Class FirstMoment
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
- All Implemented Interfaces:
Serializable
,StorelessUnivariateStatistic
,UnivariateStatistic
,MathArrays.Function
- Direct Known Subclasses:
SecondMoment
Computes the first moment (arithmetic mean). Uses the definitional formula:
mean = sum(x_i) / n
where n
is the number of observations.
To limit numeric errors, the value of the statistic is computed using the following recursive updating algorithm:
- Initialize
m =
the first value - For each additional value, update using
m = m + (new value - m) / (number of observations)
Returns Double.NaN
if the dataset is empty. 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 TypeFieldDescriptionprotected double
Deviation of most recently added value from previous first moment.protected double
First moment of values that have been addedprotected long
Count of values that have been addedprotected double
Deviation of most recently added value from previous first moment, normalized by previous sample size.private static final long
Serializable version identifier -
Constructor Summary
ConstructorsConstructorDescriptionCreate a FirstMoment instanceFirstMoment
(FirstMoment original) Copy constructor, creates a newFirstMoment
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
(FirstMoment source, FirstMoment dest) Copies source to dest.long
getN()
Returns the number of values that have been added.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.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:
-
n
protected long nCount of values that have been added -
m1
protected double m1First moment of values that have been added -
dev
protected double devDeviation of most recently added value from previous first moment. Retained to prevent repeated computation in higher order moments. -
nDev
protected double nDevDeviation of most recently added value from previous first moment, normalized by previous sample size. Retained to prevent repeated computation in higher order moments
-
-
Constructor Details
-
FirstMoment
FirstMoment()Create a FirstMoment instance -
FirstMoment
FirstMoment(FirstMoment original) throws NullArgumentException Copy constructor, creates a newFirstMoment
identical to theoriginal
- Parameters:
original
- theFirstMoment
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
- Specified by:
increment
in classAbstractStorelessUnivariateStatistic
- Parameters:
d
- the new value.
-
clear
public void clear()Clears the internal state of the Statistic- Specified by:
clear
in interfaceStorelessUnivariateStatistic
- Specified by:
clear
in classAbstractStorelessUnivariateStatistic
-
getResult
public double getResult()Returns the current value of the Statistic.- Specified by:
getResult
in interfaceStorelessUnivariateStatistic
- Specified by:
getResult
in classAbstractStorelessUnivariateStatistic
- Returns:
- value of the statistic,
Double.NaN
if it has been cleared or just instantiated.
-
getN
public long getN()Returns the number of values that have been added.- Specified by:
getN
in interfaceStorelessUnivariateStatistic
- Returns:
- the number of values.
-
copy
Returns a copy of the statistic with the same internal state.- Specified by:
copy
in interfaceStorelessUnivariateStatistic
- Specified by:
copy
in interfaceUnivariateStatistic
- Specified by:
copy
in classAbstractStorelessUnivariateStatistic
- Returns:
- a copy of the statistic
-
copy
Copies 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
-