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16 package org.apache.commons.math.stat.descriptive.moment;
17
18 import java.io.Serializable;
19
20 /**
21 * Computes a statistic related to the Second Central Moment. Specifically,
22 * what is computed is the sum of squared deviations from the sample mean.
23 * <p>
24 * The following recursive updating formula is used:
25 * <p>
26 * Let <ul>
27 * <li> dev = (current obs - previous mean) </li>
28 * <li> n = number of observations (including current obs) </li>
29 * </ul>
30 * Then
31 * <p>
32 * new value = old value + dev^2 * (n -1) / n.
33 * <p>
34 * Returns <code>Double.NaN</code> if no data values have been added and
35 * returns <code>0</code> if there is just one value in the data set.
36 * <p>
37 * <strong>Note that this implementation is not synchronized.</strong> If
38 * multiple threads access an instance of this class concurrently, and at least
39 * one of the threads invokes the <code>increment()</code> or
40 * <code>clear()</code> method, it must be synchronized externally.
41 *
42 * @version $Revision: 348519 $ $Date: 2005-11-23 12:12:18 -0700 (Wed, 23 Nov 2005) $
43 */
44 public class SecondMoment extends FirstMoment implements Serializable {
45
46 /** Serializable version identifier */
47 private static final long serialVersionUID = 3942403127395076445L;
48
49 /** second moment of values that have been added */
50 protected double m2;
51
52 /**
53 * Create a SecondMoment instance
54 */
55 public SecondMoment() {
56 super();
57 m2 = Double.NaN;
58 }
59
60 /**
61 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#increment(double)
62 */
63 public void increment(final double d) {
64 if (n < 1) {
65 m1 = m2 = 0.0;
66 }
67 super.increment(d);
68 m2 += ((double) n - 1) * dev * nDev;
69 }
70
71 /**
72 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#clear()
73 */
74 public void clear() {
75 super.clear();
76 m2 = Double.NaN;
77 }
78
79 /**
80 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getResult()
81 */
82 public double getResult() {
83 return m2;
84 }
85
86 }