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 | } |