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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 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; } }




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