public class Skewness extends AbstractStorelessUnivariateStatistic implements Serializable
We use the following (unbiased) formula to define skewness:
skewness = [n / (n -1) (n - 2)] sum[(x_i - mean)^3] / std^3
where n is the number of values, mean is the Mean and std is the
StandardDeviation.
Note that this statistic is undefined for n < 3. Double.Nan
is returned when there is not sufficient data to compute the statistic.
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.
| Modifier and Type | Field and Description |
|---|---|
protected boolean |
incMoment
Determines whether or not this statistic can be incremented or cleared.
|
protected org.hipparchus.stat.descriptive.moment.ThirdMoment |
moment
Third moment on which this statistic is based
|
| Constructor and Description |
|---|
Skewness()
Constructs a Skewness.
|
Skewness(Skewness original)
Copy constructor, creates a new
Skewness identical
to the original. |
Skewness(org.hipparchus.stat.descriptive.moment.ThirdMoment m3)
Constructs a Skewness with an external moment.
|
| Modifier and Type | Method and Description |
|---|---|
void |
clear()
Clears the internal state of the Statistic
|
Skewness |
copy()
Returns a copy of the statistic with the same internal state.
|
double |
evaluate(double[] values,
int begin,
int length)
Returns the Skewness of the entries in the specified portion of the
input array.
|
long |
getN()
Returns the number of values that have been added.
|
double |
getResult()
Returns the value of the statistic based on the values that have been added.
|
void |
increment(double d)
Updates the internal state of the statistic to reflect the addition of the new value.
|
equals, hashCode, toStringclone, finalize, getClass, notify, notifyAll, wait, wait, waitaccept, incrementAll, incrementAllevaluateandThenprotected final org.hipparchus.stat.descriptive.moment.ThirdMoment moment
protected final boolean incMoment
Statistics based on (constructed from) external moments cannot be incremented or cleared.
public Skewness()
public Skewness(org.hipparchus.stat.descriptive.moment.ThirdMoment m3)
m3 - external momentpublic Skewness(Skewness original) throws NullArgumentException
Skewness identical
to the original.original - the Skewness instance to copyNullArgumentException - if original is nullpublic void increment(double d)
Note that when Skewness(ThirdMoment) is used to
create a Skewness, this method does nothing. In that case, the
ThirdMoment should be incremented directly.
increment in interface StorelessUnivariateStatisticincrement in class AbstractStorelessUnivariateStatisticd - the new value.public double getResult()
See Skewness for the definition used in the computation.
getResult in interface StorelessUnivariateStatisticgetResult in class AbstractStorelessUnivariateStatisticpublic long getN()
getN in interface StorelessUnivariateStatisticpublic void clear()
clear in interface StorelessUnivariateStatisticclear in class AbstractStorelessUnivariateStatisticpublic double evaluate(double[] values,
int begin,
int length)
throws MathIllegalArgumentException
See Skewness for the definition used in the computation.
Throws IllegalArgumentException if the array is null.
evaluate in interface StorelessUnivariateStatisticevaluate in interface UnivariateStatisticevaluate in interface MathArrays.Functionvalues - the input arraybegin - the index of the first array element to includelength - the number of elements to includeMathIllegalArgumentException - if the array is null or the array index
parameters are not validUnivariateStatistic.evaluate(double[], int, int)public Skewness copy()
copy in interface StorelessUnivariateStatisticcopy in interface UnivariateStatisticcopy in class AbstractStorelessUnivariateStatisticCopyright © 2016-2022 CS GROUP. All rights reserved.