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

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.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

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 $
See Also:
Serialized Form

Field Summary
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
SecondMoment()
          Create a SecondMoment instance
SecondMoment(SecondMoment original)
          Copy constructor, creates a new SecondMoment identical to the original
 
Method Summary
 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.
 
Methods inherited from class org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic
equals, evaluate, 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

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


SecondMoment

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

Parameters:
original - the SecondMoment 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.

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

clear

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

Specified by:
clear in interface StorelessUnivariateStatistic

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.

copy

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

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

copy

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

Neither source nor dest can be null.

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

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


Copyright © 2003-2013 The Apache Software Foundation. All Rights Reserved.