Package org.hipparchus.stat.descriptive.moment

Class SecondMoment

java.lang.Object

org.hipparchus.stat.descriptive.AbstractStorelessUnivariateStatistic

org.hipparchus.stat.descriptive.moment.SecondMoment

All Implemented Interfaces:

Serializable, DoubleConsumer, AggregatableStatistic<SecondMoment>, StorelessUnivariateStatistic, UnivariateStatistic, 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 Summary

Fields

Modifier and Type	Field	Description
protected double	dev	Deviation of most recently added value from previous first moment.
protected double	m1	First moment of values that have been added
protected double	m2	Second moment of values that have been added
protected long	n	Count of values that have been added
protected double	nDev	Deviation of most recently added value from previous first moment, normalized by previous sample size.

Constructor Summary

Constructors

Constructor	Description
SecondMoment()	Create a SecondMoment instance.
SecondMoment(SecondMoment original)	Copy constructor, creates a new SecondMoment identical to the original.

Method Summary

Modifier and Type	Method	Description
protected void	aggregate(org.hipparchus.stat.descriptive.moment.FirstMoment other)	Aggregates the results of the provided instance into this instance.
void	aggregate(SecondMoment other)	Aggregates the provided instance into this instance.
void	clear()	Clears the internal state of the Statistic
SecondMoment	copy()	Returns a copy of the statistic with the same internal state.
long	getN()	Returns the number of values that have been added.
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.hipparchus.stat.descriptive.AbstractStorelessUnivariateStatistic

equals, hashCode, toString

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.hipparchus.stat.descriptive.AggregatableStatistic

aggregate, aggregate

Methods inherited from interface java.util.function.DoubleConsumer

andThen

Methods inherited from interface org.hipparchus.stat.descriptive.StorelessUnivariateStatistic

accept, evaluate, incrementAll, incrementAll

Methods inherited from interface org.hipparchus.stat.descriptive.UnivariateStatistic

evaluate

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 NullArgumentException

Copy constructor, creates a new SecondMoment identical to the original.

Parameters:

original - the SecondMoment instance to copy

Throws:

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.

clear

public void clear()

Clears the internal state of the Statistic

Specified by:

clear in interface StorelessUnivariateStatistic

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

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

Returns:

a copy of the statistic

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