Class ThirdMoment
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
- All Implemented Interfaces:
Serializable
,StorelessUnivariateStatistic
,UnivariateStatistic
,MathArrays.Function
- Direct Known Subclasses:
FourthMoment
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)
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.
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Field Summary
FieldsModifier and TypeFieldDescriptionprotected double
third moment of values that have been addedprotected double
Square of deviation of most recently added value from previous first moment, normalized by previous sample size.private static final long
Serializable version identifierFields 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
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Constructor Summary
ConstructorsConstructorDescriptionCreate a FourthMoment instanceThirdMoment
(ThirdMoment original) Copy constructor, creates a newThirdMoment
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
(ThirdMoment source, ThirdMoment 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.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
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Field Details
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serialVersionUID
private static final long serialVersionUIDSerializable version identifier- See Also:
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m3
protected double m3third moment of values that have been added -
nDevSq
protected double nDevSqSquare 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.
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Constructor Details
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ThirdMoment
ThirdMoment()Create a FourthMoment instance -
ThirdMoment
ThirdMoment(ThirdMoment original) throws NullArgumentException Copy constructor, creates a newThirdMoment
identical to theoriginal
- Parameters:
original
- theThirdMoment
instance to copy- Throws:
NullArgumentException
- if orginal 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 classSecondMoment
- Parameters:
d
- the new value.
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getResult
public double getResult()Returns the current value of the Statistic.- Specified by:
getResult
in interfaceStorelessUnivariateStatistic
- Overrides:
getResult
in classSecondMoment
- Returns:
- value of the statistic,
Double.NaN
if it has been cleared or just instantiated.
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clear
public void clear()Clears the internal state of the Statistic- Specified by:
clear
in interfaceStorelessUnivariateStatistic
- Overrides:
clear
in classSecondMoment
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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 classSecondMoment
- Returns:
- a copy of the statistic
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copy
Copies source to dest.Neither source nor dest can be null.
- Parameters:
source
- ThirdMoment to copydest
- ThirdMoment to copy to- Throws:
NullArgumentException
- if either source or dest is null
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