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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
Computes a statistic related to the Third Central Moment. Specifically, what is computed is the sum of cubed deviations from the sample mean.
The following recursive updating formula is used:
Let
SecondMoment new value = old value - 3 * (dev/n) * m2 + (n-1) * (n -2) * (dev^3/n^2)
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 |
m3
third moment of values that have been added |
protected double |
nDevSq
Square of deviation of most recently added value from previous first moment, normalized by previous sample size. |
| 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 | |
ThirdMoment()
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 |
protected double m3
protected double nDevSq
| Constructor Detail |
public ThirdMoment()
| Method Detail |
public void increment(double d)
StorelessUnivariateStatistic
increment in interface StorelessUnivariateStatisticincrement in class SecondMomentStorelessUnivariateStatistic.increment(double)public double getResult()
StorelessUnivariateStatistic
getResult in interface StorelessUnivariateStatisticgetResult in class SecondMomentStorelessUnivariateStatistic.getResult()public void clear()
StorelessUnivariateStatistic
clear in interface StorelessUnivariateStatisticclear in class SecondMomentStorelessUnivariateStatistic.clear()
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