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.math3.stat.descriptive.moment;
018
019 import java.io.Serializable;
020
021 import org.apache.commons.math3.exception.NullArgumentException;
022 import org.apache.commons.math3.util.MathUtils;
023
024 /**
025 * Computes a statistic related to the Second Central Moment. Specifically,
026 * what is computed is the sum of squared deviations from the sample mean.
027 * <p>
028 * The following recursive updating formula is used:</p>
029 * <p>
030 * Let <ul>
031 * <li> dev = (current obs - previous mean) </li>
032 * <li> n = number of observations (including current obs) </li>
033 * </ul>
034 * Then</p>
035 * <p>
036 * new value = old value + dev^2 * (n -1) / n.</p>
037 * <p>
038 * Returns <code>Double.NaN</code> if no data values have been added and
039 * returns <code>0</code> if there is just one value in the data set.</p>
040 * <p>
041 * <strong>Note that this implementation is not synchronized.</strong> If
042 * multiple threads access an instance of this class concurrently, and at least
043 * one of the threads invokes the <code>increment()</code> or
044 * <code>clear()</code> method, it must be synchronized externally.</p>
045 *
046 * @version $Id: SecondMoment.java 1416643 2012-12-03 19:37:14Z tn $
047 */
048 public class SecondMoment extends FirstMoment implements Serializable {
049
050 /** Serializable version identifier */
051 private static final long serialVersionUID = 3942403127395076445L;
052
053 /** second moment of values that have been added */
054 protected double m2;
055
056 /**
057 * Create a SecondMoment instance
058 */
059 public SecondMoment() {
060 super();
061 m2 = Double.NaN;
062 }
063
064 /**
065 * Copy constructor, creates a new {@code SecondMoment} identical
066 * to the {@code original}
067 *
068 * @param original the {@code SecondMoment} instance to copy
069 * @throws NullArgumentException if original is null
070 */
071 public SecondMoment(SecondMoment original)
072 throws NullArgumentException {
073 super(original);
074 this.m2 = original.m2;
075 }
076
077 /**
078 * {@inheritDoc}
079 */
080 @Override
081 public void increment(final double d) {
082 if (n < 1) {
083 m1 = m2 = 0.0;
084 }
085 super.increment(d);
086 m2 += ((double) n - 1) * dev * nDev;
087 }
088
089 /**
090 * {@inheritDoc}
091 */
092 @Override
093 public void clear() {
094 super.clear();
095 m2 = Double.NaN;
096 }
097
098 /**
099 * {@inheritDoc}
100 */
101 @Override
102 public double getResult() {
103 return m2;
104 }
105
106 /**
107 * {@inheritDoc}
108 */
109 @Override
110 public SecondMoment copy() {
111 SecondMoment result = new SecondMoment();
112 // no try-catch or advertised NAE because args are guaranteed non-null
113 copy(this, result);
114 return result;
115 }
116
117 /**
118 * Copies source to dest.
119 * <p>Neither source nor dest can be null.</p>
120 *
121 * @param source SecondMoment to copy
122 * @param dest SecondMoment to copy to
123 * @throws NullArgumentException if either source or dest is null
124 */
125 public static void copy(SecondMoment source, SecondMoment dest)
126 throws NullArgumentException {
127 MathUtils.checkNotNull(source);
128 MathUtils.checkNotNull(dest);
129 FirstMoment.copy(source, dest);
130 dest.m2 = source.m2;
131 }
132
133 }