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author | Karl Shaffer <karlshaffer@google.com> | 2023-08-10 21:04:00 +0000 |
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committer | Automerger Merge Worker <android-build-automerger-merge-worker@system.gserviceaccount.com> | 2023-08-10 21:04:00 +0000 |
commit | b3715644fba79ef08acd9a2e157d078865281767 (patch) | |
tree | ace24ba4307d4978ee3134f7da671a77ad172da0 /src/main/java/org/apache/commons/math3/stat/descriptive/moment/SecondMoment.java | |
parent | c6daa20e87158ebdc049f6c921257ddbf1af6b0d (diff) | |
parent | 0018f64b87f6b2df2a4c866aa3eb8ab2e45efbea (diff) | |
download | apache-commons-math-b3715644fba79ef08acd9a2e157d078865281767.tar.gz |
Check-in commons-math 3.6.1 am: 1354beaf45 am: 0018f64b87
Original change: https://android-review.googlesource.com/c/platform/external/apache-commons-math/+/2702413
Change-Id: Ic2a78fec4bb3bb3448de42350306644ba2bd021d
Signed-off-by: Automerger Merge Worker <android-build-automerger-merge-worker@system.gserviceaccount.com>
Diffstat (limited to 'src/main/java/org/apache/commons/math3/stat/descriptive/moment/SecondMoment.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/stat/descriptive/moment/SecondMoment.java | 134 |
1 files changed, 134 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/stat/descriptive/moment/SecondMoment.java b/src/main/java/org/apache/commons/math3/stat/descriptive/moment/SecondMoment.java new file mode 100644 index 0000000..12715c0 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/stat/descriptive/moment/SecondMoment.java @@ -0,0 +1,134 @@ +/* + * 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.math3.stat.descriptive.moment; + +import java.io.Serializable; + +import org.apache.commons.math3.exception.NullArgumentException; +import org.apache.commons.math3.util.MathUtils; + +/** + * Computes a statistic related to the Second Central Moment. Specifically, + * what is computed is the sum of squared 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> n = number of observations (including current obs) </li> + * </ul> + * Then</p> + * <p> + * new value = old value + dev^2 * (n -1) / n.</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. + * Note that Double.NaN may also be returned if the input includes NaN + * and / or infinite values.</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> + * + */ +public class SecondMoment extends FirstMoment implements Serializable { + + /** Serializable version identifier */ + private static final long serialVersionUID = 3942403127395076445L; + + /** second moment of values that have been added */ + protected double m2; + + /** + * Create a SecondMoment instance + */ + public SecondMoment() { + super(); + m2 = Double.NaN; + } + + /** + * Copy constructor, creates a new {@code SecondMoment} identical + * to the {@code original} + * + * @param original the {@code SecondMoment} instance to copy + * @throws NullArgumentException if original is null + */ + public SecondMoment(SecondMoment original) + throws NullArgumentException { + super(original); + this.m2 = original.m2; + } + + /** + * {@inheritDoc} + */ + @Override + public void increment(final double d) { + if (n < 1) { + m1 = m2 = 0.0; + } + super.increment(d); + m2 += ((double) n - 1) * dev * nDev; + } + + /** + * {@inheritDoc} + */ + @Override + public void clear() { + super.clear(); + m2 = Double.NaN; + } + + /** + * {@inheritDoc} + */ + @Override + public double getResult() { + return m2; + } + + /** + * {@inheritDoc} + */ + @Override + public SecondMoment copy() { + SecondMoment result = new SecondMoment(); + // no try-catch or advertised NAE because args are guaranteed non-null + copy(this, result); + return result; + } + + /** + * Copies source to dest. + * <p>Neither source nor dest can be null.</p> + * + * @param source SecondMoment to copy + * @param dest SecondMoment to copy to + * @throws NullArgumentException if either source or dest is null + */ + public static void copy(SecondMoment source, SecondMoment dest) + throws NullArgumentException { + MathUtils.checkNotNull(source); + MathUtils.checkNotNull(dest); + FirstMoment.copy(source, dest); + dest.m2 = source.m2; + } + +} |