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 /**
23 * Computes a statistic related to the Third Central Moment. Specifically,
24 * what is computed is the sum of cubed deviations from the sample mean.
25 * <p>
26 * The following recursive updating formula is used:</p>
27 * <p>
28 * Let <ul>
29 * <li> dev = (current obs - previous mean) </li>
30 * <li> m2 = previous value of {@link SecondMoment} </li>
31 * <li> n = number of observations (including current obs) </li>
32 * </ul>
33 * Then
34 * <p>
35 * new value = old value - 3 * (dev/n) * m2 + (n-1) * (n -2) * (dev^3/n^2)</p>
36 * <p>
37 * Returns <code>Double.NaN</code> if no data values have been added and
38 * returns <code>0</code> if there is just one value in the data set.
39 * Note that Double.NaN may also be returned if the input includes NaN
40 * and / or infinite values.</p>
41 * <p>
42 * <strong>Note that this implementation is not synchronized.</strong> If
43 * multiple threads access an instance of this class concurrently, and at least
44 * one of the threads invokes the <code>increment()</code> or
45 * <code>clear()</code> method, it must be synchronized externally.</p>
46 *
47 */
48 class ThirdMoment extends SecondMoment {
49 /** third moment of values that have been added. */
50 protected double m3;
51
52 /**
53 * Square of deviation of most recently added value from previous first
54 * moment, normalized by previous sample size. Retained to prevent
55 * repeated computation in higher order moments. nDevSq = nDev * nDev.
56 */
57 protected double nDevSq;
58
59 /**
60 * Create a FourthMoment instance.
61 */
62 ThirdMoment() {
63 super();
64 m3 = Double.NaN;
65 nDevSq = Double.NaN;
66 }
67
68 /**
69 * Copy constructor, creates a new {@code ThirdMoment} identical
70 * to the {@code original}.
71 *
72 * @param original the {@code ThirdMoment} instance to copy
73 * @throws NullArgumentException if original is null
74 */
75 ThirdMoment(ThirdMoment original) throws NullArgumentException {
76 copy(original, this);
77 }
78
79 /**
80 * {@inheritDoc}
81 */
82 @Override
83 public void increment(final double d) {
84 if (n < 1) {
85 m3 = m2 = m1 = 0.0;
86 }
87
88 double prevM2 = m2;
89 super.increment(d);
90 nDevSq = nDev * nDev;
91 double n0 = n;
92 m3 = m3 - 3.0 * nDev * prevM2 + (n0 - 1) * (n0 - 2) * nDevSq * dev;
93 }
94
95 /**
96 * {@inheritDoc}
97 */
98 @Override
99 public double getResult() {
100 return m3;
101 }
102
103 /**
104 * {@inheritDoc}
105 */
106 @Override
107 public void clear() {
108 super.clear();
109 m3 = Double.NaN;
110 nDevSq = Double.NaN;
111 }
112
113 /**
114 * {@inheritDoc}
115 */
116 @Override
117 public ThirdMoment copy() {
118 ThirdMoment result = new ThirdMoment();
119 // No try-catch or advertised exception because args are guaranteed non-null
120 copy(this, result);
121 return result;
122 }
123
124 /**
125 * Copies source to dest.
126 * <p>Neither source nor dest can be null.</p>
127 *
128 * @param source ThirdMoment to copy
129 * @param dest ThirdMoment to copy to
130 * @throws NullArgumentException if either source or dest is null
131 */
132 public static void copy(ThirdMoment source, ThirdMoment dest)
133 throws NullArgumentException {
134 NullArgumentException.check(source);
135 NullArgumentException.check(dest);
136 SecondMoment.copy(source, dest);
137 dest.m3 = source.m3;
138 dest.nDevSq = source.nDevSq;
139 }
140 }