1 /*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * http://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17 package org.apache.commons.math.stat.descriptive.moment;
18
19 import java.io.Serializable;
20
21 import org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic;
22
23 /**
24 * Computes the first moment (arithmetic mean). Uses the definitional formula:
25 * <p>
26 * mean = sum(x_i) / n </p>
27 * <p>
28 * where <code>n</code> is the number of observations. </p>
29 * <p>
30 * To limit numeric errors, the value of the statistic is computed using the
31 * following recursive updating algorithm: </p>
32 * <p>
33 * <ol>
34 * <li>Initialize <code>m = </code> the first value</li>
35 * <li>For each additional value, update using <br>
36 * <code>m = m + (new value - m) / (number of observations)</code></li>
37 * </ol></p>
38 * <p>
39 * Returns <code>Double.NaN</code> if the dataset is empty.</p>
40 * <p>
41 * <strong>Note that this implementation is not synchronized.</strong> If
42 * multiple threads access an instance of this class concurrently, and at least
43 * one of the threads invokes the <code>increment()</code> or
44 * <code>clear()</code> method, it must be synchronized externally.</p>
45 *
46 * @version $Revision: 617953 $ $Date: 2008-02-02 22:54:00 -0700 (Sat, 02 Feb 2008) $
47 */
48 public class FirstMoment extends AbstractStorelessUnivariateStatistic
49 implements Serializable {
50
51 /** Serializable version identifier */
52 private static final long serialVersionUID = -803343206421984070L;
53
54 /** Count of values that have been added */
55 protected long n;
56
57 /** First moment of values that have been added */
58 protected double m1;
59
60 /**
61 * Deviation of most recently added value from previous first moment.
62 * Retained to prevent repeated computation in higher order moments.
63 */
64 protected double dev;
65
66 /**
67 * Deviation of most recently added value from previous first moment,
68 * normalized by previous sample size. Retained to prevent repeated
69 * computation in higher order moments
70 */
71 protected double nDev;
72
73 /**
74 * Create a FirstMoment instance
75 */
76 public FirstMoment() {
77 n = 0;
78 m1 = Double.NaN;
79 dev = Double.NaN;
80 nDev = Double.NaN;
81 }
82
83 /**
84 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#increment(double)
85 */
86 public void increment(final double d) {
87 if (n == 0) {
88 m1 = 0.0;
89 }
90 n++;
91 double n0 = (double) n;
92 dev = d - m1;
93 nDev = dev / n0;
94 m1 += nDev;
95 }
96
97 /**
98 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#clear()
99 */
100 public void clear() {
101 m1 = Double.NaN;
102 n = 0;
103 dev = Double.NaN;
104 nDev = Double.NaN;
105 }
106
107 /**
108 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getResult()
109 */
110 public double getResult() {
111 return m1;
112 }
113
114 /**
115 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getN()
116 */
117 public long getN() {
118 return n;
119 }
120 }