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Diffstat (limited to 'src/main/java/org/apache/commons/math3/stat/descriptive/moment/ThirdMoment.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/stat/descriptive/moment/ThirdMoment.java | 148 |
1 files changed, 148 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/stat/descriptive/moment/ThirdMoment.java b/src/main/java/org/apache/commons/math3/stat/descriptive/moment/ThirdMoment.java new file mode 100644 index 0000000..43a9ca1 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/stat/descriptive/moment/ThirdMoment.java @@ -0,0 +1,148 @@ +/* + * 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 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. + * 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 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 + */ + 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 + * @throws NullArgumentException if orginal is null + */ + ThirdMoment(ThirdMoment original) throws NullArgumentException { + 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(); + // 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 ThirdMoment to copy + * @param dest ThirdMoment to copy to + * @throws NullArgumentException if either source or dest is null + */ + public static void copy(ThirdMoment source, ThirdMoment dest) + throws NullArgumentException { + MathUtils.checkNotNull(source); + MathUtils.checkNotNull(dest); + SecondMoment.copy(source, dest); + dest.m3 = source.m3; + dest.nDevSq = source.nDevSq; + } + +} |