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java.lang.Objectorg.apache.commons.math3.stat.descriptive.AbstractUnivariateStatistic
org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic
org.apache.commons.math3.stat.descriptive.moment.FirstMoment
org.apache.commons.math3.stat.descriptive.moment.SecondMoment
org.apache.commons.math3.stat.descriptive.moment.ThirdMoment
org.apache.commons.math3.stat.descriptive.moment.FourthMoment
class FourthMoment
Computes a statistic related to the Fourth Central Moment. Specifically, what is computed is the sum of
(x_i - xbar) ^ 4,
where the x_i are the sample observations and xbar is the sample mean.
The following recursive updating formula is used:
Let
SecondMoment
ThirdMoment
new value = old value - 4 * (dev/n) * m3 + 6 * (dev/n)^2 * m2 +
[n^2 - 3 * (n-1)] * dev^4 * (n-1) / n^3
Returns Double.NaN
if no data values have been added and
returns 0
if there is just one value in the data set.
Note that this implementation is not synchronized. If
multiple threads access an instance of this class concurrently, and at least
one of the threads invokes the increment()
or
clear()
method, it must be synchronized externally.
Field Summary | |
---|---|
private double |
m4
fourth moment of values that have been added |
private static long |
serialVersionUID
Serializable version identifier |
Fields inherited from class org.apache.commons.math3.stat.descriptive.moment.ThirdMoment |
---|
m3, nDevSq |
Fields inherited from class org.apache.commons.math3.stat.descriptive.moment.SecondMoment |
---|
m2 |
Fields inherited from class org.apache.commons.math3.stat.descriptive.moment.FirstMoment |
---|
dev, m1, n, nDev |
Constructor Summary | |
---|---|
FourthMoment()
Create a FourthMoment instance |
|
FourthMoment(FourthMoment original)
Copy constructor, creates a new FourthMoment identical
to the original |
Method Summary | |
---|---|
void |
clear()
Clears the internal state of the Statistic |
FourthMoment |
copy()
Returns a copy of the statistic with the same internal state. |
static void |
copy(FourthMoment source,
FourthMoment dest)
Copies source to dest. |
double |
getResult()
Returns the current value of the Statistic. |
void |
increment(double d)
Updates the internal state of the statistic to reflect the addition of the new value. |
Methods inherited from class org.apache.commons.math3.stat.descriptive.moment.ThirdMoment |
---|
copy |
Methods inherited from class org.apache.commons.math3.stat.descriptive.moment.SecondMoment |
---|
copy |
Methods inherited from class org.apache.commons.math3.stat.descriptive.moment.FirstMoment |
---|
copy, getN |
Methods inherited from class org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic |
---|
equals, evaluate, evaluate, hashCode, incrementAll, incrementAll |
Methods inherited from class org.apache.commons.math3.stat.descriptive.AbstractUnivariateStatistic |
---|
evaluate, getData, getDataRef, setData, setData, test, test, test, test |
Methods inherited from class java.lang.Object |
---|
clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
---|
private static final long serialVersionUID
private double m4
Constructor Detail |
---|
public FourthMoment()
public FourthMoment(FourthMoment original) throws NullArgumentException
FourthMoment
identical
to the original
original
- the FourthMoment
instance to copy
NullArgumentException
- if original is nullMethod Detail |
---|
public void increment(double d)
increment
in interface StorelessUnivariateStatistic
increment
in class ThirdMoment
d
- the new value.public double getResult()
getResult
in interface StorelessUnivariateStatistic
getResult
in class ThirdMoment
Double.NaN
if it
has been cleared or just instantiated.public void clear()
clear
in interface StorelessUnivariateStatistic
clear
in class ThirdMoment
public FourthMoment copy()
copy
in interface StorelessUnivariateStatistic
copy
in interface UnivariateStatistic
copy
in class ThirdMoment
public static void copy(FourthMoment source, FourthMoment dest) throws NullArgumentException
Neither source nor dest can be null.
source
- FourthMoment to copydest
- FourthMoment to copy to
NullArgumentException
- if either source or dest is null
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