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Change-Id: I52a325624a7f0dd652b362a9840626d6d9f3c42b

1 files changed, 142 insertions, 0 deletions

diff --git a/src/main/java/org/apache/commons/math/stat/descriptive/moment/FourthMoment.java b/src/main/java/org/apache/commons/math/stat/descriptive/moment/FourthMoment.java
new file mode 100644
index 0000000..6e7d8d2
--- /dev/null
+++ b/src/main/java/org/apache/commons/math/stat/descriptive/moment/FourthMoment.java
@@ -0,0 +1,142 @@
+/*
+ * 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 Fourth Central Moment.  Specifically,
+ * what is computed is the sum of
+ * <p>
+ * (x_i - xbar) ^ 4, </p>
+ * <p>
+ * where the x_i are the
+ * sample observations and xbar is the sample mean. </p>
+ * <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> m2 = previous value of {@link ThirdMoment} </li>
+ * <li> n = number of observations (including current obs) </li>
+ * </ul>
+ * Then </p>
+ * <p>
+ * new value = old value - 4 * (dev/n) * m3 + 6 * (dev/n)^2 * m2 + <br>
+ * [n^2 - 3 * (n-1)] * dev^4 * (n-1) / n^3 </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 FourthMoment extends ThirdMoment implements Serializable{
+
+    /** Serializable version identifier */
+    private static final long serialVersionUID = 4763990447117157611L;
+
+    /** fourth moment of values that have been added */
+    protected double m4;
+
+    /**
+     * Create a FourthMoment instance
+     */
+    public FourthMoment() {
+        super();
+        m4 = Double.NaN;
+    }
+
+    /**
+     * Copy constructor, creates a new {@code FourthMoment} identical
+     * to the {@code original}
+     *
+     * @param original the {@code FourthMoment} instance to copy
+     */
+     public FourthMoment(FourthMoment original) {
+         super();
+         copy(original, this);
+     }
+
+    /**
+     * {@inheritDoc}
+     */
+     @Override
+    public void increment(final double d) {
+        if (n < 1) {
+            m4 = 0.0;
+            m3 = 0.0;
+            m2 = 0.0;
+            m1 = 0.0;
+        }
+
+        double prevM3 = m3;
+        double prevM2 = m2;
+
+        super.increment(d);
+
+        double n0 = n;
+
+        m4 = m4 - 4.0 * nDev * prevM3 + 6.0 * nDevSq * prevM2 +
+            ((n0 * n0) - 3 * (n0 -1)) * (nDevSq * nDevSq * (n0 - 1) * n0);
+    }
+
+    /**
+     * {@inheritDoc}
+     */
+    @Override
+    public double getResult() {
+        return m4;
+    }
+
+    /**
+     * {@inheritDoc}
+     */
+    @Override
+    public void clear() {
+        super.clear();
+        m4 = Double.NaN;
+    }
+
+    /**
+     * {@inheritDoc}
+     */
+    @Override
+    public FourthMoment copy() {
+        FourthMoment result = new FourthMoment();
+        copy(this, result);
+        return result;
+    }
+
+    /**
+     * Copies source to dest.
+     * <p>Neither source nor dest can be null.</p>
+     *
+     * @param source FourthMoment to copy
+     * @param dest FourthMoment to copy to
+     * @throws NullPointerException if either source or dest is null
+     */
+    public static void copy(FourthMoment source, FourthMoment dest) {
+        ThirdMoment.copy(source, dest);
+        dest.m4 = source.m4;
+    }
+}