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 import org.apache.commons.math4.legacy.stat.descriptive.AbstractStorelessUnivariateStatistic;
21
22 /**
23 * Computes the first moment (arithmetic mean). Uses the definitional formula:
24 * <p>
25 * mean = sum(x_i) / n </p>
26 * <p>
27 * where <code>n</code> is the number of observations. </p>
28 * <p>
29 * To limit numeric errors, the value of the statistic is computed using the
30 * following recursive updating algorithm: </p>
31 * <ol>
32 * <li>Initialize <code>m = </code> the first value</li>
33 * <li>For each additional value, update using <br>
34 * <code>m = m + (new value - m) / (number of observations)</code></li>
35 * </ol>
36 * <p>
37 * Returns <code>Double.NaN</code> if the dataset is empty. Note that
38 * Double.NaN may also be returned if the input includes NaN and / or infinite
39 * values.</p>
40 * <p>
41 * <strong>Note that this implementation is not synchronized.</strong> If
42 * multiple threads access an instance of this class concurrently, and at least
43 * one of the threads invokes the <code>increment()</code> or
44 * <code>clear()</code> method, it must be synchronized externally.</p>
45 */
46 class FirstMoment extends AbstractStorelessUnivariateStatistic {
47 /** Count of values that have been added. */
48 protected long n;
49
50 /** First moment of values that have been added. */
51 protected double m1;
52
53 /**
54 * Deviation of most recently added value from previous first moment.
55 * Retained to prevent repeated computation in higher order moments.
56 */
57 protected double dev;
58
59 /**
60 * Deviation of most recently added value from previous first moment,
61 * normalized by previous sample size. Retained to prevent repeated
62 * computation in higher order moments
63 */
64 protected double nDev;
65
66 /**
67 * Create a FirstMoment instance.
68 */
69 FirstMoment() {
70 n = 0;
71 m1 = Double.NaN;
72 dev = Double.NaN;
73 nDev = Double.NaN;
74 }
75
76 /**
77 * Copy constructor, creates a new {@code FirstMoment} identical.
78 * to the {@code original}
79 *
80 * @param original the {@code FirstMoment} instance to copy
81 * @throws NullArgumentException if original is null
82 */
83 FirstMoment(FirstMoment original) throws NullArgumentException {
84 super();
85 copy(original, this);
86 }
87
88 /**
89 * {@inheritDoc}
90 */
91 @Override
92 public void increment(final double d) {
93 if (n == 0) {
94 m1 = 0.0;
95 }
96 n++;
97 double n0 = n;
98 dev = d - m1;
99 nDev = dev / n0;
100 m1 += nDev;
101 }
102
103 /**
104 * {@inheritDoc}
105 */
106 @Override
107 public void clear() {
108 m1 = Double.NaN;
109 n = 0;
110 dev = Double.NaN;
111 nDev = Double.NaN;
112 }
113
114 /**
115 * {@inheritDoc}
116 */
117 @Override
118 public double getResult() {
119 return m1;
120 }
121
122 /**
123 * {@inheritDoc}
124 */
125 @Override
126 public long getN() {
127 return n;
128 }
129
130 /**
131 * {@inheritDoc}
132 */
133 @Override
134 public FirstMoment copy() {
135 FirstMoment result = new FirstMoment();
136 // No try-catch or advertised exception because args are guaranteed non-null
137 copy(this, result);
138 return result;
139 }
140
141 /**
142 * Copies source to dest.
143 * <p>Neither source nor dest can be null.</p>
144 *
145 * @param source FirstMoment to copy
146 * @param dest FirstMoment to copy to
147 * @throws NullArgumentException if either source or dest is null
148 */
149 public static void copy(FirstMoment source, FirstMoment dest)
150 throws NullArgumentException {
151 NullArgumentException.check(source);
152 NullArgumentException.check(dest);
153 dest.n = source.n;
154 dest.m1 = source.m1;
155 dest.dev = source.dev;
156 dest.nDev = source.nDev;
157 }
158 }