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1   /*
2    * Copyright 2003-2004 The Apache Software Foundation.
3    *
4    * Licensed under the Apache License, Version 2.0 (the "License");
5    * you may not use this file except in compliance with the License.
6    * You may obtain a copy of the License at
7    *
8    *      http://www.apache.org/licenses/LICENSE-2.0
9    *
10   * Unless required by applicable law or agreed to in writing, software
11   * distributed under the License is distributed on an "AS IS" BASIS,
12   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
13   * See the License for the specific language governing permissions and
14   * limitations under the License.
15   */
16  package org.apache.commons.math.stat.descriptive.moment;
17  
18  import java.io.Serializable;
19  
20  /**
21   * Computes a statistic related to the Third Central Moment.  Specifically,
22   * what is computed is the sum of cubed 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> m2 = previous value of {@link SecondMoment} </li>
29   * <li> n = number of observations (including current obs) </li>
30   * </ul>
31   * Then
32   * <p>
33   * new value = old value - 3 * (dev/n) * m2 + (n-1) * (n -2) * (dev^3/n^2)
34   * <p>
35   * Returns <code>Double.NaN</code> if no data values have been added and
36   * returns <code>0</code> if there is just one value in the data set.
37   * <p>
38   * <strong>Note that this implementation is not synchronized.</strong> If 
39   * multiple threads access an instance of this class concurrently, and at least
40   * one of the threads invokes the <code>increment()</code> or 
41   * <code>clear()</code> method, it must be synchronized externally.
42   * 
43   * @version $Revision: 348519 $ $Date: 2005-11-23 12:12:18 -0700 (Wed, 23 Nov 2005) $
44   */
45  public class ThirdMoment extends SecondMoment implements Serializable {
46  
47      /** Serializable version identifier */
48      private static final long serialVersionUID = -7818711964045118679L;  
49        
50      /** third moment of values that have been added */
51      protected double m3;
52  
53       /**
54       * Square of deviation of most recently added value from previous first 
55       * moment, normalized by previous sample size.  Retained to prevent 
56       * repeated computation in higher order moments.  nDevSq = nDev * nDev.
57       */
58      protected double nDevSq;
59  
60      /**
61       * Create a FourthMoment instance
62       */
63      public ThirdMoment() {
64          super();
65          m3 = Double.NaN;
66          nDevSq = Double.NaN;
67      }
68  
69      /**
70       * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#increment(double)
71       */
72      public void increment(final double d) {
73          if (n < 1) {
74              m3 = m2 = m1 = 0.0;
75          }  
76         
77          double prevM2 = m2;
78          super.increment(d);
79          nDevSq = nDev * nDev;
80          double n0 = (double) n;
81          m3 = m3 - 3.0 * nDev * prevM2 + (n0 - 1) * (n0 - 2) * nDevSq * dev;
82      }
83  
84      /**
85       * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getResult()
86       */
87      public double getResult() {
88          return m3;
89      }
90  
91      /**
92       * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#clear()
93       */
94      public void clear() {
95          super.clear();
96          m3 = Double.NaN;
97          nDevSq = Double.NaN;
98      }
99  
100 }