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 * 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
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 * distributed under the License is distributed on an "AS IS" BASIS,
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package org.apache.commons.math3.stat.descriptive.moment;

import java.io.Serializable;

import org.apache.commons.math3.exception.NullArgumentException;
import org.apache.commons.math3.util.MathUtils;

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.

/** * 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> * <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 implements Serializable {
Serializable version identifier
/** Serializable version identifier */
private static final long serialVersionUID = 3942403127395076445L;
second moment of values that have been added
/** second moment of values that have been added */
protected double m2;
Create a SecondMoment instance
/** * Create a SecondMoment instance */
public SecondMoment() { super(); m2 = Double.NaN; }
Copy constructor, creates a new SecondMoment identical to the original
Params:
  • original – the SecondMoment instance to copy
Throws:
/** * 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}
/** * {@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}
/** * {@inheritDoc} */
@Override public void clear() { super.clear(); m2 = Double.NaN; }
{@inheritDoc}
/** * {@inheritDoc} */
@Override public double getResult() { return m2; }
{@inheritDoc}
/** * {@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.

Neither source nor dest can be null.

Params:
  • source – SecondMoment to copy
  • dest – SecondMoment to copy to
Throws:
/** * 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 { MathUtils.checkNotNull(source); MathUtils.checkNotNull(dest); FirstMoment.copy(source, dest); dest.m2 = source.m2; } }