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16 package org.apache.commons.math.stat.descriptive.moment;
17
18 import java.io.Serializable;
19
20 import org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic;
21
22 /**
23 * Computes the first moment (arithmetic mean). Uses the definitional formula:
24 * <p>
25 * mean = sum(x_i) / n
26 * <p>
27 * where <code>n</code> is the number of observations.
28 * <p>
29 * To limit numeric errors, the value of the statistic is computed using the
30 * following recursive updating algorithm:
31 * <p>
32 * <ol>
33 * <li>Initialize <code>m = </code> the first value</li>
34 * <li>For each additional value, update using <br>
35 * <code>m = m + (new value - m) / (number of observations)</code></li>
36 * </ol>
37 * <p>
38 * Returns <code>Double.NaN</code> if the dataset is empty.
39 * <p>
40 * <strong>Note that this implementation is not synchronized.</strong> If
41 * multiple threads access an instance of this class concurrently, and at least
42 * one of the threads invokes the <code>increment()</code> or
43 * <code>clear()</code> method, it must be synchronized externally.
44 *
45 * @version $Revision: 348519 $ $Date: 2005-11-23 12:12:18 -0700 (Wed, 23 Nov 2005) $
46 */
47 public class FirstMoment extends AbstractStorelessUnivariateStatistic
48 implements Serializable {
49
50 /** Serializable version identifier */
51 private static final long serialVersionUID = -803343206421984070L;
52
53 /** Count of values that have been added */
54 protected long n;
55
56 /** First moment of values that have been added */
57 protected double m1;
58
59 /**
60 * Deviation of most recently added value from previous first moment.
61 * Retained to prevent repeated computation in higher order moments.
62 */
63 protected double dev;
64
65 /**
66 * Deviation of most recently added value from previous first moment,
67 * normalized by previous sample size. Retained to prevent repeated
68 * computation in higher order moments
69 */
70 protected double nDev;
71
72 /**
73 * Create a FirstMoment instance
74 */
75 public FirstMoment() {
76 n = 0;
77 m1 = Double.NaN;
78 dev = Double.NaN;
79 nDev = Double.NaN;
80 }
81
82 /**
83 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#increment(double)
84 */
85 public void increment(final double d) {
86 if (n == 0) {
87 m1 = 0.0;
88 }
89 n++;
90 double n0 = (double) n;
91 dev = d - m1;
92 nDev = dev / n0;
93 m1 += nDev;
94 }
95
96 /**
97 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#clear()
98 */
99 public void clear() {
100 m1 = Double.NaN;
101 n = 0;
102 dev = Double.NaN;
103 nDev = Double.NaN;
104 }
105
106 /**
107 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getResult()
108 */
109 public double getResult() {
110 return m1;
111 }
112
113 /**
114 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getN()
115 */
116 public long getN() {
117 return n;
118 }
119 }