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author | Raymond <siuchow@google.com> | 2015-04-02 10:43:13 -0700 |
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committer | Raymond <siuchow@google.com> | 2015-04-02 10:43:13 -0700 |
commit | dee0849a9704d532af0b550146cbafbaa6ee1d19 (patch) | |
tree | 8ccce3a046c214fb609977b7fc53c40cef7f9ea5 /src/main/java/org/apache/commons/math/stat/descriptive/moment/ThirdMoment.java | |
parent | 55b0a5efc929efa9615babd3e760547f94e3518e (diff) | |
download | apache-commons-math-marshmallow-dr1.6-release.tar.gz |
third party library: apache-commons-mathandroid-cts-6.0_r9android-cts-6.0_r8android-cts-6.0_r7android-cts-6.0_r6android-cts-6.0_r5android-cts-6.0_r4android-cts-6.0_r32android-cts-6.0_r31android-cts-6.0_r30android-cts-6.0_r3android-cts-6.0_r29android-cts-6.0_r28android-cts-6.0_r27android-cts-6.0_r26android-cts-6.0_r25android-cts-6.0_r24android-cts-6.0_r23android-cts-6.0_r22android-cts-6.0_r21android-cts-6.0_r20android-cts-6.0_r2android-cts-6.0_r19android-cts-6.0_r18android-cts-6.0_r17android-cts-6.0_r16android-cts-6.0_r15android-cts-6.0_r14android-cts-6.0_r13android-cts-6.0_r12android-cts-6.0_r1android-6.0.1_r9android-6.0.1_r81android-6.0.1_r80android-6.0.1_r8android-6.0.1_r79android-6.0.1_r78android-6.0.1_r77android-6.0.1_r74android-6.0.1_r73android-6.0.1_r72android-6.0.1_r70android-6.0.1_r7android-6.0.1_r69android-6.0.1_r68android-6.0.1_r67android-6.0.1_r66android-6.0.1_r65android-6.0.1_r63android-6.0.1_r62android-6.0.1_r61android-6.0.1_r60android-6.0.1_r59android-6.0.1_r58android-6.0.1_r57android-6.0.1_r56android-6.0.1_r55android-6.0.1_r54android-6.0.1_r53android-6.0.1_r52android-6.0.1_r51android-6.0.1_r50android-6.0.1_r5android-6.0.1_r49android-6.0.1_r48android-6.0.1_r47android-6.0.1_r46android-6.0.1_r45android-6.0.1_r43android-6.0.1_r42android-6.0.1_r41android-6.0.1_r40android-6.0.1_r4android-6.0.1_r33android-6.0.1_r32android-6.0.1_r31android-6.0.1_r30android-6.0.1_r3android-6.0.1_r28android-6.0.1_r27android-6.0.1_r26android-6.0.1_r25android-6.0.1_r24android-6.0.1_r22android-6.0.1_r21android-6.0.1_r20android-6.0.1_r18android-6.0.1_r17android-6.0.1_r16android-6.0.1_r13android-6.0.1_r12android-6.0.1_r11android-6.0.1_r10android-6.0.1_r1android-6.0.0_r7android-6.0.0_r6android-6.0.0_r5android-6.0.0_r41android-6.0.0_r4android-6.0.0_r3android-6.0.0_r26android-6.0.0_r25android-6.0.0_r24android-6.0.0_r23android-6.0.0_r2android-6.0.0_r13android-6.0.0_r12android-6.0.0_r11android-6.0.0_r1marshmallow-releasemarshmallow-mr3-releasemarshmallow-mr2-releasemarshmallow-mr1-releasemarshmallow-mr1-devmarshmallow-dr1.6-releasemarshmallow-dr1.5-releasemarshmallow-dr1.5-devmarshmallow-dr-releasemarshmallow-dr-dragon-releasemarshmallow-dr-devmarshmallow-devmarshmallow-cts-release
Change-Id: I52a325624a7f0dd652b362a9840626d6d9f3c42b
Diffstat (limited to 'src/main/java/org/apache/commons/math/stat/descriptive/moment/ThirdMoment.java')
-rw-r--r-- | src/main/java/org/apache/commons/math/stat/descriptive/moment/ThirdMoment.java | 139 |
1 files changed, 139 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math/stat/descriptive/moment/ThirdMoment.java b/src/main/java/org/apache/commons/math/stat/descriptive/moment/ThirdMoment.java new file mode 100644 index 0000000..5c50989 --- /dev/null +++ b/src/main/java/org/apache/commons/math/stat/descriptive/moment/ThirdMoment.java @@ -0,0 +1,139 @@ +/* + * 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; + } + +} |