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 Second Central Moment. Specifically,
23 * what is computed is the sum of squared deviations from the sample mean.
24 * <p>
25 * The following recursive updating formula is used:</p>
26 * <p>
27 * Let <ul>
28 * <li> dev = (current obs - previous mean) </li>
29 * <li> n = number of observations (including current obs) </li>
30 * </ul>
31 * Then
32 * <p>
33 * new value = old value + dev^2 * (n -1) / n.</p>
34 * <p>
35 * Returns <code>Double.NaN</code> if no data values have been added and
36 * returns <code>0</code> if there is just one value in the data set.
37 * Note that Double.NaN may also be returned if the input includes NaN
38 * and / or infinite values.</p>
39 * <p>
40 * <strong>Note that this implementation is not synchronized.</strong> If
41 * multiple threads access an instance of this class concurrently, and at least
42 * one of the threads invokes the <code>increment()</code> or
43 * <code>clear()</code> method, it must be synchronized externally.</p>
44 */
45 public class SecondMoment extends FirstMoment {
46 /** second moment of values that have been added. */
47 protected double m2;
48
49 /**
50 * Create a SecondMoment instance.
51 */
52 public SecondMoment() {
53 super();
54 m2 = Double.NaN;
55 }
56
57 /**
58 * Copy constructor, creates a new {@code SecondMoment} identical
59 * to the {@code original}.
60 *
61 * @param original the {@code SecondMoment} instance to copy
62 * @throws NullArgumentException if original is null
63 */
64 public SecondMoment(SecondMoment original) throws NullArgumentException {
65 super(original);
66 this.m2 = original.m2;
67 }
68
69 /**
70 * {@inheritDoc}
71 */
72 @Override
73 public void increment(final double d) {
74 if (n < 1) {
75 m1 = m2 = 0.0;
76 }
77 super.increment(d);
78 m2 += ((double) n - 1) * dev * nDev;
79 }
80
81 /**
82 * {@inheritDoc}
83 */
84 @Override
85 public void clear() {
86 super.clear();
87 m2 = Double.NaN;
88 }
89
90 /**
91 * {@inheritDoc}
92 */
93 @Override
94 public double getResult() {
95 return m2;
96 }
97
98 /**
99 * {@inheritDoc}
100 */
101 @Override
102 public SecondMoment copy() {
103 SecondMoment result = new SecondMoment();
104 // no try-catch or advertised NAE because args are guaranteed non-null
105 copy(this, result);
106 return result;
107 }
108
109 /**
110 * Copies source to dest.
111 * <p>Neither source nor dest can be null.</p>
112 *
113 * @param source SecondMoment to copy
114 * @param dest SecondMoment to copy to
115 * @throws NullArgumentException if either source or dest is null
116 */
117 public static void copy(SecondMoment source, SecondMoment dest)
118 throws NullArgumentException {
119 NullArgumentException.check(source);
120 NullArgumentException.check(dest);
121 FirstMoment.copy(source, dest);
122 dest.m2 = source.m2;
123 }
124 }