001 /*
002 * Licensed to the Apache Software Foundation (ASF) under one or more
003 * contributor license agreements. See the NOTICE file distributed with
004 * this work for additional information regarding copyright ownership.
005 * The ASF licenses this file to You under the Apache License, Version 2.0
006 * (the "License"); you may not use this file except in compliance with
007 * the License. You may obtain a copy of the License at
008 *
009 * http://www.apache.org/licenses/LICENSE-2.0
010 *
011 * Unless required by applicable law or agreed to in writing, software
012 * distributed under the License is distributed on an "AS IS" BASIS,
013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014 * See the License for the specific language governing permissions and
015 * limitations under the License.
016 */
017 package org.apache.commons.math.stat.descriptive.moment;
018
019 import java.io.Serializable;
020
021 import org.apache.commons.math.exception.NullArgumentException;
022 import org.apache.commons.math.util.MathUtils;
023
024
025 /**
026 * Computes a statistic related to the Third Central Moment. Specifically,
027 * what is computed is the sum of cubed deviations from the sample mean.
028 * <p>
029 * The following recursive updating formula is used:</p>
030 * <p>
031 * Let <ul>
032 * <li> dev = (current obs - previous mean) </li>
033 * <li> m2 = previous value of {@link SecondMoment} </li>
034 * <li> n = number of observations (including current obs) </li>
035 * </ul>
036 * Then</p>
037 * <p>
038 * new value = old value - 3 * (dev/n) * m2 + (n-1) * (n -2) * (dev^3/n^2)</p>
039 * <p>
040 * Returns <code>Double.NaN</code> if no data values have been added and
041 * returns <code>0</code> if there is just one value in the data set.</p>
042 * <p>
043 * <strong>Note that this implementation is not synchronized.</strong> If
044 * multiple threads access an instance of this class concurrently, and at least
045 * one of the threads invokes the <code>increment()</code> or
046 * <code>clear()</code> method, it must be synchronized externally.</p>
047 *
048 * @version $Id: ThirdMoment.java 1132432 2011-06-05 14:59:29Z luc $
049 */
050 public class ThirdMoment extends SecondMoment implements Serializable {
051
052 /** Serializable version identifier */
053 private static final long serialVersionUID = -7818711964045118679L;
054
055 /** third moment of values that have been added */
056 protected double m3;
057
058 /**
059 * Square of deviation of most recently added value from previous first
060 * moment, normalized by previous sample size. Retained to prevent
061 * repeated computation in higher order moments. nDevSq = nDev * nDev.
062 */
063 protected double nDevSq;
064
065 /**
066 * Create a FourthMoment instance
067 */
068 public ThirdMoment() {
069 super();
070 m3 = Double.NaN;
071 nDevSq = Double.NaN;
072 }
073
074 /**
075 * Copy constructor, creates a new {@code ThirdMoment} identical
076 * to the {@code original}
077 *
078 * @param original the {@code ThirdMoment} instance to copy
079 */
080 public ThirdMoment(ThirdMoment original) {
081 copy(original, this);
082 }
083
084 /**
085 * {@inheritDoc}
086 */
087 @Override
088 public void increment(final double d) {
089 if (n < 1) {
090 m3 = m2 = m1 = 0.0;
091 }
092
093 double prevM2 = m2;
094 super.increment(d);
095 nDevSq = nDev * nDev;
096 double n0 = n;
097 m3 = m3 - 3.0 * nDev * prevM2 + (n0 - 1) * (n0 - 2) * nDevSq * dev;
098 }
099
100 /**
101 * {@inheritDoc}
102 */
103 @Override
104 public double getResult() {
105 return m3;
106 }
107
108 /**
109 * {@inheritDoc}
110 */
111 @Override
112 public void clear() {
113 super.clear();
114 m3 = Double.NaN;
115 nDevSq = Double.NaN;
116 }
117
118 /**
119 * {@inheritDoc}
120 */
121 @Override
122 public ThirdMoment copy() {
123 ThirdMoment result = new ThirdMoment();
124 copy(this, result);
125 return result;
126 }
127
128 /**
129 * Copies source to dest.
130 * <p>Neither source nor dest can be null.</p>
131 *
132 * @param source ThirdMoment to copy
133 * @param dest ThirdMoment to copy to
134 * @throws NullArgumentException if either source or dest is null
135 */
136 public static void copy(ThirdMoment source, ThirdMoment dest)
137 throws NullArgumentException {
138 MathUtils.checkNotNull(source);
139 MathUtils.checkNotNull(dest);
140 SecondMoment.copy(source, dest);
141 dest.m3 = source.m3;
142 dest.nDevSq = source.nDevSq;
143 }
144
145 }