDataFrame using Welford's algorithm #20517
+289
−32
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This Pull Request:
Adds
.Skewness()and.Kurtosis()actions to RDataFrame.Motivation
In high-energy physics, looking beyond the mean and standard deviation is usually critical.
But currently it requires users to either bin data into
TH1(losing precision) or write manual loops. This action allows for exact calculation in a single pass.Implementation Details
I used Welford's Online Algorithm, which allows us to calculate mean, variance, skewness, and kurtosis simultaneously in one pass. This is numerically stable and fits the RDataFrame parallel map-reduce pattern.
ROOT::RVec.However, benchmarks on my local machine (M3, Clang -O3) showed that the compiler auto-vectorizes the scalar Welford loop very effectively, so i went for the scalar implementationChanges or fixes:
SkewnessHelperandKurtosisHelperintree/dataframe/inc/ROOT/RDF/ActionHelpers.hxx..Skewness()and.Kurtosis()intree/dataframe/inc/ROOT/RDF/RInterface.hxx.tree/dataframe/inc/ROOT/RDF/InterfaceUtils.hxx.Checklist: