public class SecondMoment extends AbstractStorelessUnivariateStatistic implements Serializable
The following recursive updating formula is used:
Let
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.
| Modifier and Type | Field and 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 and Description |
|---|
SecondMoment()
Create a SecondMoment instance
|
SecondMoment(SecondMoment original)
Copy constructor, creates a new
SecondMoment identical
to the original |
| Modifier and Type | Method and 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.math3.stat.descriptive.moment.FirstMoment source,
org.apache.commons.math3.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.
|
equals, evaluate, evaluate, hashCode, incrementAll, incrementAllevaluate, getData, getDataRef, setData, setData, test, test, test, testprotected double m2
protected long n
protected double m1
protected double dev
protected double nDev
public SecondMoment()
public SecondMoment(SecondMoment original) throws NullArgumentException
SecondMoment identical
to the originaloriginal - the SecondMoment instance to copyNullArgumentException - if original is nullpublic void increment(double d)
increment in interface StorelessUnivariateStatisticd - the new value.public void clear()
clear in interface StorelessUnivariateStatisticpublic double getResult()
getResult in interface StorelessUnivariateStatisticDouble.NaN if it
has been cleared or just instantiated.public SecondMoment copy()
copy in interface StorelessUnivariateStatisticcopy in interface UnivariateStatisticpublic static void copy(SecondMoment source, SecondMoment dest) throws NullArgumentException
Neither source nor dest can be null.
source - SecondMoment to copydest - SecondMoment to copy toNullArgumentException - if either source or dest is nullpublic long getN()
getN in interface StorelessUnivariateStatisticpublic static void copy(org.apache.commons.math3.stat.descriptive.moment.FirstMoment source,
org.apache.commons.math3.stat.descriptive.moment.FirstMoment dest)
throws NullArgumentException
Neither source nor dest can be null.
source - FirstMoment to copydest - FirstMoment to copy toNullArgumentException - if either source or dest is nullCopyright © 2003–2016 The Apache Software Foundation. All rights reserved.