| Classes in this File | Line Coverage | Branch Coverage | Complexity | ||||||||
| ThirdMoment |
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| 1.25;1.25 |
| 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 | /** |
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| 21 | * Computes a statistic related to the Third Central Moment. Specifically, |
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| 22 | * what is computed is the sum of cubed deviations from the sample mean. |
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| 23 | * <p> |
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| 24 | * The following recursive updating formula is used: |
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| 25 | * <p> |
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| 26 | * Let <ul> |
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| 27 | * <li> dev = (current obs - previous mean) </li> |
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| 28 | * <li> m2 = previous value of {@link SecondMoment} </li> |
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| 29 | * <li> n = number of observations (including current obs) </li> |
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| 30 | * </ul> |
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| 31 | * Then |
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| 32 | * <p> |
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| 33 | * new value = old value - 3 * (dev/n) * m2 + (n-1) * (n -2) * (dev^3/n^2) |
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| 34 | * <p> |
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| 35 | * Returns <code>Double.NaN</code> if no data values have been added and |
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| 36 | * returns <code>0</code> if there is just one value in the data set. |
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| 37 | * <p> |
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| 38 | * <strong>Note that this implementation is not synchronized.</strong> If |
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| 39 | * multiple threads access an instance of this class concurrently, and at least |
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| 40 | * one of the threads invokes the <code>increment()</code> or |
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| 41 | * <code>clear()</code> method, it must be synchronized externally. |
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| 42 | * |
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| 43 | * @version $Revision$ $Date: 2005-02-26 05:11:52 -0800 (Sat, 26 Feb 2005) $ |
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| 44 | */ |
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| 45 | public class ThirdMoment extends SecondMoment implements Serializable { |
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| 46 | ||
| 47 | /** Serializable version identifier */ |
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| 48 | static final long serialVersionUID = -7818711964045118679L; |
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| 49 | ||
| 50 | /** third moment of values that have been added */ |
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| 51 | protected double m3; |
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| 52 | ||
| 53 | /** |
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| 54 | * Square of deviation of most recently added value from previous first |
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| 55 | * moment, normalized by previous sample size. Retained to prevent |
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| 56 | * repeated computation in higher order moments. nDevSq = nDev * nDev. |
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| 57 | */ |
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| 58 | protected double nDevSq; |
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| 59 | ||
| 60 | /** |
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| 61 | * Create a FourthMoment instance |
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| 62 | */ |
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| 63 | public ThirdMoment() { |
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| 64 | 98 | super(); |
| 65 | 98 | m3 = Double.NaN; |
| 66 | 98 | nDevSq = Double.NaN; |
| 67 | 98 | } |
| 68 | ||
| 69 | /** |
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| 70 | * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#increment(double) |
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| 71 | */ |
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| 72 | public void increment(final double d) { |
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| 73 | 918 | if (n < 1) { |
| 74 | 106 | m3 = m2 = m1 = 0.0; |
| 75 | } |
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| 76 | ||
| 77 | 918 | double prevM2 = m2; |
| 78 | 918 | super.increment(d); |
| 79 | 918 | nDevSq = nDev * nDev; |
| 80 | 918 | double n0 = (double) n; |
| 81 | 918 | m3 = m3 - 3.0 * nDev * prevM2 + (n0 - 1) * (n0 - 2) * nDevSq * dev; |
| 82 | 918 | } |
| 83 | ||
| 84 | /** |
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| 85 | * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getResult() |
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| 86 | */ |
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| 87 | public double getResult() { |
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| 88 | 104 | return m3; |
| 89 | } |
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| 90 | ||
| 91 | /** |
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| 92 | * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#clear() |
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| 93 | */ |
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| 94 | public void clear() { |
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| 95 | 112 | super.clear(); |
| 96 | 112 | m3 = Double.NaN; |
| 97 | 112 | nDevSq = Double.NaN; |
| 98 | 112 | } |
| 99 | ||
| 100 | } |