All Implemented Interfaces:
Serializable, StorelessUnivariateStatistic, UnivariateStatistic, MathArrays.Function
Direct Known Subclasses:
FourthMoment

class ThirdMoment extends SecondMoment implements Serializable
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

  • dev = (current obs - previous mean)
  • m2 = previous value of SecondMoment
  • n = number of observations (including current obs)
Then

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 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 Details

    • serialVersionUID

      private static final long serialVersionUID
      Serializable version identifier
      See Also:
    • m3

      protected double m3
      third moment of values that have been added
    • nDevSq

      protected double nDevSq
      Square of deviation of most recently added value from previous first moment, normalized by previous sample size. Retained to prevent repeated computation in higher order moments. nDevSq = nDev * nDev.
  • Constructor Details

    • ThirdMoment

      ThirdMoment()
      Create a FourthMoment instance
    • ThirdMoment

      ThirdMoment(ThirdMoment original) throws NullArgumentException
      Copy constructor, creates a new ThirdMoment identical to the original
      Parameters:
      original - the ThirdMoment instance to copy
      Throws:
      NullArgumentException - if orginal is null
  • Method Details