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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.stat.descriptive.AbstractStorelessUnivariateStatistic;
import org.apache.commons.math3.util.MathUtils;

/**
 * Computes the first moment (arithmetic mean).  Uses the definitional formula:
 * 

* mean = sum(x_i) / n

*

* where n is the number of observations.

*

* To limit numeric errors, the value of the statistic is computed using the * following recursive updating algorithm:

*

*

    *
  1. Initialize m = the first value
  2. *
  3. For each additional value, update using
    * m = m + (new value - m) / (number of observations)
  4. *

*

* Returns Double.NaN if the dataset is empty. 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 FirstMoment extends AbstractStorelessUnivariateStatistic implements Serializable { /** Serializable version identifier */ private static final long serialVersionUID = 6112755307178490473L; /** Count of values that have been added */ protected long n; /** First moment of values that have been added */ protected double m1; /** * Deviation of most recently added value from previous first moment. * Retained to prevent repeated computation in higher order moments. */ protected double dev; /** * Deviation of most recently added value from previous first moment, * normalized by previous sample size. Retained to prevent repeated * computation in higher order moments */ protected double nDev; /** * Create a FirstMoment instance */ FirstMoment() { n = 0; m1 = Double.NaN; dev = Double.NaN; nDev = Double.NaN; } /** * Copy constructor, creates a new {@code FirstMoment} identical * to the {@code original} * * @param original the {@code FirstMoment} instance to copy * @throws NullArgumentException if original is null */ FirstMoment(FirstMoment original) throws NullArgumentException { super(); copy(original, this); } /** * {@inheritDoc} */ @Override public void increment(final double d) { if (n == 0) { m1 = 0.0; } n++; double n0 = n; dev = d - m1; nDev = dev / n0; m1 += nDev; } /** * {@inheritDoc} */ @Override public void clear() { m1 = Double.NaN; n = 0; dev = Double.NaN; nDev = Double.NaN; } /** * {@inheritDoc} */ @Override public double getResult() { return m1; } /** * {@inheritDoc} */ public long getN() { return n; } /** * {@inheritDoc} */ @Override public FirstMoment copy() { FirstMoment result = new FirstMoment(); // 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 FirstMoment to copy * @param dest FirstMoment to copy to * @throws NullArgumentException if either source or dest is null */ public static void copy(FirstMoment source, FirstMoment dest) throws NullArgumentException { MathUtils.checkNotNull(source); MathUtils.checkNotNull(dest); dest.setData(source.getDataRef()); dest.n = source.n; dest.m1 = source.m1; dest.dev = source.dev; dest.nDev = source.nDev; } }




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