fr.cnes.sirius.patrius.math.stat.descriptive.moment

Class SecondMoment

java.lang.Object

fr.cnes.sirius.patrius.math.stat.descriptive.AbstractUnivariateStatistic

fr.cnes.sirius.patrius.math.stat.descriptive.AbstractStorelessUnivariateStatistic

fr.cnes.sirius.patrius.math.stat.descriptive.moment.SecondMoment

All Implemented Interfaces:

StorelessUnivariateStatistic, UnivariateStatistic, MathArrays.Function, Serializable

public class SecondMoment
extends AbstractStorelessUnivariateStatistic
implements Serializable

Computes a statistic related to the Second Central Moment. Specifically, what is computed is the sum of squared deviations from the sample mean.

The following recursive updating formula is used:

Let

• dev = (current obs - previous mean)
• n = number of observations (including current obs)

Then

new value = old value + dev^2 * (n -1) / n.

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:

$Id: SecondMoment.java 18108 2017-10-04 06:45:27Z bignon $

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
protected double	dev Deviation of most recently added value from previous first moment.
protected double	m1 First moment of values that have been added
protected double	m2 second moment of values that have been added
protected long	n Count of values that have been added
protected double	nDev Deviation of most recently added value from previous first moment, normalized by previous sample size.

Constructor Summary

Constructors

Constructor and Description
SecondMoment() Create a SecondMoment instance
SecondMoment(SecondMoment original) Copy constructor, creates a new SecondMoment identical to the original

Method Summary

Modifier and Type	Method and Description
void	clear() Clears the internal state of the Statistic
SecondMoment	copy() Returns a copy of the statistic with the same internal state.
static void	copy(fr.cnes.sirius.patrius.math.stat.descriptive.moment.FirstMoment source, fr.cnes.sirius.patrius.math.stat.descriptive.moment.FirstMoment dest) Copies source to dest.
static void	copy(SecondMoment source, SecondMoment dest) Copies source to dest.
long	getN() Returns the number of values that have been added.
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 fr.cnes.sirius.patrius.math.stat.descriptive.AbstractStorelessUnivariateStatistic

equals, evaluate, evaluate, hashCode, incrementAll, incrementAll

Methods inherited from class fr.cnes.sirius.patrius.math.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

m2

protected double m2

second moment of values that have been added

n

protected long n

Count of values that have been added

m1

protected double m1

First moment of values that have been added

dev

protected double dev

Deviation of most recently added value from previous first moment. Retained to prevent repeated computation in higher order moments.

nDev

protected double nDev

Deviation of most recently added value from previous first moment, normalized by previous sample size. Retained to prevent repeated computation in higher order moments

Constructor Detail

SecondMoment

public SecondMoment()

Create a SecondMoment instance

SecondMoment

public SecondMoment(SecondMoment original)

Copy constructor, creates a new SecondMoment identical to the original

Parameters:

original - the SecondMoment 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.

Specified by:

increment in interface StorelessUnivariateStatistic

Parameters:

d - the new value.

clear

public void clear()

Clears the internal state of the Statistic

Specified by:

clear in interface StorelessUnivariateStatistic

getResult

public double getResult()

Returns the current value of the Statistic.

Specified by:

getResult in interface StorelessUnivariateStatistic

Returns:

value of the statistic, Double.NaN if it has been cleared or just instantiated.

copy

public SecondMoment copy()

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

Specified by:

copy in interface StorelessUnivariateStatistic

Specified by:

copy in interface UnivariateStatistic

Returns:

a copy of the statistic

copy

public static void copy(SecondMoment source,
                        SecondMoment dest)

Copies source to dest.

Neither source nor dest can be null.

Parameters:

source - SecondMoment to copy

dest - SecondMoment to copy to

Throws:

NullArgumentException - if either source or dest is null

getN

public long getN()

Returns the number of values that have been added.

Specified by:

getN in interface StorelessUnivariateStatistic

Returns:

the number of values.

copy

public static void copy(fr.cnes.sirius.patrius.math.stat.descriptive.moment.FirstMoment source,
                        fr.cnes.sirius.patrius.math.stat.descriptive.moment.FirstMoment dest)

Copies source to dest.

Neither source nor dest can be null.

Parameters:

source - FirstMoment to copy

dest - FirstMoment to copy to

Throws:

NullArgumentException - if either source or dest is null