commonSense.stat.basic
Class FourthMoment

java.lang.Object
  org.apache.commons.math.stat.univariate.AbstractUnivariateStatistic
      org.apache.commons.math.stat.univariate.AbstractStorelessUnivariateStatistic
          commonSense.stat.basic.FirstMoment
              commonSense.stat.basic.SecondMoment
                  commonSense.stat.basic.ThirdMoment
                      commonSense.stat.basic.FourthMoment

All Implemented Interfaces:

java.io.Serializable, org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic, org.apache.commons.math.stat.univariate.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

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

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: 1.21 $ $Date: 2004/07/18 05:39:30 $

See Also:

Serialized Form

Field Summary

protected double

m4 fourth moment of values that have been added

Fields inherited from class commonSense.stat.basic.ThirdMoment

m3, nDevSq

Fields inherited from class commonSense.stat.basic.SecondMoment

m2

Fields inherited from class commonSense.stat.basic.FirstMoment

dev, m1, n, nDev

Constructor Summary

FourthMoment()
Create a FourthMoment instance

Method Summary

void	clear()
double	getResult()
void	increment(double d)

Methods inherited from class commonSense.stat.basic.FirstMoment

getN

Methods inherited from class org.apache.commons.math.stat.univariate.AbstractStorelessUnivariateStatistic

equals, evaluate, evaluate, hashCode, incrementAll, incrementAll

Methods inherited from class org.apache.commons.math.stat.univariate.AbstractUnivariateStatistic

test

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait

Field Detail

m4

protected double m4

fourth moment of values that have been added

Constructor Detail

FourthMoment

public FourthMoment()

Create a FourthMoment instance

Method Detail

increment

public void increment(double d)

Specified by:

increment in interface org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic

Overrides:

increment in class ThirdMoment

See Also:

StorelessUnivariateStatistic.increment(double)

getResult

public double getResult()

Specified by:

getResult in interface org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic

Overrides:

getResult in class ThirdMoment

See Also:

StorelessUnivariateStatistic.getResult()

clear

public void clear()

Specified by:

clear in interface org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic

Overrides:

clear in class ThirdMoment

See Also:

StorelessUnivariateStatistic.clear()