diff options
Diffstat (limited to 'src/main/java/org/apache/commons/math3/stat/descriptive/moment/Skewness.java')
| -rw-r--r-- | src/main/java/org/apache/commons/math3/stat/descriptive/moment/Skewness.java | 228 |
1 files changed, 228 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/stat/descriptive/moment/Skewness.java b/src/main/java/org/apache/commons/math3/stat/descriptive/moment/Skewness.java new file mode 100644 index 0000000..b4703eb --- /dev/null +++ b/src/main/java/org/apache/commons/math3/stat/descriptive/moment/Skewness.java @@ -0,0 +1,228 @@ +/* + * 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.MathIllegalArgumentException; +import org.apache.commons.math3.exception.NullArgumentException; +import org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic; +import org.apache.commons.math3.util.FastMath; +import org.apache.commons.math3.util.MathUtils; + +/** + * Computes the skewness of the available values. + * <p> + * We use the following (unbiased) formula to define skewness:</p> + * <p> + * skewness = [n / (n -1) (n - 2)] sum[(x_i - mean)^3] / std^3 </p> + * <p> + * where n is the number of values, mean is the {@link Mean} and std is the + * {@link StandardDeviation} </p> + * <p> + * Note that this statistic is undefined for n < 3. <code>Double.Nan</code> + * is returned when there is not sufficient data to compute the statistic. + * 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 Skewness extends AbstractStorelessUnivariateStatistic implements Serializable { + + /** Serializable version identifier */ + private static final long serialVersionUID = 7101857578996691352L; + + /** Third moment on which this statistic is based */ + protected ThirdMoment moment = null; + + /** + * Determines whether or not this statistic can be incremented or cleared. + * <p> + * Statistics based on (constructed from) external moments cannot + * be incremented or cleared.</p> + */ + protected boolean incMoment; + + /** + * Constructs a Skewness + */ + public Skewness() { + incMoment = true; + moment = new ThirdMoment(); + } + + /** + * Constructs a Skewness with an external moment + * @param m3 external moment + */ + public Skewness(final ThirdMoment m3) { + incMoment = false; + this.moment = m3; + } + + /** + * Copy constructor, creates a new {@code Skewness} identical + * to the {@code original} + * + * @param original the {@code Skewness} instance to copy + * @throws NullArgumentException if original is null + */ + public Skewness(Skewness original) throws NullArgumentException { + copy(original, this); + } + + /** + * {@inheritDoc} + * <p>Note that when {@link #Skewness(ThirdMoment)} is used to + * create a Skewness, this method does nothing. In that case, the + * ThirdMoment should be incremented directly.</p> + */ + @Override + public void increment(final double d) { + if (incMoment) { + moment.increment(d); + } + } + + /** + * Returns the value of the statistic based on the values that have been added. + * <p> + * See {@link Skewness} for the definition used in the computation.</p> + * + * @return the skewness of the available values. + */ + @Override + public double getResult() { + + if (moment.n < 3) { + return Double.NaN; + } + double variance = moment.m2 / (moment.n - 1); + if (variance < 10E-20) { + return 0.0d; + } else { + double n0 = moment.getN(); + return (n0 * moment.m3) / + ((n0 - 1) * (n0 -2) * FastMath.sqrt(variance) * variance); + } + } + + /** + * {@inheritDoc} + */ + public long getN() { + return moment.getN(); + } + + /** + * {@inheritDoc} + */ + @Override + public void clear() { + if (incMoment) { + moment.clear(); + } + } + + /** + * Returns the Skewness of the entries in the specifed portion of the + * input array. + * <p> + * See {@link Skewness} for the definition used in the computation.</p> + * <p> + * Throws <code>IllegalArgumentException</code> if the array is null.</p> + * + * @param values the input array + * @param begin the index of the first array element to include + * @param length the number of elements to include + * @return the skewness of the values or Double.NaN if length is less than + * 3 + * @throws MathIllegalArgumentException if the array is null or the array index + * parameters are not valid + */ + @Override + public double evaluate(final double[] values,final int begin, + final int length) throws MathIllegalArgumentException { + + // Initialize the skewness + double skew = Double.NaN; + + if (test(values, begin, length) && length > 2 ){ + Mean mean = new Mean(); + // Get the mean and the standard deviation + double m = mean.evaluate(values, begin, length); + + // Calc the std, this is implemented here instead + // of using the standardDeviation method eliminate + // a duplicate pass to get the mean + double accum = 0.0; + double accum2 = 0.0; + for (int i = begin; i < begin + length; i++) { + final double d = values[i] - m; + accum += d * d; + accum2 += d; + } + final double variance = (accum - (accum2 * accum2 / length)) / (length - 1); + + double accum3 = 0.0; + for (int i = begin; i < begin + length; i++) { + final double d = values[i] - m; + accum3 += d * d * d; + } + accum3 /= variance * FastMath.sqrt(variance); + + // Get N + double n0 = length; + + // Calculate skewness + skew = (n0 / ((n0 - 1) * (n0 - 2))) * accum3; + } + return skew; + } + + /** + * {@inheritDoc} + */ + @Override + public Skewness copy() { + Skewness result = new Skewness(); + // 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 Skewness to copy + * @param dest Skewness to copy to + * @throws NullArgumentException if either source or dest is null + */ + public static void copy(Skewness source, Skewness dest) + throws NullArgumentException { + MathUtils.checkNotNull(source); + MathUtils.checkNotNull(dest); + dest.setData(source.getDataRef()); + dest.moment = new ThirdMoment(source.moment.copy()); + dest.incMoment = source.incMoment; + } +} |