org.apache.commons.math.stat.descriptive.moment
Class FirstMoment

java.lang.Object
  extended byorg.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic
      extended byorg.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic
          extended byorg.apache.commons.math.stat.descriptive.moment.FirstMoment
All Implemented Interfaces:
Serializable, StorelessUnivariateStatistic, UnivariateStatistic
Direct Known Subclasses:
SecondMoment

public class FirstMoment
extends AbstractStorelessUnivariateStatistic
implements Serializable

Computes the first moment (arithmetic mean). Uses the definitional formula:

mean = sum(x_i) / n

where n is the number of observations.

To limit numeric errors, the value of the statistic is computed using the following recursive updating algorithm:

  1. Initialize m = the first value
  2. For each additional value, update using
    m = m + (new value - m) / (number of observations)

Returns Double.NaN if the dataset is empty.

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.

Version:
$Revision: 348519 $ $Date: 2005-11-23 12:12:18 -0700 (Wed, 23 Nov 2005) $
See Also:
Serialized Form

Field Summary
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  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
FirstMoment()
          Create a FirstMoment instance
 
Method Summary
 void clear()
          Clears the internal state of the Statistic
 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.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic
equals, evaluate, evaluate, hashCode, incrementAll, incrementAll
 
Methods inherited from class org.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic
test
 
Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

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

FirstMoment

public FirstMoment()
Create a FirstMoment instance

Method Detail

increment

public void increment(double d)
Description copied from interface: StorelessUnivariateStatistic
Updates the internal state of the statistic to reflect the addition of the new value.

Specified by:
increment in interface StorelessUnivariateStatistic
Specified by:
increment in class AbstractStorelessUnivariateStatistic
See Also:
StorelessUnivariateStatistic.increment(double)

clear

public void clear()
Description copied from interface: StorelessUnivariateStatistic
Clears the internal state of the Statistic

Specified by:
clear in interface StorelessUnivariateStatistic
Specified by:
clear in class AbstractStorelessUnivariateStatistic
See Also:
StorelessUnivariateStatistic.clear()

getResult

public double getResult()
Description copied from interface: StorelessUnivariateStatistic
Returns the current value of the Statistic.

Specified by:
getResult in interface StorelessUnivariateStatistic
Specified by:
getResult in class AbstractStorelessUnivariateStatistic
See Also:
StorelessUnivariateStatistic.getResult()

getN

public long getN()
Description copied from interface: StorelessUnivariateStatistic
Returns the number of values that have been added.

Specified by:
getN in interface StorelessUnivariateStatistic
Returns:
the number of values.
See Also:
StorelessUnivariateStatistic.getN()


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