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


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 /**
21  * Computes a statistic related to the Fourth Central Moment. Specifically,
22  * what is computed is the sum of
23  * <p>
24  * (x_i - xbar) ^ 4,
25  * <p>
26  * where the x_i are the
27  * sample observations and xbar is the sample mean.
28  * <p>
29  * The following recursive updating formula is used:
30  * <p>
31  * Let <ul>
32  * <li> dev = (current obs - previous mean) </li>
33  * <li> m2 = previous value of {@link SecondMoment} </li>
34  * <li> m2 = previous value of {@link ThirdMoment} </li>
35  * <li> n = number of observations (including current obs) </li>
36  * </ul>
37  * Then
38  * <p>
39  * new value = old value - 4 * (dev/n) * m3 + 6 * (dev/n)^2 * m2 + <br>
40  * [n^2 - 3 * (n-1)] * dev^4 * (n-1) / n^3
41  * <p>
42  * Returns <code>Double.NaN</code> if no data values have been added and
43  * returns <code>0</code> if there is just one value in the data set.
44  * <p>
45  * <strong>Note that this implementation is not synchronized.</strong> If
46  * multiple threads access an instance of this class concurrently, and at least
47  * one of the threads invokes the <code>increment()</code> or
48  * <code>clear()</code> method, it must be synchronized externally.
49  *
50  * @version $Revision$ $Date: 2005-02-26 05:11:52 -0800 (Sat, 26 Feb 2005) $
51  */
52 public class FourthMoment extends ThirdMoment implements Serializable JavaDoc{
53
54     /** Serializable version identifier */
55     static final long serialVersionUID = 4763990447117157611L;
56         
57     /** fourth moment of values that have been added */
58     protected double m4;
59
60     /**
61      * Create a FourthMoment instance
62      */
63     public FourthMoment() {
64         super();
65         m4 = Double.NaN;
66     }
67     
68     /**
69      * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#increment(double)
70      */
71     public void increment(final double d) {
72         if (n < 1) {
73             m4 = 0.0;
74             m3 = 0.0;
75             m2 = 0.0;
76             m1 = 0.0;
77         }
78
79         double prevM3 = m3;
80         double prevM2 = m2;
81         
82         super.increment(d);
83         
84         double n0 = (double) n;
85
86         m4 = m4 - 4.0 * nDev * prevM3 + 6.0 * nDevSq * prevM2 +
87             ((n0 * n0) - 3 * (n0 -1)) * (nDevSq * nDevSq * (n0 - 1) * n0);
88     }
89
90     /**
91      * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getResult()
92      */
93     public double getResult() {
94         return m4;
95     }
96
97     /**
98      * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#clear()
99      */
100     public void clear() {
101         super.clear();
102         m4 = Double.NaN;
103     }
104
105 }
106
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