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java.lang.Objectorg.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic
org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic
org.apache.commons.math.stat.descriptive.moment.FirstMoment
org.apache.commons.math.stat.descriptive.moment.SecondMoment
org.apache.commons.math.stat.descriptive.moment.ThirdMoment
public class ThirdMoment
Computes a statistic related to the Third Central Moment. Specifically, what is computed is the sum of cubed deviations from the sample mean.
The following recursive updating formula is used:
Let
SecondMoment new value = old value - 3 * (dev/n) * m2 + (n-1) * (n -2) * (dev^3/n^2)
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.
| Field Summary | |
|---|---|
protected double |
m3
third moment of values that have been added |
protected double |
nDevSq
Square of deviation of most recently added value from previous first moment, normalized by previous sample size. |
| Fields inherited from class org.apache.commons.math.stat.descriptive.moment.SecondMoment |
|---|
m2 |
| Fields inherited from class org.apache.commons.math.stat.descriptive.moment.FirstMoment |
|---|
dev, m1, n, nDev |
| Constructor Summary | |
|---|---|
ThirdMoment()
Create a FourthMoment instance |
|
ThirdMoment(ThirdMoment original)
Copy constructor, creates a new ThirdMoment identical
to the original |
|
| Method Summary | |
|---|---|
void |
clear()
Clears the internal state of the Statistic |
ThirdMoment |
copy()
Returns a copy of the statistic with the same internal state. |
static void |
copy(ThirdMoment source,
ThirdMoment dest)
Copies source to dest. |
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 org.apache.commons.math.stat.descriptive.moment.SecondMoment |
|---|
copy |
| Methods inherited from class org.apache.commons.math.stat.descriptive.moment.FirstMoment |
|---|
copy, getN |
| Methods inherited from class org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic |
|---|
equals, evaluate, evaluate, hashCode, incrementAll, incrementAll |
| Methods inherited from class org.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic |
|---|
evaluate, getData, getDataRef, setData, setData, test, test |
| Methods inherited from class java.lang.Object |
|---|
clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait |
| Field Detail |
|---|
protected double m3
protected double nDevSq
| Constructor Detail |
|---|
public ThirdMoment()
public ThirdMoment(ThirdMoment original)
ThirdMoment identical
to the original
original - the ThirdMoment instance to copy| Method Detail |
|---|
public void increment(double d)
increment in interface StorelessUnivariateStatisticincrement in class SecondMomentd - the new value.public double getResult()
getResult in interface StorelessUnivariateStatisticgetResult in class SecondMomentDouble.NaN if it
has been cleared or just instantiated.public void clear()
clear in interface StorelessUnivariateStatisticclear in class SecondMomentpublic ThirdMoment copy()
copy in interface StorelessUnivariateStatisticcopy in interface UnivariateStatisticcopy in class SecondMoment
public static void copy(ThirdMoment source,
ThirdMoment dest)
Neither source nor dest can be null.
source - ThirdMoment to copydest - ThirdMoment to copy to
NullPointerException - if either source or dest is null
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