Package org.apache.commons.math4.stat.descriptive.moment

Class SecondMoment

java.lang.Object
org.apache.commons.math4.stat.descriptive.AbstractStorelessUnivariateStatistic
org.apache.commons.math4.stat.descriptive.moment.SecondMoment
All Implemented Interfaces:
java.io.Serializable, StorelessUnivariateStatistic, UnivariateStatistic, MathArrays.Function
public class SecondMoment
extends AbstractStorelessUnivariateStatistic
implements java.io.Serializable
Computes a statistic related to the Second Central Moment. Specifically, what is computed is the sum of squared deviations from the sample mean.

The following recursive updating formula is used:

Let

  • dev = (current obs - previous mean)
  • n = number of observations (including current obs)
Then

new value = old value + dev^2 * (n -1) / n.

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 Double.NaN may also be returned if the input includes NaN and / or infinite values.

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.

See Also:
Serialized Form

  • Field Summary

    Fields 
    Modifier and Type Field Description
    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 double m2
    second 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

    Constructors 
    Constructor Description
    SecondMoment()
    Create a SecondMoment instance.
    SecondMoment​(SecondMoment original)
    Copy constructor, creates a new SecondMoment identical to the original.

  • Method Summary

    Modifier and Type Method Description
    void clear()
    Clears the internal state of the Statistic
    SecondMoment copy()
    Returns a copy of the statistic with the same internal state.
    static void copy​(org.apache.commons.math4.stat.descriptive.moment.FirstMoment source, org.apache.commons.math4.stat.descriptive.moment.FirstMoment dest)
    Copies source to dest.
    static void copy​(SecondMoment source, SecondMoment dest)
    Copies source to dest.
    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.math4.stat.descriptive.AbstractStorelessUnivariateStatistic

    equals, evaluate, evaluate, hashCode, incrementAll, incrementAll

    Methods inherited from class java.lang.Object

    clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait

  • Field Details

    • m2

      protected double m2
      second moment of values that have been added

    • 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 Details

  • Method Details