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Diffstat (limited to 'src/main/java/org/apache/commons/math3/stat/descriptive/moment/FourthMoment.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/stat/descriptive/moment/FourthMoment.java | 151 |
1 files changed, 151 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/stat/descriptive/moment/FourthMoment.java b/src/main/java/org/apache/commons/math3/stat/descriptive/moment/FourthMoment.java new file mode 100644 index 0000000..0c199d8 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/stat/descriptive/moment/FourthMoment.java @@ -0,0 +1,151 @@ +/* + * 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 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. 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 FourthMoment extends ThirdMoment implements Serializable{ + + /** Serializable version identifier */ + private static final long serialVersionUID = 4763990447117157611L; + + /** fourth moment of values that have been added */ + private double m4; + + /** + * Create a FourthMoment instance + */ + 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 + * @throws NullArgumentException if original is null + */ + FourthMoment(FourthMoment original) throws NullArgumentException { + 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(); + // 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 FourthMoment to copy + * @param dest FourthMoment to copy to + * @throws NullArgumentException if either source or dest is null + */ + public static void copy(FourthMoment source, FourthMoment dest) + throws NullArgumentException { + MathUtils.checkNotNull(source); + MathUtils.checkNotNull(dest); + ThirdMoment.copy(source, dest); + dest.m4 = source.m4; + } +} |