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 Second Central Moment. Specifically,
23 * what is computed is the sum of squared deviations from the sample mean.
24 * <p>
25 * The following recursive updating formula is used:</p>
26 * <p>
27 * Let <ul>
28 * <li> dev = (current obs - previous mean) </li>
29 * <li> n = number of observations (including current obs) </li>
30 * </ul>
31 * Then</p>
32 * <p>
33 * new value = old value + dev^2 * (n -1) / n.</p>
34 * <p>
35 * Returns <code>Double.NaN</code> if no data values have been added and
36 * returns <code>0</code> if there is just one value in the data set.</p>
37 * <p>
38 * <strong>Note that this implementation is not synchronized.</strong> If
39 * multiple threads access an instance of this class concurrently, and at least
40 * one of the threads invokes the <code>increment()</code> or
41 * <code>clear()</code> method, it must be synchronized externally.</p>
42 *
43 * @version $Revision: 617953 $ $Date: 2008-02-02 22:54:00 -0700 (Sat, 02 Feb 2008) $
44 */
45 public class SecondMoment extends FirstMoment implements Serializable {
46
47 /** Serializable version identifier */
48 private static final long serialVersionUID = 3942403127395076445L;
49
50 /** second moment of values that have been added */
51 protected double m2;
52
53 /**
54 * Create a SecondMoment instance
55 */
56 public SecondMoment() {
57 super();
58 m2 = Double.NaN;
59 }
60
61 /**
62 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#increment(double)
63 */
64 public void increment(final double d) {
65 if (n < 1) {
66 m1 = m2 = 0.0;
67 }
68 super.increment(d);
69 m2 += ((double) n - 1) * dev * nDev;
70 }
71
72 /**
73 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#clear()
74 */
75 public void clear() {
76 super.clear();
77 m2 = Double.NaN;
78 }
79
80 /**
81 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getResult()
82 */
83 public double getResult() {
84 return m2;
85 }
86
87 }