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

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

public class ThirdMoment
extends SecondMoment
implements 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:
$Revision: 348519 $ $Date: 2005-11-23 12:12:18 -0700 (Wed, 23 Nov 2005) $
See Also:
Serialized Form

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.
 
Fields inherited from class org.apache.commons.math.stat.descriptive.moment.SecondMoment
m2
 
Fields inherited from class org.apache.commons.math.stat.descriptive.moment.FirstMoment
dev, m1, n, nDev
 
Constructor Summary
ThirdMoment()
          Create a FourthMoment instance
 
Method Summary
 void clear()
          Clears the internal state of the Statistic
 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.math.stat.descriptive.moment.FirstMoment
getN
 
Methods inherited from class org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic
equals, evaluate, evaluate, hashCode, incrementAll, incrementAll
 
Methods inherited from class org.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic
test
 
Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

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

Method Detail

increment

public void increment(double d)
Description copied from interface: StorelessUnivariateStatistic
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.
See Also:
StorelessUnivariateStatistic.increment(double)

getResult

public double getResult()
Description copied from interface: StorelessUnivariateStatistic
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.
See Also:
StorelessUnivariateStatistic.getResult()

clear

public void clear()
Description copied from interface: StorelessUnivariateStatistic
Clears the internal state of the Statistic

Specified by:
clear in interface StorelessUnivariateStatistic
Overrides:
clear in class SecondMoment
See Also:
StorelessUnivariateStatistic.clear()


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