| /* |
| * Licensed to the Apache Software Foundation (ASF) under one or more |
| * contributor license agreements. See the NOTICE file distributed with |
| * this work for additional information regarding copyright ownership. |
| * The ASF licenses this file to You under the Apache License, Version 2.0 |
| * (the "License"); you may not use this file except in compliance with |
| * the License. You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, software |
| * distributed under the License is distributed on an "AS IS" BASIS, |
| * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| * See the License for the specific language governing permissions and |
| * limitations under the License. |
| */ |
| package org.apache.commons.math.stat.descriptive.moment; |
| |
| import java.io.Serializable; |
| |
| |
| /** |
| * Computes a statistic related to the Third Central Moment. Specifically, |
| * what is computed is the sum of cubed deviations from the sample mean. |
| * <p> |
| * The following recursive updating formula is used:</p> |
| * <p> |
| * Let <ul> |
| * <li> dev = (current obs - previous mean) </li> |
| * <li> m2 = previous value of {@link SecondMoment} </li> |
| * <li> n = number of observations (including current obs) </li> |
| * </ul> |
| * Then</p> |
| * <p> |
| * new value = old value - 3 * (dev/n) * m2 + (n-1) * (n -2) * (dev^3/n^2)</p> |
| * <p> |
| * Returns <code>Double.NaN</code> if no data values have been added and |
| * returns <code>0</code> if there is just one value in the data set.</p> |
| * <p> |
| * <strong>Note that this implementation is not synchronized.</strong> If |
| * multiple threads access an instance of this class concurrently, and at least |
| * one of the threads invokes the <code>increment()</code> or |
| * <code>clear()</code> method, it must be synchronized externally.</p> |
| * |
| * @version $Revision: 811685 $ $Date: 2009-09-05 19:36:48 +0200 (sam. 05 sept. 2009) $ |
| */ |
| public class ThirdMoment extends SecondMoment implements Serializable { |
| |
| /** Serializable version identifier */ |
| private static final long serialVersionUID = -7818711964045118679L; |
| |
| /** third moment of values that have been added */ |
| protected double m3; |
| |
| /** |
| * Square of deviation of most recently added value from previous first |
| * moment, normalized by previous sample size. Retained to prevent |
| * repeated computation in higher order moments. nDevSq = nDev * nDev. |
| */ |
| protected double nDevSq; |
| |
| /** |
| * Create a FourthMoment instance |
| */ |
| public ThirdMoment() { |
| super(); |
| m3 = Double.NaN; |
| nDevSq = Double.NaN; |
| } |
| |
| /** |
| * Copy constructor, creates a new {@code ThirdMoment} identical |
| * to the {@code original} |
| * |
| * @param original the {@code ThirdMoment} instance to copy |
| */ |
| public ThirdMoment(ThirdMoment original) { |
| copy(original, this); |
| } |
| |
| /** |
| * {@inheritDoc} |
| */ |
| @Override |
| public void increment(final double d) { |
| if (n < 1) { |
| m3 = m2 = m1 = 0.0; |
| } |
| |
| double prevM2 = m2; |
| super.increment(d); |
| nDevSq = nDev * nDev; |
| double n0 = n; |
| m3 = m3 - 3.0 * nDev * prevM2 + (n0 - 1) * (n0 - 2) * nDevSq * dev; |
| } |
| |
| /** |
| * {@inheritDoc} |
| */ |
| @Override |
| public double getResult() { |
| return m3; |
| } |
| |
| /** |
| * {@inheritDoc} |
| */ |
| @Override |
| public void clear() { |
| super.clear(); |
| m3 = Double.NaN; |
| nDevSq = Double.NaN; |
| } |
| |
| /** |
| * {@inheritDoc} |
| */ |
| @Override |
| public ThirdMoment copy() { |
| ThirdMoment result = new ThirdMoment(); |
| copy(this, result); |
| return result; |
| } |
| |
| /** |
| * Copies source to dest. |
| * <p>Neither source nor dest can be null.</p> |
| * |
| * @param source ThirdMoment to copy |
| * @param dest ThirdMoment to copy to |
| * @throws NullPointerException if either source or dest is null |
| */ |
| public static void copy(ThirdMoment source, ThirdMoment dest) { |
| SecondMoment.copy(source, dest); |
| dest.m3 = source.m3; |
| dest.nDevSq = source.nDevSq; |
| } |
| |
| } |