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

java.lang.Object
  extended by org.apache.commons.math3.stat.descriptive.AbstractUnivariateStatistic
      extended by org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic
          extended by org.apache.commons.math3.stat.descriptive.moment.Skewness
All Implemented Interfaces:
Serializable, StorelessUnivariateStatistic, UnivariateStatistic, MathArrays.Function

public class Skewness
extends AbstractStorelessUnivariateStatistic
implements Serializable

Computes the skewness of the available values.

We use the following (unbiased) formula to define skewness:

skewness = [n / (n -1) (n - 2)] sum[(x_i - mean)^3] / std^3

where n is the number of values, mean is the Mean and std is the StandardDeviation

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: Skewness.java 1416643 2012-12-03 19:37:14Z tn $
See Also:
Serialized Form

Field Summary
protected  boolean incMoment
          Determines whether or not this statistic can be incremented or cleared.
protected  org.apache.commons.math3.stat.descriptive.moment.ThirdMoment moment
          Third moment on which this statistic is based
 
Constructor Summary
Skewness()
          Constructs a Skewness
Skewness(Skewness original)
          Copy constructor, creates a new Skewness identical to the original
Skewness(org.apache.commons.math3.stat.descriptive.moment.ThirdMoment m3)
          Constructs a Skewness with an external moment
 
Method Summary
 void clear()
          Clears the internal state of the Statistic
 Skewness copy()
          Returns a copy of the statistic with the same internal state.
static void copy(Skewness source, Skewness dest)
          Copies source to dest.
 double evaluate(double[] values, int begin, int length)
          Returns the Skewness of the entries in the specifed portion of the input array.
 long getN()
          Returns the number of values that have been added.
 double getResult()
          Returns the value of the statistic based on the values that have been added.
 void increment(double d)
          Updates the internal state of the statistic to reflect the addition of the new value.
 
Methods inherited from class org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic
equals, evaluate, hashCode, incrementAll, incrementAll
 
Methods inherited from class org.apache.commons.math3.stat.descriptive.AbstractUnivariateStatistic
evaluate, getData, getDataRef, setData, setData, test, test, test, test
 
Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

moment

protected org.apache.commons.math3.stat.descriptive.moment.ThirdMoment moment
Third moment on which this statistic is based


incMoment

protected boolean incMoment
Determines whether or not this statistic can be incremented or cleared.

Statistics based on (constructed from) external moments cannot be incremented or cleared.

Constructor Detail

Skewness

public Skewness()
Constructs a Skewness


Skewness

public Skewness(org.apache.commons.math3.stat.descriptive.moment.ThirdMoment m3)
Constructs a Skewness with an external moment

Parameters:
m3 - external moment

Skewness

public Skewness(Skewness original)
         throws NullArgumentException
Copy constructor, creates a new Skewness identical to the original

Parameters:
original - the Skewness instance to copy
Throws:
NullArgumentException - if original is null
Method Detail

increment

public void increment(double d)
Updates the internal state of the statistic to reflect the addition of the new value.

Note that when Skewness(ThirdMoment) is used to create a Skewness, this method does nothing. In that case, the ThirdMoment should be incremented directly.

Specified by:
increment in interface StorelessUnivariateStatistic
Specified by:
increment in class AbstractStorelessUnivariateStatistic
Parameters:
d - the new value.

getResult

public double getResult()
Returns the value of the statistic based on the values that have been added.

See Skewness for the definition used in the computation.

Specified by:
getResult in interface StorelessUnivariateStatistic
Specified by:
getResult in class AbstractStorelessUnivariateStatistic
Returns:
the skewness of the available values.

getN

public long getN()
Returns the number of values that have been added.

Specified by:
getN in interface StorelessUnivariateStatistic
Returns:
the number of values.

clear

public void clear()
Clears the internal state of the Statistic

Specified by:
clear in interface StorelessUnivariateStatistic
Specified by:
clear in class AbstractStorelessUnivariateStatistic

evaluate

public double evaluate(double[] values,
                       int begin,
                       int length)
                throws MathIllegalArgumentException
Returns the Skewness of the entries in the specifed portion of the input array.

See Skewness for the definition used in the computation.

Throws IllegalArgumentException if the array is null.

Specified by:
evaluate in interface UnivariateStatistic
Specified by:
evaluate in interface MathArrays.Function
Overrides:
evaluate in class AbstractStorelessUnivariateStatistic
Parameters:
values - the input array
begin - the index of the first array element to include
length - the number of elements to include
Returns:
the skewness of the values or Double.NaN if length is less than 3
Throws:
MathIllegalArgumentException - if the array is null or the array index parameters are not valid
See Also:
UnivariateStatistic.evaluate(double[], int, int)

copy

public Skewness copy()
Returns a copy of the statistic with the same internal state.

Specified by:
copy in interface StorelessUnivariateStatistic
Specified by:
copy in interface UnivariateStatistic
Specified by:
copy in class AbstractStorelessUnivariateStatistic
Returns:
a copy of the statistic

copy

public static void copy(Skewness source,
                        Skewness dest)
                 throws NullArgumentException
Copies source to dest.

Neither source nor dest can be null.

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


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