Class FourthMoment
java.lang.Object
org.apache.commons.math3.stat.descriptive.AbstractUnivariateStatistic
org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic
org.apache.commons.math3.stat.descriptive.moment.FirstMoment
org.apache.commons.math3.stat.descriptive.moment.SecondMoment
org.apache.commons.math3.stat.descriptive.moment.ThirdMoment
org.apache.commons.math3.stat.descriptive.moment.FourthMoment
- All Implemented Interfaces:
Serializable
,StorelessUnivariateStatistic
,UnivariateStatistic
,MathArrays.Function
Computes a statistic related to the Fourth Central Moment. Specifically,
what is computed is the sum of
(x_i - xbar) ^ 4,
where the x_i are the sample observations and xbar is the sample mean.
The following recursive updating formula is used:
Let
- dev = (current obs - previous mean)
- m2 = previous value of
SecondMoment
- m2 = previous value of
ThirdMoment
- n = number of observations (including current obs)
new value = old value - 4 * (dev/n) * m3 + 6 * (dev/n)^2 * m2 +
[n^2 - 3 * (n-1)] * dev^4 * (n-1) / n^3
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
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()
or
clear()
method, it must be synchronized externally.
-
Field Summary
FieldsModifier and TypeFieldDescriptionprivate double
fourth moment of values that have been addedprivate static final long
Serializable version identifierFields inherited from class org.apache.commons.math3.stat.descriptive.moment.ThirdMoment
m3, nDevSq
Fields inherited from class org.apache.commons.math3.stat.descriptive.moment.SecondMoment
m2
Fields inherited from class org.apache.commons.math3.stat.descriptive.moment.FirstMoment
dev, m1, n, nDev
-
Constructor Summary
ConstructorsConstructorDescriptionCreate a FourthMoment instanceFourthMoment
(FourthMoment original) Copy constructor, creates a newFourthMoment
identical to theoriginal
-
Method Summary
Modifier and TypeMethodDescriptionvoid
clear()
Clears the internal state of the Statisticcopy()
Returns a copy of the statistic with the same internal state.static void
copy
(FourthMoment source, FourthMoment dest) Copies source to dest.double
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.math3.stat.descriptive.moment.ThirdMoment
copy
Methods inherited from class org.apache.commons.math3.stat.descriptive.moment.SecondMoment
copy
Methods inherited from class org.apache.commons.math3.stat.descriptive.moment.FirstMoment
copy, getN
Methods inherited from class org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic
equals, evaluate, evaluate, hashCode, incrementAll, incrementAll
Methods inherited from class org.apache.commons.math3.stat.descriptive.AbstractUnivariateStatistic
evaluate, getData, getDataRef, setData, setData, test, test, test, test
-
Field Details
-
serialVersionUID
private static final long serialVersionUIDSerializable version identifier- See Also:
-
m4
private double m4fourth moment of values that have been added
-
-
Constructor Details
-
FourthMoment
FourthMoment()Create a FourthMoment instance -
FourthMoment
FourthMoment(FourthMoment original) throws NullArgumentException Copy constructor, creates a newFourthMoment
identical to theoriginal
- Parameters:
original
- theFourthMoment
instance to copy- Throws:
NullArgumentException
- if original is null
-
-
Method Details
-
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 interfaceStorelessUnivariateStatistic
- Overrides:
increment
in classThirdMoment
- Parameters:
d
- the new value.
-
getResult
public double getResult()Returns the current value of the Statistic.- Specified by:
getResult
in interfaceStorelessUnivariateStatistic
- Overrides:
getResult
in classThirdMoment
- Returns:
- value of the statistic,
Double.NaN
if it has been cleared or just instantiated.
-
clear
public void clear()Clears the internal state of the Statistic- Specified by:
clear
in interfaceStorelessUnivariateStatistic
- Overrides:
clear
in classThirdMoment
-
copy
Returns a copy of the statistic with the same internal state.- Specified by:
copy
in interfaceStorelessUnivariateStatistic
- Specified by:
copy
in interfaceUnivariateStatistic
- Overrides:
copy
in classThirdMoment
- Returns:
- a copy of the statistic
-
copy
Copies source to dest.Neither source nor dest can be null.
- Parameters:
source
- FourthMoment to copydest
- FourthMoment to copy to- Throws:
NullArgumentException
- if either source or dest is null
-