org.apache.commons.math.stat.descriptive.moment
Class FourthMoment

java.lang.Object
  extended by org.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic
      extended by org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic
          extended by org.apache.commons.math.stat.descriptive.moment.FirstMoment
              extended by org.apache.commons.math.stat.descriptive.moment.SecondMoment
                  extended by org.apache.commons.math.stat.descriptive.moment.ThirdMoment
                      extended by org.apache.commons.math.stat.descriptive.moment.FourthMoment
All Implemented Interfaces:
java.io.Serializable, StorelessUnivariateStatistic, UnivariateStatistic

public class FourthMoment
extends ThirdMoment
implements java.io.Serializable

Computes a statistic related to the Fourth Central Moment. Specifically, what is computed is the sum of

(x_i - xbar) ^ 4,

where the x_i are the sample observations and xbar is the sample mean.

The following recursive updating formula is used:

Let

Then

new value = old value - 4 * (dev/n) * m3 + 6 * (dev/n)^2 * m2 +
[n^2 - 3 * (n-1)] * dev^4 * (n-1) / n^3

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 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.

Version:
$Revision: 811685 $ $Date: 2009-09-05 13:36:48 -0400 (Sat, 05 Sep 2009) $
See Also:
Serialized Form

Field Summary
protected  double m4
          fourth moment of values that have been added
private static long serialVersionUID
          Serializable version identifier
 
Fields inherited from class org.apache.commons.math.stat.descriptive.moment.ThirdMoment
m3, nDevSq
 
Fields inherited from class org.apache.commons.math.stat.descriptive.moment.SecondMoment
m2
 
Fields inherited from class org.apache.commons.math.stat.descriptive.moment.FirstMoment
dev, m1, n, nDev
 
Constructor Summary
FourthMoment()
          Create a FourthMoment instance
FourthMoment(FourthMoment original)
          Copy constructor, creates a new FourthMoment identical to the original
 
Method Summary
 void clear()
          Clears the internal state of the Statistic
 FourthMoment copy()
          Returns a copy of the statistic with the same internal state.
static void copy(FourthMoment source, FourthMoment dest)
          Copies source to dest.
 double getResult()
          Returns the current value of the Statistic.
 void increment(double d)
          Updates the internal state of the statistic to reflect the addition of the new value.
 
Methods inherited from class org.apache.commons.math.stat.descriptive.moment.ThirdMoment
copy
 
Methods inherited from class org.apache.commons.math.stat.descriptive.moment.SecondMoment
copy
 
Methods inherited from class org.apache.commons.math.stat.descriptive.moment.FirstMoment
copy, getN
 
Methods inherited from class org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic
equals, evaluate, evaluate, hashCode, incrementAll, incrementAll
 
Methods inherited from class org.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic
test, test
 
Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

serialVersionUID

private static final long serialVersionUID
Serializable version identifier

See Also:
Constant Field Values

m4

protected double m4
fourth moment of values that have been added

Constructor Detail

FourthMoment

public FourthMoment()
Create a FourthMoment instance


FourthMoment

public FourthMoment(FourthMoment original)
Copy constructor, creates a new FourthMoment identical to the original

Parameters:
original - the FourthMoment instance to copy
Method Detail

increment

public void increment(double d)
Updates the internal state of the statistic to reflect the addition of the new value.

Specified by:
increment in interface StorelessUnivariateStatistic
Overrides:
increment in class ThirdMoment
Parameters:
d - the new value.

getResult

public double getResult()
Returns the current value of the Statistic.

Specified by:
getResult in interface StorelessUnivariateStatistic
Overrides:
getResult in class ThirdMoment
Returns:
value of the statistic, Double.NaN if it has been cleared or just instantiated.

clear

public void clear()
Clears the internal state of the Statistic

Specified by:
clear in interface StorelessUnivariateStatistic
Overrides:
clear in class ThirdMoment

copy

public FourthMoment copy()
Returns a copy of the statistic with the same internal state.

Specified by:
copy in interface StorelessUnivariateStatistic
Specified by:
copy in interface UnivariateStatistic
Overrides:
copy in class ThirdMoment
Returns:
a copy of the statistic

copy

public static void copy(FourthMoment source,
                        FourthMoment dest)
Copies source to dest.

Neither source nor dest can be null.

Parameters:
source - FourthMoment to copy
dest - FourthMoment to copy to
Throws:
java.lang.NullPointerException - if either source or dest is null


Copyright (c) 2003-2011 Apache Software Foundation