1 /*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * http://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17 package org.apache.commons.math4.legacy.stat.descriptive.moment;
18
19 import org.apache.commons.math4.legacy.exception.NullArgumentException;
20
21 /**
22 * Computes a statistic related to the Fourth Central Moment. Specifically,
23 * what is computed is the sum of
24 * <p>
25 * (x_i - xbar) ^ 4, </p>
26 * <p>
27 * where the x_i are the
28 * sample observations and xbar is the sample mean. </p>
29 * <p>
30 * The following recursive updating formula is used: </p>
31 * <p>
32 * Let <ul>
33 * <li> dev = (current obs - previous mean) </li>
34 * <li> m2 = previous value of {@link SecondMoment} </li>
35 * <li> m2 = previous value of {@link ThirdMoment} </li>
36 * <li> n = number of observations (including current obs) </li>
37 * </ul>
38 * Then
39 * <p>
40 * new value = old value - 4 * (dev/n) * m3 + 6 * (dev/n)^2 * m2 + <br>
41 * [n^2 - 3 * (n-1)] * dev^4 * (n-1) / n^3 </p>
42 * <p>
43 * Returns <code>Double.NaN</code> if no data values have been added and
44 * returns <code>0</code> if there is just one value in the data set. Note that
45 * Double.NaN may also be returned if the input includes NaN and / or infinite
46 * values. </p>
47 * <p>
48 * <strong>Note that this implementation is not synchronized.</strong> If
49 * multiple threads access an instance of this class concurrently, and at least
50 * one of the threads invokes the <code>increment()</code> or
51 * <code>clear()</code> method, it must be synchronized externally. </p>
52 */
53 class FourthMoment extends ThirdMoment {
54 /** fourth moment of values that have been added. */
55 private double m4;
56
57 /**
58 * Create a FourthMoment instance.
59 */
60 FourthMoment() {
61 super();
62 m4 = Double.NaN;
63 }
64
65 /**
66 * Copy constructor, creates a new {@code FourthMoment} identical
67 * to the {@code original}.
68 *
69 * @param original the {@code FourthMoment} instance to copy
70 * @throws NullArgumentException if original is null
71 */
72 FourthMoment(FourthMoment original) throws NullArgumentException {
73 super();
74 copy(original, this);
75 }
76
77 /**
78 * {@inheritDoc}
79 */
80 @Override
81 public void increment(final double d) {
82 if (n < 1) {
83 m4 = 0.0;
84 m3 = 0.0;
85 m2 = 0.0;
86 m1 = 0.0;
87 }
88
89 double prevM3 = m3;
90 double prevM2 = m2;
91
92 super.increment(d);
93
94 double n0 = n;
95
96 m4 = m4 - 4.0 * nDev * prevM3 + 6.0 * nDevSq * prevM2 +
97 ((n0 * n0) - 3 * (n0 -1)) * (nDevSq * nDevSq * (n0 - 1) * n0);
98 }
99
100 /**
101 * {@inheritDoc}
102 */
103 @Override
104 public double getResult() {
105 return m4;
106 }
107
108 /**
109 * {@inheritDoc}
110 */
111 @Override
112 public void clear() {
113 super.clear();
114 m4 = Double.NaN;
115 }
116
117 /**
118 * {@inheritDoc}
119 */
120 @Override
121 public FourthMoment copy() {
122 FourthMoment result = new FourthMoment();
123 // No try-catch or advertised exception because args are guaranteed non-null
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 FourthMoment to copy
133 * @param dest FourthMoment to copy to
134 * @throws NullArgumentException if either source or dest is null
135 */
136 public static void copy(FourthMoment source, FourthMoment dest)
137 throws NullArgumentException {
138 NullArgumentException.check(source);
139 NullArgumentException.check(dest);
140 ThirdMoment.copy(source, dest);
141 dest.m4 = source.m4;
142 }
143 }