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 /**
22 * Computes a statistic related to the Fourth Central Moment. Specifically,
23 * what is computed is the sum of
24 * <p>
25 * (x_i - xbar) ^ 4, </p>
26 * <p>
27 * where the x_i are the
28 * sample observations and xbar is the sample mean. </p>
29 * <p>
30 * The following recursive updating formula is used: </p>
31 * <p>
32 * Let <ul>
33 * <li> dev = (current obs - previous mean) </li>
34 * <li> m2 = previous value of {@link SecondMoment} </li>
35 * <li> m2 = previous value of {@link ThirdMoment} </li>
36 * <li> n = number of observations (including current obs) </li>
37 * </ul>
38 * Then </p>
39 * <p>
40 * new value = old value - 4 * (dev/n) * m3 + 6 * (dev/n)^2 * m2 + <br>
41 * [n^2 - 3 * (n-1)] * dev^4 * (n-1) / n^3 </p>
42 * <p>
43 * Returns <code>Double.NaN</code> if no data values have been added and
44 * returns <code>0</code> if there is just one value in the data set. </p>
45 * <p>
46 * <strong>Note that this implementation is not synchronized.</strong> If
47 * multiple threads access an instance of this class concurrently, and at least
48 * one of the threads invokes the <code>increment()</code> or
49 * <code>clear()</code> method, it must be synchronized externally. </p>
50 *
51 * @version $Revision: 617953 $ $Date: 2008-02-02 22:54:00 -0700 (Sat, 02 Feb 2008) $
52 */
53 public class FourthMoment extends ThirdMoment implements Serializable{
54
55 /** Serializable version identifier */
56 private static final long serialVersionUID = 4763990447117157611L;
57
58 /** fourth moment of values that have been added */
59 protected double m4;
60
61 /**
62 * Create a FourthMoment instance
63 */
64 public FourthMoment() {
65 super();
66 m4 = Double.NaN;
67 }
68
69 /**
70 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#increment(double)
71 */
72 public void increment(final double d) {
73 if (n < 1) {
74 m4 = 0.0;
75 m3 = 0.0;
76 m2 = 0.0;
77 m1 = 0.0;
78 }
79
80 double prevM3 = m3;
81 double prevM2 = m2;
82
83 super.increment(d);
84
85 double n0 = (double) n;
86
87 m4 = m4 - 4.0 * nDev * prevM3 + 6.0 * nDevSq * prevM2 +
88 ((n0 * n0) - 3 * (n0 -1)) * (nDevSq * nDevSq * (n0 - 1) * n0);
89 }
90
91 /**
92 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getResult()
93 */
94 public double getResult() {
95 return m4;
96 }
97
98 /**
99 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#clear()
100 */
101 public void clear() {
102 super.clear();
103 m4 = Double.NaN;
104 }
105
106 }