thirdmoment.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;

/**
 * Computes a statistic related to the Third Central Moment.  Specifically,
 * what is computed is the sum of cubed deviations from the sample mean.
 * <p>
 * The following recursive updating formula is used:</p>
 * <p>
 * Let <ul>
 * <li> dev = (current obs - previous mean) </li>
 * <li> m2 = previous value of {@link SecondMoment} </li>
 * <li> n = number of observations (including current obs) </li>
 * </ul>
 * Then</p>
 * <p>
 * new value = old value - 3 * (dev/n) * m2 + (n-1) * (n -2) * (dev^3/n^2)</p>
 * <p>
 * Returns <code>Double.NaN</code> if no data values have been added and
 * returns <code>0</code> if there is just one value in the data set.</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 ThirdMoment extends SecondMoment implements Serializable {

    /** Serializable version identifier */
    private static final long serialVersionUID = -7818711964045118679L;  
      
    /** third moment of values that have been added */
    protected double m3;

     /**
     * 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.
     */
    protected double nDevSq;

    /**
     * Create a FourthMoment instance
     */
    public ThirdMoment() {
        super();
        m3 = Double.NaN;
        nDevSq = Double.NaN;
    }

    /**
     * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#increment(double)
     */
    public void increment(final double d) {
        if (n < 1) {
            m3 = m2 = m1 = 0.0;
        }  
       
        double prevM2 = m2;
        super.increment(d);
        nDevSq = nDev * nDev;
        double n0 = (double) n;
        m3 = m3 - 3.0 * nDev * prevM2 + (n0 - 1) * (n0 - 2) * nDevSq * dev;
    }

    /**
     * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getResult()
     */
    public double getResult() {
        return m3;
    }

    /**
     * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#clear()
     */
    public void clear() {
        super.clear();
        m3 = Double.NaN;
        nDevSq = Double.NaN;
    }

}