| /* |
| * 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; |
| import org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic; |
| |
| /** |
| * Computes the first moment (arithmetic mean). Uses the definitional formula: |
| * <p> |
| * mean = sum(x_i) / n </p> |
| * <p> |
| * where <code>n</code> is the number of observations. </p> |
| * <p> |
| * To limit numeric errors, the value of the statistic is computed using the |
| * following recursive updating algorithm: </p> |
| * <p> |
| * <ol> |
| * <li>Initialize <code>m = </code> the first value</li> |
| * <li>For each additional value, update using <br> |
| * <code>m = m + (new value - m) / (number of observations)</code></li> |
| * </ol></p> |
| * <p> |
| * Returns <code>Double.NaN</code> if the dataset is empty.</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: 1006299 $ $Date: 2010-10-10 16:47:17 +0200 (dim. 10 oct. 2010) $ |
| */ |
| public class FirstMoment extends AbstractStorelessUnivariateStatistic |
| implements Serializable { |
| |
| /** Serializable version identifier */ |
| private static final long serialVersionUID = 6112755307178490473L; |
| |
| |
| /** Count of values that have been added */ |
| protected long n; |
| |
| /** First moment of values that have been added */ |
| protected double m1; |
| |
| /** |
| * Deviation of most recently added value from previous first moment. |
| * Retained to prevent repeated computation in higher order moments. |
| */ |
| protected double dev; |
| |
| /** |
| * Deviation of most recently added value from previous first moment, |
| * normalized by previous sample size. Retained to prevent repeated |
| * computation in higher order moments |
| */ |
| protected double nDev; |
| |
| /** |
| * Create a FirstMoment instance |
| */ |
| public FirstMoment() { |
| n = 0; |
| m1 = Double.NaN; |
| dev = Double.NaN; |
| nDev = Double.NaN; |
| } |
| |
| /** |
| * Copy constructor, creates a new {@code FirstMoment} identical |
| * to the {@code original} |
| * |
| * @param original the {@code FirstMoment} instance to copy |
| */ |
| public FirstMoment(FirstMoment original) { |
| super(); |
| copy(original, this); |
| } |
| |
| /** |
| * {@inheritDoc} |
| */ |
| @Override |
| public void increment(final double d) { |
| if (n == 0) { |
| m1 = 0.0; |
| } |
| n++; |
| double n0 = n; |
| dev = d - m1; |
| nDev = dev / n0; |
| m1 += nDev; |
| } |
| |
| /** |
| * {@inheritDoc} |
| */ |
| @Override |
| public void clear() { |
| m1 = Double.NaN; |
| n = 0; |
| dev = Double.NaN; |
| nDev = Double.NaN; |
| } |
| |
| /** |
| * {@inheritDoc} |
| */ |
| @Override |
| public double getResult() { |
| return m1; |
| } |
| |
| /** |
| * {@inheritDoc} |
| */ |
| public long getN() { |
| return n; |
| } |
| |
| /** |
| * {@inheritDoc} |
| */ |
| @Override |
| public FirstMoment copy() { |
| FirstMoment result = new FirstMoment(); |
| copy(this, result); |
| return result; |
| } |
| |
| /** |
| * Copies source to dest. |
| * <p>Neither source nor dest can be null.</p> |
| * |
| * @param source FirstMoment to copy |
| * @param dest FirstMoment to copy to |
| * @throws NullPointerException if either source or dest is null |
| */ |
| public static void copy(FirstMoment source, FirstMoment dest) { |
| dest.setData(source.getDataRef()); |
| dest.n = source.n; |
| dest.m1 = source.m1; |
| dest.dev = source.dev; |
| dest.nDev = source.nDev; |
| } |
| } |