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


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 Third Central Moment. Specifically,
22  * what is computed is the sum of cubed 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> m2 = previous value of {@link SecondMoment} </li>
29  * <li> n = number of observations (including current obs) </li>
30  * </ul>
31  * Then
32  * <p>
33  * new value = old value - 3 * (dev/n) * m2 + (n-1) * (n -2) * (dev^3/n^2)
34  * <p>
35  * Returns <code>Double.NaN</code> if no data values have been added and
36  * returns <code>0</code> if there is just one value in the data set.
37  * <p>
38  * <strong>Note that this implementation is not synchronized.</strong> If
39  * multiple threads access an instance of this class concurrently, and at least
40  * one of the threads invokes the <code>increment()</code> or
41  * <code>clear()</code> method, it must be synchronized externally.
42  *
43  * @version $Revision$ $Date: 2005-02-26 05:11:52 -0800 (Sat, 26 Feb 2005) $
44  */
45 public class ThirdMoment extends SecondMoment implements Serializable JavaDoc {
46
47     /** Serializable version identifier */
48     static final long serialVersionUID = -7818711964045118679L;
49       
50     /** third moment of values that have been added */
51     protected double m3;
52
53      /**
54      * Square of deviation of most recently added value from previous first
55      * moment, normalized by previous sample size. Retained to prevent
56      * repeated computation in higher order moments. nDevSq = nDev * nDev.
57      */
58     protected double nDevSq;
59
60     /**
61      * Create a FourthMoment instance
62      */
63     public ThirdMoment() {
64         super();
65         m3 = Double.NaN;
66         nDevSq = Double.NaN;
67     }
68
69     /**
70      * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#increment(double)
71      */
72     public void increment(final double d) {
73         if (n < 1) {
74             m3 = m2 = m1 = 0.0;
75         }
76        
77         double prevM2 = m2;
78         super.increment(d);
79         nDevSq = nDev * nDev;
80         double n0 = (double) n;
81         m3 = m3 - 3.0 * nDev * prevM2 + (n0 - 1) * (n0 - 2) * nDevSq * dev;
82     }
83
84     /**
85      * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getResult()
86      */
87     public double getResult() {
88         return m3;
89     }
90
91     /**
92      * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#clear()
93      */
94     public void clear() {
95         super.clear();
96         m3 = Double.NaN;
97         nDevSq = Double.NaN;
98     }
99
100 }
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