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Statistical sampling library for use in virtdata libraries, based on apache commons math 4
There is a newer version: 5.17.0
/*
 * 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.math4.stat.descriptive.moment;

import java.io.Serializable;

import org.apache.commons.math4.exception.NullArgumentException;
import org.apache.commons.math4.util.MathUtils;

/**
 * Computes a statistic related to the Fourth Central Moment.  Specifically,
 * what is computed is the sum of
 * 
 * (x_i - xbar) ^ 4, 
 * 
 * where the x_i are the
 * sample observations and xbar is the sample mean. 
 * 
 * The following recursive updating formula is used: 
 * 
 * Let 

 *  dev = (current obs - previous mean) 
 *  m2 = previous value of {@link SecondMoment} 
 *  m2 = previous value of {@link ThirdMoment} 
 *  n = number of observations (including current obs) 
 * 
 * Then
 * 
 * new value = old value - 4 * (dev/n) * m3 + 6 * (dev/n)^2 * m2 + 

 * [n^2 - 3 * (n-1)] * dev^4 * (n-1) / n^3 
 * 
 * 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. 
 */
class FourthMoment extends ThirdMoment implements Serializable{

    /** Serializable version identifier */
    private static final long serialVersionUID = 20150412L;

    /** fourth moment of values that have been added */
    private double m4;

    /**
     * Create a FourthMoment instance
     */
    FourthMoment() {
        super();
        m4 = Double.NaN;
    }

    /**
     * Copy constructor, creates a new {@code FourthMoment} identical
     * to the {@code original}.
     *
     * @param original the {@code FourthMoment} instance to copy
     * @throws NullArgumentException if original is null
     */
     FourthMoment(FourthMoment original) throws NullArgumentException {
         super();
         copy(original, this);
     }

    /**
     * {@inheritDoc}
     */
     @Override
    public void increment(final double d) {
        if (n < 1) {
            m4 = 0.0;
            m3 = 0.0;
            m2 = 0.0;
            m1 = 0.0;
        }

        double prevM3 = m3;
        double prevM2 = m2;

        super.increment(d);

        double n0 = n;

        m4 = m4 - 4.0 * nDev * prevM3 + 6.0 * nDevSq * prevM2 +
            ((n0 * n0) - 3 * (n0 -1)) * (nDevSq * nDevSq * (n0 - 1) * n0);
    }

    /**
     * {@inheritDoc}
     */
    @Override
    public double getResult() {
        return m4;
    }

    /**
     * {@inheritDoc}
     */
    @Override
    public void clear() {
        super.clear();
        m4 = Double.NaN;
    }

    /**
     * {@inheritDoc}
     */
    @Override
    public FourthMoment copy() {
        FourthMoment result = new FourthMoment();
        // No try-catch or advertised exception because args are guaranteed non-null
        copy(this, result);
        return result;
    }

    /**
     * Copies source to dest.
     * Neither source nor dest can be null.
     *
     * @param source FourthMoment to copy
     * @param dest FourthMoment to copy to
     * @throws NullArgumentException if either source or dest is null
     */
    public static void copy(FourthMoment source, FourthMoment dest)
        throws NullArgumentException {
        MathUtils.checkNotNull(source);
        MathUtils.checkNotNull(dest);
        ThirdMoment.copy(source, dest);
        dest.m4 = source.m4;
    }
}