Class SecondMoment
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
- All Implemented Interfaces:
Serializable
,StorelessUnivariateStatistic
,UnivariateStatistic
,MathArrays.Function
- Direct Known Subclasses:
ThirdMoment
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.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.
- See Also:
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Field Summary
FieldsModifier and TypeFieldDescriptionprotected double
second moment of values that have been addedprivate static final long
Serializable version identifierFields inherited from class org.apache.commons.math3.stat.descriptive.moment.FirstMoment
dev, m1, n, nDev
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Constructor Summary
ConstructorsConstructorDescriptionCreate a SecondMoment instanceSecondMoment
(SecondMoment original) Copy constructor, creates a newSecondMoment
identical to theoriginal
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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
(SecondMoment source, SecondMoment 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.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
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Field Details
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serialVersionUID
private static final long serialVersionUIDSerializable version identifier- See Also:
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m2
protected double m2second moment of values that have been added
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Constructor Details
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SecondMoment
public SecondMoment()Create a SecondMoment instance -
SecondMoment
Copy constructor, creates a newSecondMoment
identical to theoriginal
- Parameters:
original
- theSecondMoment
instance to copy- Throws:
NullArgumentException
- if original is null
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Method Details
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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 classFirstMoment
- Parameters:
d
- the new value.
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clear
public void clear()Clears the internal state of the Statistic- Specified by:
clear
in interfaceStorelessUnivariateStatistic
- Overrides:
clear
in classFirstMoment
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getResult
public double getResult()Returns the current value of the Statistic.- Specified by:
getResult
in interfaceStorelessUnivariateStatistic
- Overrides:
getResult
in classFirstMoment
- Returns:
- value of the statistic,
Double.NaN
if it has been cleared or just instantiated.
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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 classFirstMoment
- Returns:
- a copy of the statistic
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copy
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
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