org.apache.openejb.math.stat.descriptive.moment
Class SecondMoment

java.lang.Object
  extended by org.apache.openejb.math.stat.descriptive.AbstractUnivariateStatistic
      extended by org.apache.openejb.math.stat.descriptive.AbstractStorelessUnivariateStatistic
          extended by org.apache.openejb.math.stat.descriptive.moment.FirstMoment
              extended by org.apache.openejb.math.stat.descriptive.moment.SecondMoment
All Implemented Interfaces:
java.io.Serializable, StorelessUnivariateStatistic, UnivariateStatistic
Direct Known Subclasses:
ThirdMoment

public class SecondMoment
extends FirstMoment
implements java.io.Serializable

Computes a statistic related to the Second Central Moment. Specifically, what is computed is the sum of squared deviations from the sample mean.

The following recursive updating formula is used:

Let

Then

new value = old value + dev^2 * (n -1) / n.

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.

Version:
$Revision: 811685 $ $Date: 2009-09-05 10:36:48 -0700 (Sat, 05 Sep 2009) $
See Also:
Serialized Form

Field Summary
protected  double m2
          second moment of values that have been added
 
Fields inherited from class org.apache.openejb.math.stat.descriptive.moment.FirstMoment
dev, m1, n, nDev
 
Constructor Summary
SecondMoment()
          Create a SecondMoment instance
SecondMoment(SecondMoment original)
          Copy constructor, creates a new SecondMoment identical to the original
 
Method Summary
 void clear()
          Clears the internal state of the Statistic
 SecondMoment copy()
          Returns a copy of the statistic with the same internal state.
static void copy(SecondMoment source, SecondMoment 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.openejb.math.stat.descriptive.moment.FirstMoment
copy, getN
 
Methods inherited from class org.apache.openejb.math.stat.descriptive.AbstractStorelessUnivariateStatistic
equals, evaluate, evaluate, hashCode, incrementAll, incrementAll
 
Methods inherited from class org.apache.openejb.math.stat.descriptive.AbstractUnivariateStatistic
test, test
 
Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

m2

protected double m2
second moment of values that have been added

Constructor Detail

SecondMoment

public SecondMoment()
Create a SecondMoment instance


SecondMoment

public SecondMoment(SecondMoment original)
Copy constructor, creates a new SecondMoment identical to the original

Parameters:
original - the SecondMoment instance to copy
Method Detail

increment

public void increment(double d)
Updates the internal state of the statistic to reflect the addition of the new value.

Specified by:
increment in interface StorelessUnivariateStatistic
Overrides:
increment in class FirstMoment
Parameters:
d - the new value.

clear

public void clear()
Clears the internal state of the Statistic

Specified by:
clear in interface StorelessUnivariateStatistic
Overrides:
clear in class FirstMoment

getResult

public double getResult()
Returns the current value of the Statistic.

Specified by:
getResult in interface StorelessUnivariateStatistic
Overrides:
getResult in class FirstMoment
Returns:
value of the statistic, Double.NaN if it has been cleared or just instantiated.

copy

public SecondMoment copy()
Returns a copy of the statistic with the same internal state.

Specified by:
copy in interface StorelessUnivariateStatistic
Specified by:
copy in interface UnivariateStatistic
Overrides:
copy in class FirstMoment
Returns:
a copy of the statistic

copy

public static void copy(SecondMoment source,
                        SecondMoment dest)
Copies source to dest.

Neither source nor dest can be null.

Parameters:
source - SecondMoment to copy
dest - SecondMoment to copy to
Throws:
java.lang.NullPointerException - if either source or dest is null


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