org.apache.commons.math.stat.descriptive.moment

Class ThirdMoment

java.lang.Object

org.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic

org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic

org.apache.commons.math.stat.descriptive.moment.FirstMoment

org.apache.commons.math.stat.descriptive.moment.SecondMoment

org.apache.commons.math.stat.descriptive.moment.ThirdMoment

All Implemented Interfaces:

java.io.Serializable, StorelessUnivariateStatistic, UnivariateStatistic

Direct Known Subclasses:

FourthMoment

public class ThirdMoment
extends SecondMoment
implements java.io.Serializable

Computes a statistic related to the Third Central Moment. Specifically, what is computed is the sum of cubed deviations from the sample mean.

The following recursive updating formula is used:

Let

• dev = (current obs - previous mean)
• m2 = previous value of SecondMoment
• n = number of observations (including current obs)

Then

new value = old value - 3 * (dev/n) * m2 + (n-1) * (n -2) * (dev^3/n^2)

Returns Double.NaN if no data values have been added and returns 0 if there is just one value in the data set.

Note that this implementation is not synchronized. If multiple threads access an instance of this class concurrently, and at least one of the threads invokes the increment() or clear() method, it must be synchronized externally.

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
ThirdMoment() Create a FourthMoment instance
ThirdMoment(ThirdMoment original) Copy constructor, creates a new ThirdMoment identical to the original

Method Summary

Modifier and Type	Method and Description
void	clear() Clears the internal state of the Statistic
ThirdMoment	copy() Returns a copy of the statistic with the same internal state.
static void	copy(ThirdMoment source, ThirdMoment dest) Copies source to dest.
double	getResult() Returns the current value of the Statistic.
void	increment(double d) Updates the internal state of the statistic to reflect the addition of the new value.

Methods inherited from class org.apache.commons.math.stat.descriptive.moment.SecondMoment

copy

Methods inherited from class org.apache.commons.math.stat.descriptive.moment.FirstMoment

copy, getN

Methods inherited from class org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic

equals, evaluate, evaluate, hashCode, incrementAll, incrementAll

Methods inherited from class org.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic

evaluate, getData, setData, setData

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ThirdMoment

public ThirdMoment()

Create a FourthMoment instance

ThirdMoment

public ThirdMoment(ThirdMoment original)

Copy constructor, creates a new ThirdMoment identical to the original

Parameters:

original - the ThirdMoment instance to copy

Method Detail

increment

public void increment(double d)

Updates the internal state of the statistic to reflect the addition of the new value.

Specified by:

increment in interface StorelessUnivariateStatistic

Overrides:

increment in class SecondMoment

Parameters:

d - the new value.

getResult

public double getResult()

Returns the current value of the Statistic.

Specified by:

getResult in interface StorelessUnivariateStatistic

Overrides:

getResult in class SecondMoment

Returns:

value of the statistic, Double.NaN if it has been cleared or just instantiated.

clear

public void clear()

Clears the internal state of the Statistic

Specified by:

clear in interface StorelessUnivariateStatistic

Overrides:

clear in class SecondMoment

copy

public ThirdMoment copy()

Returns a copy of the statistic with the same internal state.

Specified by:

copy in interface StorelessUnivariateStatistic

Specified by:

copy in interface UnivariateStatistic

Overrides:

copy in class SecondMoment

Returns:

a copy of the statistic

copy

public static void copy(ThirdMoment source,
                        ThirdMoment dest)

Copies source to dest.

Neither source nor dest can be null.

Parameters:

source - ThirdMoment to copy

dest - ThirdMoment to copy to

Throws:

java.lang.NullPointerException - if either source or dest is null