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* 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.math3.stat.descriptive.moment;
import java.io.Serializable;
import org.apache.commons.math3.exception.NullArgumentException;
import org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic;
import org.apache.commons.math3.util.MathUtils;
Computes the first moment (arithmetic mean). Uses the definitional formula:
mean = sum(x_i) / n
where n
is the number of observations.
To limit numeric errors, the value of the statistic is computed using the
following recursive updating algorithm:
- Initialize
m =
the first value
- For each additional value, update using
m = m + (new value - m) / (number of observations)
Returns Double.NaN
if the dataset is empty. 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.
/**
* Computes the first moment (arithmetic mean). Uses the definitional formula:
* <p>
* mean = sum(x_i) / n </p>
* <p>
* where <code>n</code> is the number of observations. </p>
* <p>
* To limit numeric errors, the value of the statistic is computed using the
* following recursive updating algorithm: </p>
* <p>
* <ol>
* <li>Initialize <code>m = </code> the first value</li>
* <li>For each additional value, update using <br>
* <code>m = m + (new value - m) / (number of observations)</code></li>
* </ol></p>
* <p>
* Returns <code>Double.NaN</code> if the dataset is empty. 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>
*
*/
class FirstMoment extends AbstractStorelessUnivariateStatistic
implements Serializable {
Serializable version identifier /** Serializable version identifier */
private static final long serialVersionUID = 6112755307178490473L;
Count of values that have been added /** Count of values that have been added */
protected long n;
First moment of values that have been added /** First moment of values that have been added */
protected double m1;
Deviation of most recently added value from previous first moment.
Retained to prevent repeated computation in higher order moments.
/**
* Deviation of most recently added value from previous first moment.
* Retained to prevent repeated computation in higher order moments.
*/
protected double dev;
Deviation of most recently added value from previous first moment,
normalized by previous sample size. Retained to prevent repeated
computation in higher order moments
/**
* Deviation of most recently added value from previous first moment,
* normalized by previous sample size. Retained to prevent repeated
* computation in higher order moments
*/
protected double nDev;
Create a FirstMoment instance
/**
* Create a FirstMoment instance
*/
FirstMoment() {
n = 0;
m1 = Double.NaN;
dev = Double.NaN;
nDev = Double.NaN;
}
Copy constructor, creates a new FirstMoment
identical to the original
Params: - original – the
FirstMoment
instance to copy
Throws: - NullArgumentException – if original is null
/**
* Copy constructor, creates a new {@code FirstMoment} identical
* to the {@code original}
*
* @param original the {@code FirstMoment} instance to copy
* @throws NullArgumentException if original is null
*/
FirstMoment(FirstMoment original) throws NullArgumentException {
super();
copy(original, this);
}
{@inheritDoc}
/**
* {@inheritDoc}
*/
@Override
public void increment(final double d) {
if (n == 0) {
m1 = 0.0;
}
n++;
double n0 = n;
dev = d - m1;
nDev = dev / n0;
m1 += nDev;
}
{@inheritDoc}
/**
* {@inheritDoc}
*/
@Override
public void clear() {
m1 = Double.NaN;
n = 0;
dev = Double.NaN;
nDev = Double.NaN;
}
{@inheritDoc}
/**
* {@inheritDoc}
*/
@Override
public double getResult() {
return m1;
}
{@inheritDoc}
/**
* {@inheritDoc}
*/
public long getN() {
return n;
}
{@inheritDoc}
/**
* {@inheritDoc}
*/
@Override
public FirstMoment copy() {
FirstMoment result = new FirstMoment();
// No try-catch or advertised exception because args are guaranteed non-null
copy(this, result);
return result;
}
Copies source to dest.
Neither source nor dest can be null.
Params: - source – FirstMoment to copy
- dest – FirstMoment to copy to
Throws: - NullArgumentException – if either source or dest is null
/**
* Copies source to dest.
* <p>Neither source nor dest can be null.</p>
*
* @param source FirstMoment to copy
* @param dest FirstMoment to copy to
* @throws NullArgumentException if either source or dest is null
*/
public static void copy(FirstMoment source, FirstMoment dest)
throws NullArgumentException {
MathUtils.checkNotNull(source);
MathUtils.checkNotNull(dest);
dest.setData(source.getDataRef());
dest.n = source.n;
dest.m1 = source.m1;
dest.dev = source.dev;
dest.nDev = source.nDev;
}
}