Classes in this File | Line Coverage | Branch Coverage | Complexity | ||||||||
FirstMoment |
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| 1.2;1.2 |
1 | /* |
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2 | * Copyright 2003-2004 The Apache Software Foundation. |
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3 | * |
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4 | * Licensed under the Apache License, Version 2.0 (the "License"); |
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5 | * you may not use this file except in compliance with the License. |
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6 | * You may obtain a copy of the License at |
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7 | * |
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8 | * http://www.apache.org/licenses/LICENSE-2.0 |
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9 | * |
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10 | * Unless required by applicable law or agreed to in writing, software |
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11 | * distributed under the License is distributed on an "AS IS" BASIS, |
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12 | * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
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13 | * See the License for the specific language governing permissions and |
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14 | * limitations under the License. |
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15 | */ |
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16 | package org.apache.commons.math.stat.descriptive.moment; |
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17 | ||
18 | import java.io.Serializable; |
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19 | ||
20 | import org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic; |
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21 | ||
22 | /** |
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23 | * Computes the first moment (arithmetic mean). Uses the definitional formula: |
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24 | * <p> |
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25 | * mean = sum(x_i) / n |
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26 | * <p> |
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27 | * where <code>n</code> is the number of observations. |
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28 | * <p> |
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29 | * To limit numeric errors, the value of the statistic is computed using the |
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30 | * following recursive updating algorithm: |
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31 | * <p> |
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32 | * <ol> |
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33 | * <li>Initialize <code>m = </code> the first value</li> |
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34 | * <li>For each additional value, update using <br> |
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35 | * <code>m = m + (new value - m) / (number of observations)</code></li> |
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36 | * </ol> |
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37 | * <p> |
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38 | * Returns <code>Double.NaN</code> if the dataset is empty. |
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39 | * <p> |
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40 | * <strong>Note that this implementation is not synchronized.</strong> If |
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41 | * multiple threads access an instance of this class concurrently, and at least |
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42 | * one of the threads invokes the <code>increment()</code> or |
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43 | * <code>clear()</code> method, it must be synchronized externally. |
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44 | * |
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45 | * @version $Revision$ $Date: 2005-02-26 05:11:52 -0800 (Sat, 26 Feb 2005) $ |
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46 | */ |
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47 | public class FirstMoment extends AbstractStorelessUnivariateStatistic |
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48 | implements Serializable { |
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49 | ||
50 | /** Serializable version identifier */ |
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51 | static final long serialVersionUID = -803343206421984070L; |
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52 | ||
53 | /** Count of values that have been added */ |
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54 | protected long n; |
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55 | ||
56 | /** First moment of values that have been added */ |
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57 | protected double m1; |
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58 | ||
59 | /** |
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60 | * Deviation of most recently added value from previous first moment. |
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61 | * Retained to prevent repeated computation in higher order moments. |
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62 | */ |
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63 | protected double dev; |
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64 | ||
65 | /** |
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66 | * Deviation of most recently added value from previous first moment, |
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67 | * normalized by previous sample size. Retained to prevent repeated |
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68 | * computation in higher order moments |
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69 | */ |
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70 | protected double nDev; |
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71 | ||
72 | /** |
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73 | * Create a FirstMoment instance |
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74 | */ |
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75 | 10784 | public FirstMoment() { |
76 | 10784 | n = 0; |
77 | 10784 | m1 = Double.NaN; |
78 | 10784 | dev = Double.NaN; |
79 | 10784 | nDev = Double.NaN; |
80 | 10784 | } |
81 | ||
82 | /** |
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83 | * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#increment(double) |
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84 | */ |
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85 | public void increment(final double d) { |
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86 | 133804 | if (n == 0) { |
87 | 4710 | m1 = 0.0; |
88 | } |
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89 | 133804 | n++; |
90 | 133804 | double n0 = (double) n; |
91 | 133804 | dev = d - m1; |
92 | 133804 | nDev = dev / n0; |
93 | 133804 | m1 += nDev; |
94 | 133804 | } |
95 | ||
96 | /** |
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97 | * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#clear() |
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98 | */ |
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99 | public void clear() { |
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100 | 508 | m1 = Double.NaN; |
101 | 508 | n = 0; |
102 | 508 | dev = Double.NaN; |
103 | 508 | nDev = Double.NaN; |
104 | 508 | } |
105 | ||
106 | /** |
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107 | * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getResult() |
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108 | */ |
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109 | public double getResult() { |
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110 | 100 | return m1; |
111 | } |
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112 | ||
113 | /** |
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114 | * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getN() |
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115 | */ |
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116 | public long getN() { |
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117 | 664 | return n; |
118 | } |
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119 | } |