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Diffstat (limited to 'src/main/java/org/apache/commons/math3/stat/descriptive/moment/FirstMoment.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/stat/descriptive/moment/FirstMoment.java | 169 |
1 files changed, 169 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/stat/descriptive/moment/FirstMoment.java b/src/main/java/org/apache/commons/math3/stat/descriptive/moment/FirstMoment.java new file mode 100644 index 0000000..c153724 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/stat/descriptive/moment/FirstMoment.java @@ -0,0 +1,169 @@ +/* + * 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.stat.descriptive.AbstractStorelessUnivariateStatistic; +import org.apache.commons.math3.util.MathUtils; + +/** + * 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. 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> + * + */ +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 + */ + 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 + * @throws NullArgumentException if original is null + */ + FirstMoment(FirstMoment original) throws NullArgumentException { + 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(); + // No try-catch or advertised exception 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 FirstMoment to copy + * @param dest FirstMoment to copy to + * @throws NullArgumentException if either source or dest is null + */ + public static void copy(FirstMoment source, FirstMoment dest) + throws NullArgumentException { + MathUtils.checkNotNull(source); + MathUtils.checkNotNull(dest); + dest.setData(source.getDataRef()); + dest.n = source.n; + dest.m1 = source.m1; + dest.dev = source.dev; + dest.nDev = source.nDev; + } +} |