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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 Third Central Moment.  Specifically,
 * what is computed is the sum of cubed deviations from the sample mean.
 * 

* The following recursive updating formula is used:

*

* Let

    *
  • dev = (current obs - previous mean)
  • *
  • m2 = previous value of {@link SecondMoment}
  • *
  • n = number of observations (including current obs)
  • *
* Then

*

* new value = old value - 3 * (dev/n) * m2 + (n-1) * (n -2) * (dev^3/n^2)

*

* 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 ThirdMoment extends SecondMoment implements Serializable { /** Serializable version identifier */ private static final long serialVersionUID = -7818711964045118679L; /** third moment of values that have been added */ protected double m3; /** * Square of deviation of most recently added value from previous first * moment, normalized by previous sample size. Retained to prevent * repeated computation in higher order moments. nDevSq = nDev * nDev. */ protected double nDevSq; /** * Create a FourthMoment instance */ ThirdMoment() { super(); m3 = Double.NaN; nDevSq = Double.NaN; } /** * Copy constructor, creates a new {@code ThirdMoment} identical * to the {@code original} * * @param original the {@code ThirdMoment} instance to copy * @throws NullArgumentException if orginal is null */ ThirdMoment(ThirdMoment original) throws NullArgumentException { copy(original, this); } /** * {@inheritDoc} */ @Override public void increment(final double d) { if (n < 1) { m3 = m2 = m1 = 0.0; } double prevM2 = m2; super.increment(d); nDevSq = nDev * nDev; double n0 = n; m3 = m3 - 3.0 * nDev * prevM2 + (n0 - 1) * (n0 - 2) * nDevSq * dev; } /** * {@inheritDoc} */ @Override public double getResult() { return m3; } /** * {@inheritDoc} */ @Override public void clear() { super.clear(); m3 = Double.NaN; nDevSq = Double.NaN; } /** * {@inheritDoc} */ @Override public ThirdMoment copy() { ThirdMoment result = new ThirdMoment(); // 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 ThirdMoment to copy * @param dest ThirdMoment to copy to * @throws NullArgumentException if either source or dest is null */ public static void copy(ThirdMoment source, ThirdMoment dest) throws NullArgumentException { MathUtils.checkNotNull(source); MathUtils.checkNotNull(dest); SecondMoment.copy(source, dest); dest.m3 = source.m3; dest.nDevSq = source.nDevSq; } }




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