Coverage Report - org.apache.commons.math.stat.descriptive.moment.FourthMoment

Classes in this File	Line Coverage	Branch Coverage	Complexity
FourthMoment	100%	100%	1.25;1.25

1		/*
2		* Copyright 2003-2004 The Apache Software Foundation.
3		*
4		* Licensed under the Apache License, Version 2.0 (the "License");
5		* you may not use this file except in compliance with the License.
6		* You may obtain a copy of the License at
7		*
8		* http://www.apache.org/licenses/LICENSE-2.0
9		*
10		* Unless required by applicable law or agreed to in writing, software
11		* distributed under the License is distributed on an "AS IS" BASIS,
12		* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
13		* See the License for the specific language governing permissions and
14		* limitations under the License.
15		*/
16		package org.apache.commons.math.stat.descriptive.moment;
17
18		import java.io.Serializable;
19
20		/**
21		* Computes a statistic related to the Fourth Central Moment. Specifically,
22		* what is computed is the sum of
23		* <p>
24		* (x_i - xbar) ^ 4,
25		* <p>
26		* where the x_i are the
27		* sample observations and xbar is the sample mean.
28		* <p>
29		* The following recursive updating formula is used:
30		* <p>
31		* Let <ul>
32		* <li> dev = (current obs - previous mean) </li>
33		* <li> m2 = previous value of {@link SecondMoment} </li>
34		* <li> m2 = previous value of {@link ThirdMoment} </li>
35		* <li> n = number of observations (including current obs) </li>
36		* </ul>
37		* Then
38		* <p>
39		* new value = old value - 4 * (dev/n) * m3 + 6 * (dev/n)^2 * m2 + <br>
40		* [n^2 - 3 * (n-1)] * dev^4 * (n-1) / n^3
41		* <p>
42		* Returns <code>Double.NaN</code> if no data values have been added and
43		* returns <code>0</code> if there is just one value in the data set.
44		* <p>
45		* <strong>Note that this implementation is not synchronized.</strong> If
46		* multiple threads access an instance of this class concurrently, and at least
47		* one of the threads invokes the <code>increment()</code> or
48		* <code>clear()</code> method, it must be synchronized externally.
49		*
50		* @version $Revision$ $Date: 2005-02-26 05:11:52 -0800 (Sat, 26 Feb 2005) $
51		*/
52		public class FourthMoment extends ThirdMoment implements Serializable{
53
54		/** Serializable version identifier */
55		static final long serialVersionUID = 4763990447117157611L;
56
57		/** fourth moment of values that have been added */
58		protected double m4;
59
60		/**
61		* Create a FourthMoment instance
62		*/
63		public FourthMoment() {
64	50	super();
65	50	m4 = Double.NaN;
66	50	}
67
68		/**
69		* @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#increment(double)
70		*/
71		public void increment(final double d) {
72	482	if (n < 1) {
73	54	m4 = 0.0;
74	54	m3 = 0.0;
75	54	m2 = 0.0;
76	54	m1 = 0.0;
77		}
78
79	482	double prevM3 = m3;
80	482	double prevM2 = m2;
81
82	482	super.increment(d);
83
84	482	double n0 = (double) n;
85
86	482	m4 = m4 - 4.0 * nDev * prevM3 + 6.0 * nDevSq * prevM2 +
87		((n0 * n0) - 3 * (n0 -1)) * (nDevSq * nDevSq * (n0 - 1) * n0);
88	482	}
89
90		/**
91		* @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getResult()
92		*/
93		public double getResult() {
94	104	return m4;
95		}
96
97		/**
98		* @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#clear()
99		*/
100		public void clear() {
101	56	super.clear();
102	56	m4 = Double.NaN;
103	56	}
104
105		}