commonSense.stat.basic
Class ThirdMoment

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

All Implemented Interfaces:

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

Direct Known Subclasses:

FourthMoment

public class ThirdMoment

extends SecondMoment

implements java.io.Serializable

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 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: 1.20 $ $Date: 2004/07/18 05:39:30 $

See Also:

Serialized Form

Field Summary

protected double	m3 third moment of values that have been added
protected double	nDevSq Square of deviation of most recently added value from previous first moment, normalized by previous sample size.

Fields inherited from class commonSense.stat.basic.SecondMoment

m2

Fields inherited from class commonSense.stat.basic.FirstMoment

dev, m1, n, nDev

Constructor Summary

ThirdMoment()
Create a ThirdMoment 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

m3

protected double m3

third moment of values that have been added

nDevSq

protected double nDevSq

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.

Constructor Detail

ThirdMoment

public ThirdMoment()

Create a ThirdMoment 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 SecondMoment

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 SecondMoment

See Also:

StorelessUnivariateStatistic.getResult()

clear

public void clear()

Specified by:

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

Overrides:

clear in class SecondMoment

See Also:

StorelessUnivariateStatistic.clear()