| /* |
| * Licensed to the Apache Software Foundation (ASF) under one or more |
| * contributor license agreements. See the NOTICE file distributed with |
| * this work for additional information regarding copyright ownership. |
| * The ASF licenses this file to You under the Apache License, Version 2.0 |
| * (the "License"); you may not use this file except in compliance with |
| * the License. You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, software |
| * distributed under the License is distributed on an "AS IS" BASIS, |
| * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| * See the License for the specific language governing permissions and |
| * limitations under the License. |
| */ |
| package org.apache.commons.math4.legacy.stat.descriptive.moment; |
| |
| import org.apache.commons.math4.legacy.exception.NullArgumentException; |
| |
| /** |
| * Computes a statistic related to the Second Central Moment. Specifically, |
| * what is computed is the sum of squared deviations from the sample mean. |
| * <p> |
| * The following recursive updating formula is used:</p> |
| * <p> |
| * Let <ul> |
| * <li> dev = (current obs - previous mean) </li> |
| * <li> n = number of observations (including current obs) </li> |
| * </ul> |
| * Then |
| * <p> |
| * new value = old value + dev^2 * (n -1) / n.</p> |
| * <p> |
| * Returns <code>Double.NaN</code> if no data values have been added and |
| * returns <code>0</code> 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.</p> |
| * <p> |
| * <strong>Note that this implementation is not synchronized.</strong> If |
| * multiple threads access an instance of this class concurrently, and at least |
| * one of the threads invokes the <code>increment()</code> or |
| * <code>clear()</code> method, it must be synchronized externally.</p> |
| */ |
| public class SecondMoment extends FirstMoment { |
| /** second moment of values that have been added. */ |
| protected double m2; |
| |
| /** |
| * Create a SecondMoment instance. |
| */ |
| public SecondMoment() { |
| super(); |
| m2 = Double.NaN; |
| } |
| |
| /** |
| * Copy constructor, creates a new {@code SecondMoment} identical |
| * to the {@code original}. |
| * |
| * @param original the {@code SecondMoment} instance to copy |
| * @throws NullArgumentException if original is null |
| */ |
| public SecondMoment(SecondMoment original) throws NullArgumentException { |
| super(original); |
| this.m2 = original.m2; |
| } |
| |
| /** |
| * {@inheritDoc} |
| */ |
| @Override |
| public void increment(final double d) { |
| if (n < 1) { |
| m1 = m2 = 0.0; |
| } |
| super.increment(d); |
| m2 += ((double) n - 1) * dev * nDev; |
| } |
| |
| /** |
| * {@inheritDoc} |
| */ |
| @Override |
| public void clear() { |
| super.clear(); |
| m2 = Double.NaN; |
| } |
| |
| /** |
| * {@inheritDoc} |
| */ |
| @Override |
| public double getResult() { |
| return m2; |
| } |
| |
| /** |
| * {@inheritDoc} |
| */ |
| @Override |
| public SecondMoment copy() { |
| SecondMoment result = new SecondMoment(); |
| // no try-catch or advertised NAE because args are guaranteed non-null |
| copy(this, result); |
| return result; |
| } |
| |
| /** |
| * Copies source to dest. |
| * <p>Neither source nor dest can be null.</p> |
| * |
| * @param source SecondMoment to copy |
| * @param dest SecondMoment to copy to |
| * @throws NullArgumentException if either source or dest is null |
| */ |
| public static void copy(SecondMoment source, SecondMoment dest) |
| throws NullArgumentException { |
| NullArgumentException.check(source); |
| NullArgumentException.check(dest); |
| FirstMoment.copy(source, dest); |
| dest.m2 = source.m2; |
| } |
| |
| } |