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 Third Central Moment. Specifically,
23 * what is computed is the sum of cubed 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> m2 = previous value of {@link SecondMoment} </li>
30 * <li> n = number of observations (including current obs) </li>
31 * </ul>
32 * Then</p>
33 * <p>
34 * new value = old value - 3 * (dev/n) * m2 + (n-1) * (n -2) * (dev^3/n^2)</p>
35 * <p>
36 * Returns <code>Double.NaN</code> if no data values have been added and
37 * returns <code>0</code> if there is just one value in the data set.</p>
38 * <p>
39 * <strong>Note that this implementation is not synchronized.</strong> If
40 * multiple threads access an instance of this class concurrently, and at least
41 * one of the threads invokes the <code>increment()</code> or
42 * <code>clear()</code> method, it must be synchronized externally.</p>
43 *
44 * @version $Revision: 617953 $ $Date: 2008-02-02 22:54:00 -0700 (Sat, 02 Feb 2008) $
45 */
46 public class ThirdMoment extends SecondMoment implements Serializable {
47
48 /** Serializable version identifier */
49 private static final long serialVersionUID = -7818711964045118679L;
50
51 /** third moment of values that have been added */
52 protected double m3;
53
54 /**
55 * Square of deviation of most recently added value from previous first
56 * moment, normalized by previous sample size. Retained to prevent
57 * repeated computation in higher order moments. nDevSq = nDev * nDev.
58 */
59 protected double nDevSq;
60
61 /**
62 * Create a FourthMoment instance
63 */
64 public ThirdMoment() {
65 super();
66 m3 = Double.NaN;
67 nDevSq = Double.NaN;
68 }
69
70 /**
71 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#increment(double)
72 */
73 public void increment(final double d) {
74 if (n < 1) {
75 m3 = m2 = m1 = 0.0;
76 }
77
78 double prevM2 = m2;
79 super.increment(d);
80 nDevSq = nDev * nDev;
81 double n0 = (double) n;
82 m3 = m3 - 3.0 * nDev * prevM2 + (n0 - 1) * (n0 - 2) * nDevSq * dev;
83 }
84
85 /**
86 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getResult()
87 */
88 public double getResult() {
89 return m3;
90 }
91
92 /**
93 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#clear()
94 */
95 public void clear() {
96 super.clear();
97 m3 = Double.NaN;
98 nDevSq = Double.NaN;
99 }
100
101 }