Class SecondMoment
- java.lang.Object
-
- org.apache.commons.math4.legacy.stat.descriptive.AbstractStorelessUnivariateStatistic
-
- org.apache.commons.math4.legacy.stat.descriptive.moment.SecondMoment
-
- All Implemented Interfaces:
MathArrays.Function,StorelessUnivariateStatistic,UnivariateStatistic
public class SecondMoment extends AbstractStorelessUnivariateStatistic
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)
new value = old value + dev^2 * (n -1) / n.
Returns
Double.NaNif no data values have been added and returns0if there is just one value in the data set. Note that Double.NaN may also be returned if the input includes NaN and / or infinite values.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()orclear()method, it must be synchronized externally.
-
-
Field Summary
Fields Modifier and Type Field Description protected doubledevDeviation of most recently added value from previous first moment.protected doublem1First moment of values that have been added.protected doublem2second moment of values that have been added.protected longnCount of values that have been added.protected doublenDevDeviation of most recently added value from previous first moment, normalized by previous sample size.
-
Constructor Summary
Constructors Constructor Description SecondMoment()Create a SecondMoment instance.SecondMoment(SecondMoment original)Copy constructor, creates a newSecondMomentidentical to theoriginal.
-
Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voidclear()Clears the internal state of the Statistic.SecondMomentcopy()Returns a copy of the statistic with the same internal state.static voidcopy(org.apache.commons.math4.legacy.stat.descriptive.moment.FirstMoment source, org.apache.commons.math4.legacy.stat.descriptive.moment.FirstMoment dest)Copies source to dest.static voidcopy(SecondMoment source, SecondMoment dest)Copies source to dest.longgetN()Returns the number of values that have been added.doublegetResult()Returns the current value of the Statistic.voidincrement(double d)Updates the internal state of the statistic to reflect the addition of the new value.-
Methods inherited from class org.apache.commons.math4.legacy.stat.descriptive.AbstractStorelessUnivariateStatistic
equals, evaluate, evaluate, hashCode, incrementAll, incrementAll
-
-
-
-
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) throws NullArgumentException
Copy constructor, creates a newSecondMomentidentical to theoriginal.- Parameters:
original- theSecondMomentinstance 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:
incrementin interfaceStorelessUnivariateStatistic- Parameters:
d- the new value.
-
clear
public void clear()
Clears the internal state of the Statistic.- Specified by:
clearin interfaceStorelessUnivariateStatistic
-
getResult
public double getResult()
Returns the current value of the Statistic.- Specified by:
getResultin interfaceStorelessUnivariateStatistic- Returns:
- value of the statistic,
Double.NaNif it has been cleared or just instantiated.
-
copy
public SecondMoment copy()
Returns a copy of the statistic with the same internal state.- Specified by:
copyin interfaceStorelessUnivariateStatistic- Specified by:
copyin interfaceUnivariateStatistic- Returns:
- a copy of the statistic
-
copy
public static void copy(SecondMoment source, SecondMoment dest) throws NullArgumentException
Copies source to dest.Neither source nor dest can be null.
- Parameters:
source- SecondMoment to copydest- 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.- Returns:
- the number of values.
-
copy
public static void copy(org.apache.commons.math4.legacy.stat.descriptive.moment.FirstMoment source, org.apache.commons.math4.legacy.stat.descriptive.moment.FirstMoment dest) throws NullArgumentExceptionCopies source to dest.Neither source nor dest can be null.
- Parameters:
source- FirstMoment to copydest- FirstMoment to copy to- Throws:
NullArgumentException- if either source or dest is null
-
-