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

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
              extended byorg.apache.commons.math.stat.descriptive.moment.SecondMoment
                  extended byorg.apache.commons.math.stat.descriptive.moment.ThirdMoment
                      extended byorg.apache.commons.math.stat.descriptive.moment.FourthMoment
All Implemented Interfaces:
Serializable, StorelessUnivariateStatistic, UnivariateStatistic

public class FourthMoment
extends ThirdMoment
implements Serializable

Computes a statistic related to the Fourth Central Moment. Specifically, what is computed is the sum of

(x_i - xbar) ^ 4,

where the x_i are the sample observations and xbar is the sample mean.

The following recursive updating formula is used:

Let

Then

new value = old value - 4 * (dev/n) * m3 + 6 * (dev/n)^2 * m2 +
[n^2 - 3 * (n-1)] * dev^4 * (n-1) / n^3

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 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 m4
          fourth moment of values that have been added
 
Fields inherited from class org.apache.commons.math.stat.descriptive.moment.ThirdMoment
m3, nDevSq
 
Fields inherited from class org.apache.commons.math.stat.descriptive.moment.SecondMoment
m2
 
Fields inherited from class org.apache.commons.math.stat.descriptive.moment.FirstMoment
dev, m1, n, nDev
 
Constructor Summary
FourthMoment()
          Create a FourthMoment instance
 
Method Summary
 void clear()
          Clears the internal state of the Statistic
 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.moment.FirstMoment
getN
 
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

m4

protected double m4
fourth moment of values that have been added

Constructor Detail

FourthMoment

public FourthMoment()
Create a FourthMoment 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
Overrides:
increment in class ThirdMoment
See Also:
StorelessUnivariateStatistic.increment(double)

getResult

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

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

clear

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

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


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