Package org.hipparchus.stat.descriptive.moment

Class SecondMoment

  • All Implemented Interfaces:
    Serializable, DoubleConsumer, AggregatableStatistic<SecondMoment>, StorelessUnivariateStatistic, UnivariateStatistic, org.hipparchus.util.MathArrays.Function
    public class SecondMoment
extends AbstractStorelessUnivariateStatistic
implements AggregatableStatistic<SecondMoment>, 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

    • dev = (current obs - previous mean)
    • n = number of observations (including current obs)
    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 Double.NaN may also be returned if the input includes NaN and / or infinite values.

    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.

    See Also:
    Serialized Form

    • Field Detail

      • m2

        protected double m2
        Second moment of values that have been added

      • n

        protected long n
        Count of values that have been added

      • m1

        protected double m1
        First moment of values that have been added

      • dev

        protected double dev
        Deviation of most recently added value from previous first moment. Retained to prevent repeated computation in higher order moments.

      • nDev

        protected double nDev
        Deviation of most recently added value from previous first moment, normalized by previous sample size. Retained to prevent repeated computation in higher order moments.

    • Constructor Detail

      • SecondMoment

        public SecondMoment()
        Create a SecondMoment instance.

      • SecondMoment

        public SecondMoment​(SecondMoment original)
             throws org.hipparchus.exception.NullArgumentException
        Copy constructor, creates a new SecondMoment identical to the original.
        Parameters:
        original - the SecondMoment instance to copy
        Throws:
        org.hipparchus.exception.NullArgumentException - if original is null

    • 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
        Parameters:
        d - the new value.

      • getResult

        public double getResult()
        Returns the current value of the Statistic.
        Specified by:
        getResult in interface StorelessUnivariateStatistic
        Returns:
        value of the statistic, Double.NaN if it has been cleared or just instantiated.

      • aggregate

        public void aggregate​(SecondMoment other)
        Aggregates the provided instance into this instance.

        This method can be used to combine statistics computed over partitions or subsamples - i.e., the value of this instance after this operation should be the same as if a single statistic would have been applied over the combined dataset.

        Specified by:
        aggregate in interface AggregatableStatistic<SecondMoment>
        Parameters:
        other - the instance to aggregate into this instance

      • getN

        public long getN()
        Returns the number of values that have been added.
        Specified by:
        getN in interface StorelessUnivariateStatistic
        Returns:
        the number of values.

      • aggregate

        protected void aggregate​(org.hipparchus.stat.descriptive.moment.FirstMoment other)
        Aggregates the results of the provided instance into this instance.
        Parameters:
        other - the instance to aggregate from