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/*
 * 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 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 = 4763990447117157611L; /** 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; } }




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