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The Apache Commons Math project is a library of lightweight, self-contained mathematics and statistics components addressing the most common practical problems not immediately available in the Java programming language or commons-lang.
/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.commons.math3.stat.descriptive.moment;
import java.io.Serializable;
import org.apache.commons.math3.exception.NullArgumentException;
import org.apache.commons.math3.util.MathUtils;
/**
* Computes a statistic related to the Second Central Moment. Specifically,
* what is computed is the sum of squared deviations from the sample mean.
*
* The following recursive updating formula is used:
*
* Let
* - dev = (current obs - previous mean)
* - n = number of observations (including current obs)
*
* Then
*
* new value = old value + dev^2 * (n -1) / n.
*
* Returns Double.NaN if no data values have been added and
* returns 0 if there is just one value in the data set.
* Note that Double.NaN may also be returned if the input includes NaN
* and / or infinite values.
*
* Note that this implementation is not synchronized. If
* multiple threads access an instance of this class concurrently, and at least
* one of the threads invokes the increment() or
* clear() method, it must be synchronized externally.
*
*/
public class SecondMoment extends FirstMoment implements Serializable {
/** Serializable version identifier */
private static final long serialVersionUID = 3942403127395076445L;
/** second moment of values that have been added */
protected double m2;
/**
* Create a SecondMoment instance
*/
public SecondMoment() {
super();
m2 = Double.NaN;
}
/**
* Copy constructor, creates a new {@code SecondMoment} identical
* to the {@code original}
*
* @param original the {@code SecondMoment} instance to copy
* @throws NullArgumentException if original is null
*/
public SecondMoment(SecondMoment original)
throws NullArgumentException {
super(original);
this.m2 = original.m2;
}
/**
* {@inheritDoc}
*/
@Override
public void increment(final double d) {
if (n < 1) {
m1 = m2 = 0.0;
}
super.increment(d);
m2 += ((double) n - 1) * dev * nDev;
}
/**
* {@inheritDoc}
*/
@Override
public void clear() {
super.clear();
m2 = Double.NaN;
}
/**
* {@inheritDoc}
*/
@Override
public double getResult() {
return m2;
}
/**
* {@inheritDoc}
*/
@Override
public SecondMoment copy() {
SecondMoment result = new SecondMoment();
// no try-catch or advertised NAE because args are guaranteed non-null
copy(this, result);
return result;
}
/**
* Copies source to dest.
* Neither source nor dest can be null.
*
* @param source SecondMoment to copy
* @param dest SecondMoment to copy to
* @throws NullArgumentException if either source or dest is null
*/
public static void copy(SecondMoment source, SecondMoment dest)
throws NullArgumentException {
MathUtils.checkNotNull(source);
MathUtils.checkNotNull(dest);
FirstMoment.copy(source, dest);
dest.m2 = source.m2;
}
}