Raymond | dee0849 | 2015-04-02 10:43:13 -0700 | [diff] [blame] | 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.math.stat.descriptive.moment; |
| 18 | |
| 19 | import java.io.Serializable; |
| 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</p> |
| 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.</p> |
| 37 | * <p> |
| 38 | * <strong>Note that this implementation is not synchronized.</strong> If |
| 39 | * multiple threads access an instance of this class concurrently, and at least |
| 40 | * one of the threads invokes the <code>increment()</code> or |
| 41 | * <code>clear()</code> method, it must be synchronized externally.</p> |
| 42 | * |
| 43 | * @version $Revision: 811685 $ $Date: 2009-09-05 19:36:48 +0200 (sam. 05 sept. 2009) $ |
| 44 | */ |
| 45 | public class SecondMoment extends FirstMoment implements Serializable { |
| 46 | |
| 47 | /** Serializable version identifier */ |
| 48 | private static final long serialVersionUID = 3942403127395076445L; |
| 49 | |
| 50 | /** second moment of values that have been added */ |
| 51 | protected double m2; |
| 52 | |
| 53 | /** |
| 54 | * Create a SecondMoment instance |
| 55 | */ |
| 56 | public SecondMoment() { |
| 57 | super(); |
| 58 | m2 = Double.NaN; |
| 59 | } |
| 60 | |
| 61 | /** |
| 62 | * Copy constructor, creates a new {@code SecondMoment} identical |
| 63 | * to the {@code original} |
| 64 | * |
| 65 | * @param original the {@code SecondMoment} instance to copy |
| 66 | */ |
| 67 | public SecondMoment(SecondMoment original) { |
| 68 | super(original); |
| 69 | this.m2 = original.m2; |
| 70 | } |
| 71 | |
| 72 | /** |
| 73 | * {@inheritDoc} |
| 74 | */ |
| 75 | @Override |
| 76 | public void increment(final double d) { |
| 77 | if (n < 1) { |
| 78 | m1 = m2 = 0.0; |
| 79 | } |
| 80 | super.increment(d); |
| 81 | m2 += ((double) n - 1) * dev * nDev; |
| 82 | } |
| 83 | |
| 84 | /** |
| 85 | * {@inheritDoc} |
| 86 | */ |
| 87 | @Override |
| 88 | public void clear() { |
| 89 | super.clear(); |
| 90 | m2 = Double.NaN; |
| 91 | } |
| 92 | |
| 93 | /** |
| 94 | * {@inheritDoc} |
| 95 | */ |
| 96 | @Override |
| 97 | public double getResult() { |
| 98 | return m2; |
| 99 | } |
| 100 | |
| 101 | /** |
| 102 | * {@inheritDoc} |
| 103 | */ |
| 104 | @Override |
| 105 | public SecondMoment copy() { |
| 106 | SecondMoment result = new SecondMoment(); |
| 107 | copy(this, result); |
| 108 | return result; |
| 109 | } |
| 110 | |
| 111 | /** |
| 112 | * Copies source to dest. |
| 113 | * <p>Neither source nor dest can be null.</p> |
| 114 | * |
| 115 | * @param source SecondMoment to copy |
| 116 | * @param dest SecondMoment to copy to |
| 117 | * @throws NullPointerException if either source or dest is null |
| 118 | */ |
| 119 | public static void copy(SecondMoment source, SecondMoment dest) { |
| 120 | FirstMoment.copy(source, dest); |
| 121 | dest.m2 = source.m2; |
| 122 | } |
| 123 | |
| 124 | } |