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:

  • 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 Details

    • 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 Details

    • 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 Details

    • 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