Package org.apache.commons.math3.stat.descriptive.moment

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.SecondMoment
All Implemented Interfaces:
Serializable, StorelessUnivariateStatistic, UnivariateStatistic, MathArrays.Function
public class SecondMoment extends AbstractStorelessUnivariateStatistic implements Serializable
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)
Then

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:

  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    protected double
    dev
    Deviation of most recently added value from previous first moment.
    protected double
    m1
    First moment of values that have been added
    protected double
    m2
    second moment of values that have been added
    protected long
    n
    Count of values that have been added
    protected double
    nDev
    Deviation of most recently added value from previous first moment, normalized by previous sample size.

  • Constructor Summary

    Constructors
    Constructor
    Description
    SecondMoment()
    Create a SecondMoment instance
    SecondMoment(SecondMoment original)
    Copy constructor, creates a new SecondMoment identical to the original

  • Method Summary

    Modifier and Type
    Method
    Description
    void
    clear()
    Clears the internal state of the Statistic
    SecondMoment
    copy()
    Returns a copy of the statistic with the same internal state.
    static void
    copy(org.apache.commons.math3.stat.descriptive.moment.FirstMoment source, org.apache.commons.math3.stat.descriptive.moment.FirstMoment dest)
    Copies source to dest.
    static void
    copy(SecondMoment source, SecondMoment dest)
    Copies source to dest.
    long
    getN()
    Returns the number of values that have been added.
    double
    getResult()
    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

    Methods inherited from class java.lang.Object

    clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait

  • Field Details

    • m2

      protected double m2
      second moment of values that have been added

    • n

      protected long n
      Count of values that have been added

    • m1

      protected double m1
      First moment of values that have been added

    • dev

      protected double dev
      Deviation of most recently added value from previous first moment. Retained to prevent repeated computation in higher order moments.

    • nDev

      protected double nDev
      Deviation 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

    • SecondMoment

      public SecondMoment()
      Create a SecondMoment instance

    • SecondMoment

      public SecondMoment(SecondMoment original) throws NullArgumentException
      Copy constructor, creates a new SecondMoment identical to the original
      Parameters:
      original - the SecondMoment 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 interface StorelessUnivariateStatistic
      Parameters:
      d - the new value.

    • clear

      public void clear()
      Clears the internal state of the Statistic
      Specified by:
      clear in interface StorelessUnivariateStatistic

    • getResult

      public double getResult()
      Returns the current value of the Statistic.
      Specified by:
      getResult in interface StorelessUnivariateStatistic
      Returns:
      value of the statistic, Double.NaN if it has been cleared or just instantiated.

    • copy

      public SecondMoment copy()
      Returns a copy of the statistic with the same internal state.
      Specified by:
      copy in interface StorelessUnivariateStatistic
      Specified by:
      copy in interface UnivariateStatistic
      Returns:
      a copy of the statistic

    • copy

      public static void copy(SecondMoment source, SecondMoment dest) throws NullArgumentException
      Copies source to dest.

      Neither source nor dest can be null.

      Parameters:
      source - SecondMoment to copy
      dest - SecondMoment to copy to
      Throws:
      NullArgumentException - if either source or dest is null

    • getN

      public long getN()
      Returns the number of values that have been added.
      Specified by:
      getN in interface StorelessUnivariateStatistic
      Returns:
      the number of values.

    • copy

      public static void copy(org.apache.commons.math3.stat.descriptive.moment.FirstMoment source, org.apache.commons.math3.stat.descriptive.moment.FirstMoment dest) throws NullArgumentException
      Copies source to dest.

      Neither source nor dest can be null.

      Parameters:
      source - FirstMoment to copy
      dest - FirstMoment to copy to
      Throws:
      NullArgumentException - if either source or dest is null