|
|||||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |
java.lang.Objectorg.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic
org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic
org.apache.commons.math.stat.descriptive.moment.FirstMoment
org.apache.commons.math.stat.descriptive.moment.SecondMoment
org.apache.commons.math.stat.descriptive.moment.ThirdMoment
org.apache.commons.math.stat.descriptive.moment.FourthMoment
Computes a statistic related to the Fourth Central Moment. Specifically, what is computed is the sum of
(x_i - xbar) ^ 4,
where the x_i are the sample observations and xbar is the sample mean.
The following recursive updating formula is used:
Let
SecondMoment
ThirdMoment
new value = old value - 4 * (dev/n) * m3 + 6 * (dev/n)^2 * m2 +
[n^2 - 3 * (n-1)] * dev^4 * (n-1) / n^3
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 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.
Field Summary | |
protected double |
m4
fourth moment of values that have been added |
(package private) static long |
serialVersionUID
Serializable version identifier |
Fields inherited from class org.apache.commons.math.stat.descriptive.moment.ThirdMoment |
m3, nDevSq |
Fields inherited from class org.apache.commons.math.stat.descriptive.moment.SecondMoment |
m2 |
Fields inherited from class org.apache.commons.math.stat.descriptive.moment.FirstMoment |
dev, m1, n, nDev |
Constructor Summary | |
FourthMoment()
Create a FourthMoment instance |
Method Summary | |
void |
clear()
Clears the internal state of the Statistic |
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.math.stat.descriptive.moment.FirstMoment |
getN |
Methods inherited from class org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic |
equals, evaluate, evaluate, hashCode, incrementAll, incrementAll |
Methods inherited from class org.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic |
test |
Methods inherited from class java.lang.Object |
clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
static final long serialVersionUID
protected double m4
Constructor Detail |
public FourthMoment()
Method Detail |
public void increment(double d)
StorelessUnivariateStatistic
increment
in interface StorelessUnivariateStatistic
increment
in class ThirdMoment
StorelessUnivariateStatistic.increment(double)
public double getResult()
StorelessUnivariateStatistic
getResult
in interface StorelessUnivariateStatistic
getResult
in class ThirdMoment
StorelessUnivariateStatistic.getResult()
public void clear()
StorelessUnivariateStatistic
clear
in interface StorelessUnivariateStatistic
clear
in class ThirdMoment
StorelessUnivariateStatistic.clear()
|
|||||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |