KickJava   Java API By Example, From Geeks To Geeks.

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


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 Second Central Moment. Specifically,
22  * what is computed is the sum of squared deviations from the sample mean.
23  * <p>
24  * The following recursive updating formula is used:
25  * <p>
26  * Let <ul>
27  * <li> dev = (current obs - previous mean) </li>
28  * <li> n = number of observations (including current obs) </li>
29  * </ul>
30  * Then
31  * <p>
32  * new value = old value + dev^2 * (n -1) / n.
33  * <p>
34  * Returns <code>Double.NaN</code> if no data values have been added and
35  * returns <code>0</code> if there is just one value in the data set.
36  * <p>
37  * <strong>Note that this implementation is not synchronized.</strong> If
38  * multiple threads access an instance of this class concurrently, and at least
39  * one of the threads invokes the <code>increment()</code> or
40  * <code>clear()</code> method, it must be synchronized externally.
41  *
42  * @version $Revision$ $Date: 2005-02-26 05:11:52 -0800 (Sat, 26 Feb 2005) $
43  */
44 public class SecondMoment extends FirstMoment implements Serializable JavaDoc {
45
46     /** Serializable version identifier */
47     static final long serialVersionUID = 3942403127395076445L;
48       
49     /** second moment of values that have been added */
50     protected double m2;
51
52     /**
53      * Create a SecondMoment instance
54      */
55     public SecondMoment() {
56         super();
57         m2 = Double.NaN;
58     }
59     
60     /**
61      * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#increment(double)
62      */
63     public void increment(final double d) {
64         if (n < 1) {
65             m1 = m2 = 0.0;
66         }
67         super.increment(d);
68         m2 += ((double) n - 1) * dev * nDev;
69     }
70
71     /**
72      * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#clear()
73      */
74     public void clear() {
75         super.clear();
76         m2 = Double.NaN;
77     }
78
79     /**
80      * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getResult()
81      */
82     public double getResult() {
83         return m2;
84     }
85
86 }
87
Popular Tags