org.apache.commons.math3.stat.descriptive.moment

## Class SecondMoment

• All Implemented Interfaces:
Serializable, StorelessUnivariateStatistic, UnivariateStatistic, MathArrays.Function

public class SecondMoment
extends AbstractStorelessUnivariateStatistic
implements Serializable
Computes a statistic related to the Second Central Moment. Specifically, what is computed is the sum of squared deviations from the sample mean.

The following recursive updating formula is used:

Let

• dev = (current obs - previous mean)
• n = number of observations (including current obs)
Then

new value = old value + dev^2 * (n -1) / n.

Returns Double.NaN if no data values have been added and returns 0 if there is just one value in the data set.

Note that this implementation is not synchronized. If multiple threads access an instance of this class concurrently, and at least one of the threads invokes the increment() or clear() method, it must be synchronized externally.

Version:
$Id: SecondMoment.java 1416643 2012-12-03 19:37:14Z tn$
Serialized Form
• ### Field Summary

Fields
Modifier and Type Field and Description
protected double dev
Deviation of most recently added value from previous first moment.
protected double m1
First moment of values that have been added
protected double m2
second moment of values that have been added
protected long n
Count of values that have been added
protected double nDev
Deviation of most recently added value from previous first moment, normalized by previous sample size.
• ### Constructor Summary

Constructors
Constructor and Description
SecondMoment()
Create a SecondMoment instance
SecondMoment(SecondMoment original)
Copy constructor, creates a new SecondMoment identical to the original
• ### Method Summary

Methods
Modifier and Type Method and Description
void clear()
Clears the internal state of the Statistic
SecondMoment copy()
Returns a copy of the statistic with the same internal state.
static void copy(org.apache.commons.math3.stat.descriptive.moment.FirstMoment source, org.apache.commons.math3.stat.descriptive.moment.FirstMoment dest)
Copies source to dest.
static void copy(SecondMoment source, SecondMoment dest)
Copies source to dest.
long getN()
Returns the number of values that have been added.
double getResult()
Returns the current value of the Statistic.
void increment(double d)
Updates the internal state of the statistic to reflect the addition of the new value.
• ### Field Detail

• #### m2

protected double m2
second moment of values that have been added
• #### n

protected long n
Count of values that have been added
• #### m1

protected double m1
First moment of values that have been added
• #### dev

protected double dev
Deviation of most recently added value from previous first moment. Retained to prevent repeated computation in higher order moments.
• #### nDev

protected double nDev
Deviation of most recently added value from previous first moment, normalized by previous sample size. Retained to prevent repeated computation in higher order moments
• ### Constructor Detail

• #### SecondMoment

public SecondMoment()
Create a SecondMoment instance
• ### Method Detail

• #### increment

public void increment(double d)
Updates the internal state of the statistic to reflect the addition of the new value.
Specified by:
increment in interface StorelessUnivariateStatistic
Parameters:
d - the new value.
• #### getResult

public double getResult()
Returns the current value of the Statistic.
Specified by:
getResult in interface StorelessUnivariateStatistic
Returns:
value of the statistic, Double.NaN if it has been cleared or just instantiated.
• #### getN

public long getN()
Returns the number of values that have been added.
Specified by:
getN in interface StorelessUnivariateStatistic
Returns:
the number of values.
• #### copy

public static void copy(org.apache.commons.math3.stat.descriptive.moment.FirstMoment source,
org.apache.commons.math3.stat.descriptive.moment.FirstMoment dest)
throws NullArgumentException
Copies source to dest.

Neither source nor dest can be null.

Parameters:
source - FirstMoment to copy
dest - FirstMoment to copy to
Throws:
NullArgumentException - if either source or dest is null