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

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