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1   /*
2    * Copyright 2003-2004 The Apache Software Foundation.
3    *
4    * Licensed under the Apache License, Version 2.0 (the "License");
5    * you may not use this file except in compliance with the License.
6    * You may obtain a copy of the License at
7    *
8    *      http://www.apache.org/licenses/LICENSE-2.0
9    *
10   * Unless required by applicable law or agreed to in writing, software
11   * distributed under the License is distributed on an "AS IS" BASIS,
12   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
13   * See the License for the specific language governing permissions and
14   * limitations under the License.
15   */
16  package org.apache.commons.math.stat.descriptive.moment;
17  
18  import java.io.Serializable;
19  
20  import org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic;
21  
22  /**
23   * Computes the first moment (arithmetic mean).  Uses the definitional formula:
24   * <p>
25   * mean = sum(x_i) / n
26   * <p>
27   * where <code>n</code> is the number of observations.
28   * <p>
29   * To limit numeric errors, the value of the statistic is computed using the
30   * following recursive updating algorithm:
31   * <p>
32   * <ol>
33   * <li>Initialize <code>m = </code> the first value</li>
34   * <li>For each additional value, update using <br>
35   *   <code>m = m + (new value - m) / (number of observations)</code></li>
36   * </ol>
37   * <p>
38   *  Returns <code>Double.NaN</code> if the dataset is empty.
39   * <p>
40   * <strong>Note that this implementation is not synchronized.</strong> If 
41   * multiple threads access an instance of this class concurrently, and at least
42   * one of the threads invokes the <code>increment()</code> or 
43   * <code>clear()</code> method, it must be synchronized externally.
44   *
45   * @version $Revision: 348519 $ $Date: 2005-11-23 12:12:18 -0700 (Wed, 23 Nov 2005) $
46   */
47  public class FirstMoment extends AbstractStorelessUnivariateStatistic 
48      implements Serializable {
49  
50      /** Serializable version identifier */
51      private static final long serialVersionUID = -803343206421984070L; 
52      
53      /** Count of values that have been added */
54      protected long n;
55  
56      /** First moment of values that have been added */
57      protected double m1;
58      
59      /** 
60       * Deviation of most recently added value from previous first moment.
61       * Retained to prevent repeated computation in higher order moments.
62       */
63      protected double dev;
64      
65      /**
66       * Deviation of most recently added value from previous first moment,
67       * normalized by previous sample size.  Retained to prevent repeated
68       * computation in higher order moments
69       */
70      protected double nDev;
71  
72      /**
73       * Create a FirstMoment instance
74       */
75      public FirstMoment() {
76          n = 0;
77          m1 = Double.NaN;
78          dev = Double.NaN;
79          nDev = Double.NaN;
80      }
81      
82      /**
83       * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#increment(double)
84       */
85      public void increment(final double d) {
86          if (n == 0) {
87              m1 = 0.0;
88          }
89          n++;
90          double n0 = (double) n;
91          dev = d - m1;
92          nDev = dev / n0;
93          m1 += nDev;
94      }
95  
96      /**
97       * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#clear()
98       */
99      public void clear() {
100         m1 = Double.NaN;
101         n = 0;
102         dev = Double.NaN;
103         nDev = Double.NaN;
104     }
105 
106     /**
107      * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getResult()
108      */
109     public double getResult() {
110         return m1;
111     }
112 
113     /**
114      * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getN()
115      */
116     public long getN() {
117         return n;
118     }
119 }