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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: 762087 $ $Date: 2009-04-05 10:20:18 -0400 (Sun, 05 Apr 2009) $
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       * Copy constructor, creates a new {@code SecondMoment} identical
63       * to the {@code original}
64       * 
65       * @param original the {@code SecondMoment} instance to copy
66       */
67      public SecondMoment(SecondMoment original) {
68          super(original);
69          this.m2 = original.m2;
70      }
71      
72      /**
73       * {@inheritDoc}
74       */
75      @Override
76      public void increment(final double d) {
77          if (n < 1) {
78              m1 = m2 = 0.0;
79          }
80          super.increment(d);
81          m2 += ((double) n - 1) * dev * nDev;
82      }
83  
84      /**
85       * {@inheritDoc}
86       */
87      @Override
88      public void clear() {
89          super.clear();
90          m2 = Double.NaN;
91      }
92  
93      /**
94       * {@inheritDoc}
95       */
96      @Override
97      public double getResult() {
98          return m2;
99      }
100     
101     /**
102      * {@inheritDoc}
103      */
104     @Override
105     public SecondMoment copy() {
106         SecondMoment result = new SecondMoment();
107         copy(this, result);
108         return result; 
109     }
110     
111     /**
112      * Copies source to dest.
113      * <p>Neither source nor dest can be null.</p>
114      * 
115      * @param source SecondMoment to copy
116      * @param dest SecondMoment to copy to
117      * @throws NullPointerException if either source or dest is null
118      */
119     public static void copy(SecondMoment source, SecondMoment dest) {
120         FirstMoment.copy(source, dest);
121         dest.m2 = source.m2;
122     }
123 
124 }