/*
 * 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.util.MathUtils;


Computes a statistic related to the Third Central Moment. Specifically, what is computed is the sum of cubed deviations from the sample mean.

The following recursive updating formula is used:

Let

  • dev = (current obs - previous mean)
  • m2 = previous value of SecondMoment
  • n = number of observations (including current obs)
Then

new value = old value - 3 * (dev/n) * m2 + (n-1) * (n -2) * (dev^3/n^2)

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 Third Central Moment. Specifically, * what is computed is the sum of cubed 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> m2 = previous value of {@link SecondMoment} </li> * <li> n = number of observations (including current obs) </li> * </ul> * Then</p> * <p> * new value = old value - 3 * (dev/n) * m2 + (n-1) * (n -2) * (dev^3/n^2)</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> * */
class ThirdMoment extends SecondMoment implements Serializable {
Serializable version identifier
/** Serializable version identifier */
private static final long serialVersionUID = -7818711964045118679L;
third moment of values that have been added
/** third moment of values that have been added */
protected double m3;
Square of deviation of most recently added value from previous first moment, normalized by previous sample size. Retained to prevent repeated computation in higher order moments. nDevSq = nDev * nDev.
/** * Square of deviation of most recently added value from previous first * moment, normalized by previous sample size. Retained to prevent * repeated computation in higher order moments. nDevSq = nDev * nDev. */
protected double nDevSq;
Create a FourthMoment instance
/** * Create a FourthMoment instance */
ThirdMoment() { super(); m3 = Double.NaN; nDevSq = Double.NaN; }
Copy constructor, creates a new ThirdMoment identical to the original
Params:
  • original – the ThirdMoment instance to copy
Throws:
/** * Copy constructor, creates a new {@code ThirdMoment} identical * to the {@code original} * * @param original the {@code ThirdMoment} instance to copy * @throws NullArgumentException if orginal is null */
ThirdMoment(ThirdMoment original) throws NullArgumentException { copy(original, this); }
{@inheritDoc}
/** * {@inheritDoc} */
@Override public void increment(final double d) { if (n < 1) { m3 = m2 = m1 = 0.0; } double prevM2 = m2; super.increment(d); nDevSq = nDev * nDev; double n0 = n; m3 = m3 - 3.0 * nDev * prevM2 + (n0 - 1) * (n0 - 2) * nDevSq * dev; }
{@inheritDoc}
/** * {@inheritDoc} */
@Override public double getResult() { return m3; }
{@inheritDoc}
/** * {@inheritDoc} */
@Override public void clear() { super.clear(); m3 = Double.NaN; nDevSq = Double.NaN; }
{@inheritDoc}
/** * {@inheritDoc} */
@Override public ThirdMoment copy() { ThirdMoment result = new ThirdMoment(); // 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 – ThirdMoment to copy
  • dest – ThirdMoment to copy to
Throws:
/** * Copies source to dest. * <p>Neither source nor dest can be null.</p> * * @param source ThirdMoment to copy * @param dest ThirdMoment to copy to * @throws NullArgumentException if either source or dest is null */
public static void copy(ThirdMoment source, ThirdMoment dest) throws NullArgumentException { MathUtils.checkNotNull(source); MathUtils.checkNotNull(dest); SecondMoment.copy(source, dest); dest.m3 = source.m3; dest.nDevSq = source.nDevSq; } }