1 /*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * https://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17
18 /*
19 * This is not the original file distributed by the Apache Software Foundation
20 * It has been modified by the Hipparchus project
21 */
22 package org.hipparchus.stat.descriptive.moment;
23
24 import java.io.Serializable;
25
26 import org.hipparchus.exception.NullArgumentException;
27
28
29 /**
30 * Computes a statistic related to the Third Central Moment. Specifically,
31 * what is computed is the sum of cubed deviations from the sample mean.
32 * <p>
33 * The following recursive updating formula is used:
34 * <p>
35 * Let <ul>
36 * <li> dev = (current obs - previous mean) </li>
37 * <li> m2 = previous value of {@link SecondMoment} </li>
38 * <li> n = number of observations (including current obs) </li>
39 * </ul>
40 * Then
41 * <p>
42 * new value = old value - 3 * (dev/n) * m2 + (n-1) * (n -2) * (dev^3/n^2)
43 * <p>
44 * Returns <code>Double.NaN</code> if no data values have been added and
45 * returns <code>0</code> if there is just one value in the data set.
46 * Note that Double.NaN may also be returned if the input includes NaN
47 * and / or infinite values.
48 * <p>
49 * <strong>Note that this implementation is not synchronized.</strong> If
50 * multiple threads access an instance of this class concurrently, and at least
51 * one of the threads invokes the <code>increment()</code> or
52 * <code>clear()</code> method, it must be synchronized externally.
53 */
54 class ThirdMoment extends SecondMoment implements Serializable {
55
56 /** Serializable version identifier */
57 private static final long serialVersionUID = 20150412L;
58
59 /** third moment of values that have been added */
60 protected double m3;
61
62 /**
63 * Square of deviation of most recently added value from previous first
64 * moment, normalized by previous sample size. Retained to prevent
65 * repeated computation in higher order moments. nDevSq = nDev * nDev.
66 */
67 protected double nDevSq;
68
69 /**
70 * Create a FourthMoment instance.
71 */
72 ThirdMoment() {
73 super();
74 m3 = Double.NaN;
75 nDevSq = Double.NaN;
76 }
77
78 /**
79 * Copy constructor, creates a new {@code ThirdMoment} identical
80 * to the {@code original}.
81 *
82 * @param original the {@code ThirdMoment} instance to copy
83 * @throws NullArgumentException if original is null
84 */
85 ThirdMoment(ThirdMoment original) throws NullArgumentException {
86 super(original);
87 this.m3 = original.m3;
88 this.nDevSq = original.nDevSq;
89 }
90
91 /** {@inheritDoc} */
92 @Override
93 public void increment(final double d) {
94 if (n < 1) {
95 m3 = m2 = m1 = 0.0;
96 }
97
98 double prevM2 = m2;
99 super.increment(d);
100 nDevSq = nDev * nDev;
101 double n0 = n;
102 m3 = m3 - 3.0 * nDev * prevM2 + (n0 - 1) * (n0 - 2) * nDevSq * dev;
103 }
104
105 /** {@inheritDoc} */
106 @Override
107 public double getResult() {
108 return m3;
109 }
110
111 /** {@inheritDoc} */
112 @Override
113 public void clear() {
114 super.clear();
115 m3 = Double.NaN;
116 nDevSq = Double.NaN;
117 }
118
119 /**
120 * Throws {@link UnsupportedOperationException}.
121 */
122 @Override
123 public void aggregate(SecondMoment other) {
124 throw new UnsupportedOperationException();
125 }
126
127 /** {@inheritDoc} */
128 @Override
129 public ThirdMoment copy() {
130 return new ThirdMoment(this);
131 }
132
133 }