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Java > Open Source Codes > org > apache > commons > math > stat > descriptive > moment > FirstMoment


1 /*
2  * Copyright 2003-2004 The Apache Software Foundation.
3  *
4  * Licensed under the Apache License, Version 2.0 (the "License");
5  * you may not use this file except in compliance with the License.
6  * You may obtain a copy of the License at
7  *
8  * http://www.apache.org/licenses/LICENSE-2.0
9  *
10  * Unless required by applicable law or agreed to in writing, software
11  * distributed under the License is distributed on an "AS IS" BASIS,
12  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
13  * See the License for the specific language governing permissions and
14  * limitations under the License.
15  */
16 package org.apache.commons.math.stat.descriptive.moment;
17
18 import java.io.Serializable JavaDoc;
19
20 import org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic;
21
22 /**
23  * Computes the first moment (arithmetic mean). Uses the definitional formula:
24  * <p>
25  * mean = sum(x_i) / n
26  * <p>
27  * where <code>n</code> is the number of observations.
28  * <p>
29  * To limit numeric errors, the value of the statistic is computed using the
30  * following recursive updating algorithm:
31  * <p>
32  * <ol>
33  * <li>Initialize <code>m = </code> the first value</li>
34  * <li>For each additional value, update using <br>
35  * <code>m = m + (new value - m) / (number of observations)</code></li>
36  * </ol>
37  * <p>
38  * Returns <code>Double.NaN</code> if the dataset is empty.
39  * <p>
40  * <strong>Note that this implementation is not synchronized.</strong> If
41  * multiple threads access an instance of this class concurrently, and at least
42  * one of the threads invokes the <code>increment()</code> or
43  * <code>clear()</code> method, it must be synchronized externally.
44  *
45  * @version $Revision$ $Date: 2005-02-26 05:11:52 -0800 (Sat, 26 Feb 2005) $
46  */
47 public class FirstMoment extends AbstractStorelessUnivariateStatistic
48     implements Serializable JavaDoc {
49
50     /** Serializable version identifier */
51     static final long serialVersionUID = -803343206421984070L;
52     
53     /** Count of values that have been added */
54     protected long n;
55
56     /** First moment of values that have been added */
57     protected double m1;
58     
59     /**
60      * Deviation of most recently added value from previous first moment.
61      * Retained to prevent repeated computation in higher order moments.
62      */
63     protected double dev;
64     
65     /**
66      * Deviation of most recently added value from previous first moment,
67      * normalized by previous sample size. Retained to prevent repeated
68      * computation in higher order moments
69      */
70     protected double nDev;
71
72     /**
73      * Create a FirstMoment instance
74      */
75     public FirstMoment() {
76         n = 0;
77         m1 = Double.NaN;
78         dev = Double.NaN;
79         nDev = Double.NaN;
80     }
81     
82     /**
83      * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#increment(double)
84      */
85     public void increment(final double d) {
86         if (n == 0) {
87             m1 = 0.0;
88         }
89         n++;
90         double n0 = (double) n;
91         dev = d - m1;
92         nDev = dev / n0;
93         m1 += nDev;
94     }
95
96     /**
97      * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#clear()
98      */
99     public void clear() {
100         m1 = Double.NaN;
101         n = 0;
102         dev = Double.NaN;
103         nDev = Double.NaN;
104     }
105
106     /**
107      * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getResult()
108      */
109     public double getResult() {
110         return m1;
111     }
112
113     /**
114      * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getN()
115      */
116     public long getN() {
117         return n;
118     }
119 }
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