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

Class SecondMoment

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

All Implemented Interfaces:

java.io.Serializable, StorelessUnivariateStatistic, UnivariateStatistic

Direct Known Subclasses:

ThirdMoment

public class SecondMoment
extends FirstMoment
implements java.io.Serializable

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

The following recursive updating formula is used:

Let

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

Then

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

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	Description
SecondMoment()	Create a SecondMoment instance
SecondMoment(SecondMoment original)	Copy constructor, creates a new SecondMoment identical to the original

Method Summary

Modifier and Type	Method	Description
void	clear()	Clears the internal state of the Statistic
SecondMoment	copy()	Returns a copy of the statistic with the same internal state.
static void	copy(SecondMoment source, SecondMoment 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.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

SecondMoment

public SecondMoment()

Create a SecondMoment instance

SecondMoment

public SecondMoment(SecondMoment original)

Copy constructor, creates a new SecondMoment identical to the original

Parameters:

original - the SecondMoment 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 FirstMoment

Parameters:

d - the new value.

clear

public void clear()

Clears the internal state of the Statistic

Specified by:

clear in interface StorelessUnivariateStatistic

Overrides:

clear in class FirstMoment

getResult

public double getResult()

Returns the current value of the Statistic.

Specified by:

getResult in interface StorelessUnivariateStatistic

Overrides:

getResult in class FirstMoment

Returns:

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

copy

public SecondMoment 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 FirstMoment

Returns:

a copy of the statistic

copy

public static void copy(SecondMoment source,
                        SecondMoment dest)

Copies source to dest.

Neither source nor dest can be null.

Parameters:

source - SecondMoment to copy

dest - SecondMoment to copy to

Throws:

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