org.apache.commons.math3.stat.descriptive.moment
Class Skewness

java.lang.Object
  org.apache.commons.math3.stat.descriptive.AbstractUnivariateStatistic
      org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic
          org.apache.commons.math3.stat.descriptive.moment.Skewness

All Implemented Interfaces:

Serializable, StorelessUnivariateStatistic, UnivariateStatistic, MathArrays.Function

public class Skewness
extends AbstractStorelessUnivariateStatistic
implements Serializable

Computes the skewness of the available values.

We use the following (unbiased) formula to define skewness:

skewness = [n / (n -1) (n - 2)] sum[(x_i - mean)^3] / std^3

where n is the number of values, mean is the Mean and std is the StandardDeviation

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:

$Id: Skewness.java 7721 2013-02-14 14:07:13Z CardosoP $

See Also:

Serialized Form

Field Summary

protected boolean	incMoment Determines whether or not this statistic can be incremented or cleared.
protected org.apache.commons.math3.stat.descriptive.moment.ThirdMoment	moment Third moment on which this statistic is based

Constructor Summary

Skewness()
Constructs a Skewness

Skewness(Skewness original)
Copy constructor, creates a new Skewness identical to the original

Skewness(org.apache.commons.math3.stat.descriptive.moment.ThirdMoment m3)
Constructs a Skewness with an external moment

Method Summary

void	clear() Clears the internal state of the Statistic
Skewness	copy() Returns a copy of the statistic with the same internal state.
static void	copy(Skewness source, Skewness dest) Copies source to dest.
double	evaluate(double[] values, int begin, int length) Returns the Skewness of the entries in the specifed portion of the input array.
long	getN() Returns the number of values that have been added.
double	getResult() Returns the value of the statistic based on the values that have been added.
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.math3.stat.descriptive.AbstractStorelessUnivariateStatistic

equals, evaluate, hashCode, incrementAll, incrementAll

Methods inherited from class org.apache.commons.math3.stat.descriptive.AbstractUnivariateStatistic

evaluate, getData, getDataRef, setData, setData, test, test, test, test

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait

Field Detail

moment

protected org.apache.commons.math3.stat.descriptive.moment.ThirdMoment moment

Third moment on which this statistic is based

incMoment

protected boolean incMoment

Determines whether or not this statistic can be incremented or cleared.

Statistics based on (constructed from) external moments cannot be incremented or cleared.

Constructor Detail

Skewness

public Skewness()

Constructs a Skewness

Skewness

public Skewness(org.apache.commons.math3.stat.descriptive.moment.ThirdMoment m3)

Constructs a Skewness with an external moment

Parameters:

m3 - external moment

Skewness

public Skewness(Skewness original)
         throws NullArgumentException

Copy constructor, creates a new Skewness identical to the original

Parameters:

original - the Skewness instance to copy

Throws:

NullArgumentException - if original is null

Method Detail

increment

public void increment(double d)

Updates the internal state of the statistic to reflect the addition of the new value.

Note that when Skewness(ThirdMoment) is used to create a Skewness, this method does nothing. In that case, the ThirdMoment should be incremented directly.

Specified by:

increment in interface StorelessUnivariateStatistic

Specified by:

increment in class AbstractStorelessUnivariateStatistic

Parameters:

d - the new value.

getResult

public double getResult()

Returns the value of the statistic based on the values that have been added.

See Skewness for the definition used in the computation.

Specified by:

getResult in interface StorelessUnivariateStatistic

Specified by:

getResult in class AbstractStorelessUnivariateStatistic

Returns:

the skewness of the available values.

getN

public long getN()

Returns the number of values that have been added.

Specified by:

getN in interface StorelessUnivariateStatistic

Returns:

the number of values.

clear

public void clear()

Clears the internal state of the Statistic

Specified by:

clear in interface StorelessUnivariateStatistic

Specified by:

clear in class AbstractStorelessUnivariateStatistic

evaluate

public double evaluate(double[] values,
                       int begin,
                       int length)
                throws MathIllegalArgumentException

Returns the Skewness of the entries in the specifed portion of the input array.

See Skewness for the definition used in the computation.

Throws IllegalArgumentException if the array is null.

Specified by:

evaluate in interface UnivariateStatistic

Specified by:

evaluate in interface MathArrays.Function

Overrides:

evaluate in class AbstractStorelessUnivariateStatistic

Parameters:

values - the input array

begin - the index of the first array element to include

length - the number of elements to include

Returns:

the skewness of the values or Double.NaN if length is less than 3

Throws:

MathIllegalArgumentException - if the array is null or the array index parameters are not valid

See Also:

UnivariateStatistic.evaluate(double[], int, int)

copy

public Skewness copy()

Returns a copy of the statistic with the same internal state.

Specified by:

copy in interface StorelessUnivariateStatistic

Specified by:

copy in interface UnivariateStatistic

Specified by:

copy in class AbstractStorelessUnivariateStatistic

Returns:

a copy of the statistic

copy

public static void copy(Skewness source,
                        Skewness dest)
                 throws NullArgumentException

Copies source to dest.

Neither source nor dest can be null.

Parameters:

source - Skewness to copy

dest - Skewness to copy to

Throws:

NullArgumentException - if either source or dest is null