001 /*
002 * Licensed to the Apache Software Foundation (ASF) under one or more
003 * contributor license agreements. See the NOTICE file distributed with
004 * this work for additional information regarding copyright ownership.
005 * The ASF licenses this file to You under the Apache License, Version 2.0
006 * (the "License"); you may not use this file except in compliance with
007 * the License. You may obtain a copy of the License at
008 *
009 * http://www.apache.org/licenses/LICENSE-2.0
010 *
011 * Unless required by applicable law or agreed to in writing, software
012 * distributed under the License is distributed on an "AS IS" BASIS,
013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014 * See the License for the specific language governing permissions and
015 * limitations under the License.
016 */
017 package org.apache.commons.math.stat.descriptive.moment;
018
019 import java.io.Serializable;
020
021
022 /**
023 * Computes a statistic related to the Third Central Moment. Specifically,
024 * what is computed is the sum of cubed deviations from the sample mean.
025 * <p>
026 * The following recursive updating formula is used:</p>
027 * <p>
028 * Let <ul>
029 * <li> dev = (current obs - previous mean) </li>
030 * <li> m2 = previous value of {@link SecondMoment} </li>
031 * <li> n = number of observations (including current obs) </li>
032 * </ul>
033 * Then</p>
034 * <p>
035 * new value = old value - 3 * (dev/n) * m2 + (n-1) * (n -2) * (dev^3/n^2)</p>
036 * <p>
037 * Returns <code>Double.NaN</code> if no data values have been added and
038 * returns <code>0</code> if there is just one value in the data set.</p>
039 * <p>
040 * <strong>Note that this implementation is not synchronized.</strong> If
041 * multiple threads access an instance of this class concurrently, and at least
042 * one of the threads invokes the <code>increment()</code> or
043 * <code>clear()</code> method, it must be synchronized externally.</p>
044 *
045 * @version $Revision: 811685 $ $Date: 2009-09-05 19:36:48 +0200 (sam. 05 sept. 2009) $
046 */
047 public class ThirdMoment extends SecondMoment implements Serializable {
048
049 /** Serializable version identifier */
050 private static final long serialVersionUID = -7818711964045118679L;
051
052 /** third moment of values that have been added */
053 protected double m3;
054
055 /**
056 * Square of deviation of most recently added value from previous first
057 * moment, normalized by previous sample size. Retained to prevent
058 * repeated computation in higher order moments. nDevSq = nDev * nDev.
059 */
060 protected double nDevSq;
061
062 /**
063 * Create a FourthMoment instance
064 */
065 public ThirdMoment() {
066 super();
067 m3 = Double.NaN;
068 nDevSq = Double.NaN;
069 }
070
071 /**
072 * Copy constructor, creates a new {@code ThirdMoment} identical
073 * to the {@code original}
074 *
075 * @param original the {@code ThirdMoment} instance to copy
076 */
077 public ThirdMoment(ThirdMoment original) {
078 copy(original, this);
079 }
080
081 /**
082 * {@inheritDoc}
083 */
084 @Override
085 public void increment(final double d) {
086 if (n < 1) {
087 m3 = m2 = m1 = 0.0;
088 }
089
090 double prevM2 = m2;
091 super.increment(d);
092 nDevSq = nDev * nDev;
093 double n0 = n;
094 m3 = m3 - 3.0 * nDev * prevM2 + (n0 - 1) * (n0 - 2) * nDevSq * dev;
095 }
096
097 /**
098 * {@inheritDoc}
099 */
100 @Override
101 public double getResult() {
102 return m3;
103 }
104
105 /**
106 * {@inheritDoc}
107 */
108 @Override
109 public void clear() {
110 super.clear();
111 m3 = Double.NaN;
112 nDevSq = Double.NaN;
113 }
114
115 /**
116 * {@inheritDoc}
117 */
118 @Override
119 public ThirdMoment copy() {
120 ThirdMoment result = new ThirdMoment();
121 copy(this, result);
122 return result;
123 }
124
125 /**
126 * Copies source to dest.
127 * <p>Neither source nor dest can be null.</p>
128 *
129 * @param source ThirdMoment to copy
130 * @param dest ThirdMoment to copy to
131 * @throws NullPointerException if either source or dest is null
132 */
133 public static void copy(ThirdMoment source, ThirdMoment dest) {
134 SecondMoment.copy(source, dest);
135 dest.m3 = source.m3;
136 dest.nDevSq = source.nDevSq;
137 }
138
139 }