org.hipparchus.stat.descriptive.moment.FourthMoment Maven / Gradle / Ivy
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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.hipparchus.stat.descriptive.moment;
import java.io.Serializable;
import org.hipparchus.exception.NullArgumentException;
/**
* 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(original);
this.m4 = original.m4;
}
/** {@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;
}
/**
* Throws {@link UnsupportedOperationException}.
*/
@Override
public void aggregate(SecondMoment other) {
throw new UnsupportedOperationException();
}
/** {@inheritDoc} */
@Override
public FourthMoment copy() {
return new FourthMoment(this);
}
}