org.apache.commons.math3.stat.descriptive.moment
Class ThirdMoment

java.lang.Object
  extended by org.apache.commons.math3.stat.descriptive.AbstractUnivariateStatistic
      extended by org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic
          extended by org.apache.commons.math3.stat.descriptive.moment.FirstMoment
              extended by org.apache.commons.math3.stat.descriptive.moment.SecondMoment
                  extended by org.apache.commons.math3.stat.descriptive.moment.ThirdMoment
All Implemented Interfaces:
java.io.Serializable, StorelessUnivariateStatistic, UnivariateStatistic, MathArrays.Function
Direct Known Subclasses:
FourthMoment

 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

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.

Version:
$Id: ThirdMoment.java 1416643 2012-12-03 19:37:14Z tn $

Field Summary
protected  double m3
          third moment of values that have been added
protected  double nDevSq
          Square of deviation of most recently added value from previous first moment, normalized by previous sample size.
private static long serialVersionUID
          Serializable version identifier
 
Fields inherited from class org.apache.commons.math3.stat.descriptive.moment.SecondMoment
m2
 
Fields inherited from class org.apache.commons.math3.stat.descriptive.moment.FirstMoment
dev, m1, n, nDev
 
Constructor Summary
ThirdMoment()
          Create a FourthMoment instance
ThirdMoment(ThirdMoment original)
          Copy constructor, creates a new ThirdMoment identical to the original
 
Method Summary
 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.math3.stat.descriptive.moment.SecondMoment
copy
 
Methods inherited from class org.apache.commons.math3.stat.descriptive.moment.FirstMoment
copy, getN
 
Methods inherited from class org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic
equals, evaluate, evaluate, hashCode, incrementAll, incrementAll
 
Methods inherited from class org.apache.commons.math3.stat.descriptive.AbstractUnivariateStatistic
evaluate, getData, getDataRef, setData, setData, test, test, test, test
 
Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

serialVersionUID

private static final long serialVersionUID
Serializable version identifier

See Also:
Constant Field Values

m3

protected double m3
third moment of values that have been added


nDevSq

protected double nDevSq
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.

Constructor Detail

ThirdMoment

public ThirdMoment()
Create a FourthMoment instance


ThirdMoment

public ThirdMoment(ThirdMoment original)
            throws NullArgumentException
Copy constructor, creates a new ThirdMoment identical to the original

Parameters:
original - the ThirdMoment instance to copy
Throws:
NullArgumentException - if orginal is null
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)
                 throws NullArgumentException
Copies source to dest.

Neither source nor dest can be null.

Parameters:
source - ThirdMoment to copy
dest - ThirdMoment to copy to
Throws:
NullArgumentException - if either source or dest is null


Copyright (c) 2003-2013 Apache Software Foundation