firstmoment.java

Apache的common math数学软件包

/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
package org.apache.commons.math.stat.descriptive.moment;

import java.io.Serializable;

import org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic;

/**
 * Computes the first moment (arithmetic mean).  Uses the definitional formula:
 * <p>
 * mean = sum(x_i) / n </p>
 * <p>
 * where <code>n</code> is the number of observations. </p>
 * <p>
 * To limit numeric errors, the value of the statistic is computed using the
 * following recursive updating algorithm: </p>
 * <p>
 * <ol>
 * <li>Initialize <code>m = </code> the first value</li>
 * <li>For each additional value, update using <br>
 *   <code>m = m + (new value - m) / (number of observations)</code></li>
 * </ol></p>
 * <p>
 *  Returns <code>Double.NaN</code> if the dataset is empty.</p>
 * <p>
 * <strong>Note that this implementation is not synchronized.</strong> If 
 * multiple threads access an instance of this class concurrently, and at least
 * one of the threads invokes the <code>increment()</code> or 
 * <code>clear()</code> method, it must be synchronized externally.</p>
 *
 * @version $Revision: 617953 $ $Date: 2008-02-02 22:54:00 -0700 (Sat, 02 Feb 2008) $
 */
public class FirstMoment extends AbstractStorelessUnivariateStatistic 
    implements Serializable {

    /** Serializable version identifier */
    private static final long serialVersionUID = -803343206421984070L; 
    
    /** Count of values that have been added */
    protected long n;

    /** First moment of values that have been added */
    protected double m1;
    
    /** 
     * Deviation of most recently added value from previous first moment.
     * Retained to prevent repeated computation in higher order moments.
     */
    protected double dev;
    
    /**
     * Deviation of most recently added value from previous first moment,
     * normalized by previous sample size.  Retained to prevent repeated
     * computation in higher order moments
     */
    protected double nDev;

    /**
     * Create a FirstMoment instance
     */
    public FirstMoment() {
        n = 0;
        m1 = Double.NaN;
        dev = Double.NaN;
        nDev = Double.NaN;
    }
    
    /**
     * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#increment(double)
     */
    public void increment(final double d) {
        if (n == 0) {
            m1 = 0.0;
        }
        n++;
        double n0 = (double) n;
        dev = d - m1;
        nDev = dev / n0;
        m1 += nDev;
    }

    /**
     * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#clear()
     */
    public void clear() {
        m1 = Double.NaN;
        n = 0;
        dev = Double.NaN;
        nDev = Double.NaN;
    }

    /**
     * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getResult()
     */
    public double getResult() {
        return m1;
    }

    /**
     * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getN()
     */
    public long getN() {
        return n;
    }
}