001 /* 002 * Licensed to the Apache Software Foundation (ASF) under one or more 003 * contributor license agreements. See the NOTICE file distributed with 004 * this work for additional information regarding copyright ownership. 005 * The ASF licenses this file to You under the Apache License, Version 2.0 006 * (the "License"); you may not use this file except in compliance with 007 * the License. You may obtain a copy of the License at 008 * 009 * http://www.apache.org/licenses/LICENSE-2.0 010 * 011 * Unless required by applicable law or agreed to in writing, software 012 * distributed under the License is distributed on an "AS IS" BASIS, 013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 014 * See the License for the specific language governing permissions and 015 * limitations under the License. 016 */ 017 package org.apache.commons.math.stat.descriptive.moment; 018 019 import java.io.Serializable; 020 021 /** 022 * Computes a statistic related to the Fourth Central Moment. Specifically, 023 * what is computed is the sum of 024 * <p> 025 * (x_i - xbar) ^ 4, </p> 026 * <p> 027 * where the x_i are the 028 * sample observations and xbar is the sample mean. </p> 029 * <p> 030 * The following recursive updating formula is used: </p> 031 * <p> 032 * Let <ul> 033 * <li> dev = (current obs - previous mean) </li> 034 * <li> m2 = previous value of {@link SecondMoment} </li> 035 * <li> m2 = previous value of {@link ThirdMoment} </li> 036 * <li> n = number of observations (including current obs) </li> 037 * </ul> 038 * Then </p> 039 * <p> 040 * new value = old value - 4 * (dev/n) * m3 + 6 * (dev/n)^2 * m2 + <br> 041 * [n^2 - 3 * (n-1)] * dev^4 * (n-1) / n^3 </p> 042 * <p> 043 * Returns <code>Double.NaN</code> if no data values have been added and 044 * returns <code>0</code> if there is just one value in the data set. </p> 045 * <p> 046 * <strong>Note that this implementation is not synchronized.</strong> If 047 * multiple threads access an instance of this class concurrently, and at least 048 * one of the threads invokes the <code>increment()</code> or 049 * <code>clear()</code> method, it must be synchronized externally. </p> 050 * 051 * @version $Revision: 762116 $ $Date: 2009-04-05 12:48:53 -0400 (Sun, 05 Apr 2009) $ 052 */ 053 public class FourthMoment extends ThirdMoment implements Serializable{ 054 055 /** Serializable version identifier */ 056 private static final long serialVersionUID = 4763990447117157611L; 057 058 /** fourth moment of values that have been added */ 059 protected double m4; 060 061 /** 062 * Create a FourthMoment instance 063 */ 064 public FourthMoment() { 065 super(); 066 m4 = Double.NaN; 067 } 068 069 /** 070 * Copy constructor, creates a new {@code FourthMoment} identical 071 * to the {@code original} 072 * 073 * @param original the {@code FourthMoment} instance to copy 074 */ 075 public FourthMoment(FourthMoment original) { 076 super(); 077 copy(original, this); 078 } 079 080 /** 081 * {@inheritDoc} 082 */ 083 @Override 084 public void increment(final double d) { 085 if (n < 1) { 086 m4 = 0.0; 087 m3 = 0.0; 088 m2 = 0.0; 089 m1 = 0.0; 090 } 091 092 double prevM3 = m3; 093 double prevM2 = m2; 094 095 super.increment(d); 096 097 double n0 = n; 098 099 m4 = m4 - 4.0 * nDev * prevM3 + 6.0 * nDevSq * prevM2 + 100 ((n0 * n0) - 3 * (n0 -1)) * (nDevSq * nDevSq * (n0 - 1) * n0); 101 } 102 103 /** 104 * {@inheritDoc} 105 */ 106 @Override 107 public double getResult() { 108 return m4; 109 } 110 111 /** 112 * {@inheritDoc} 113 */ 114 @Override 115 public void clear() { 116 super.clear(); 117 m4 = Double.NaN; 118 } 119 120 /** 121 * {@inheritDoc} 122 */ 123 @Override 124 public FourthMoment copy() { 125 FourthMoment result = new FourthMoment(); 126 copy(this, result); 127 return result; 128 } 129 130 /** 131 * Copies source to dest. 132 * <p>Neither source nor dest can be null.</p> 133 * 134 * @param source FourthMoment to copy 135 * @param dest FourthMoment to copy to 136 * @throws NullPointerException if either source or dest is null 137 */ 138 public static void copy(FourthMoment source, FourthMoment dest) { 139 ThirdMoment.copy(source, dest); 140 dest.m4 = source.m4; 141 } 142 }