Package org.apache.commons.math3.stat.descriptive.moment

Class FourthMoment

java.lang.Object

org.apache.commons.math3.stat.descriptive.AbstractUnivariateStatistic

org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic

org.apache.commons.math3.stat.descriptive.moment.FirstMoment

org.apache.commons.math3.stat.descriptive.moment.SecondMoment

org.apache.commons.math3.stat.descriptive.moment.ThirdMoment

org.apache.commons.math3.stat.descriptive.moment.FourthMoment

All Implemented Interfaces:

Serializable, StorelessUnivariateStatistic, UnivariateStatistic, MathArrays.Function

class FourthMoment
extends ThirdMoment
implements Serializable

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

• dev = (current obs - previous mean)
• m2 = previous value of SecondMoment
• m2 = previous value of ThirdMoment
• n = number of observations (including current obs)

Then

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 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.

Field Summary

Fields

Modifier and Type	Field	Description
private double	m4	fourth moment of values that have been added
private static final long	serialVersionUID	Serializable version identifier

Fields inherited from class org.apache.commons.math3.stat.descriptive.moment.ThirdMoment

m3, nDevSq

Fields inherited from class org.apache.commons.math3.stat.descriptive.moment.SecondMoment

m2

Fields inherited from class org.apache.commons.math3.stat.descriptive.moment.FirstMoment

dev, m1, n, nDev

Constructor Summary

Constructors

Constructor	Description
FourthMoment()	Create a FourthMoment instance
FourthMoment(FourthMoment original)	Copy constructor, creates a new FourthMoment identical to the original

Method Summary

Modifier and Type	Method	Description
void	clear()	Clears the internal state of the Statistic
FourthMoment	copy()	Returns a copy of the statistic with the same internal state.
static void	copy(FourthMoment source, FourthMoment dest)	Copies source to dest.
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.math3.stat.descriptive.moment.ThirdMoment

copy

Methods inherited from class org.apache.commons.math3.stat.descriptive.moment.SecondMoment

copy

Methods inherited from class org.apache.commons.math3.stat.descriptive.moment.FirstMoment

copy, getN

Methods inherited from class org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic

equals, evaluate, evaluate, hashCode, incrementAll, incrementAll

Methods inherited from class org.apache.commons.math3.stat.descriptive.AbstractUnivariateStatistic

evaluate, getData, getDataRef, setData, setData, test, test, test, test

Methods inherited from class java.lang.Object

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

Field Details

serialVersionUID

private static final long serialVersionUID

Serializable version identifier

See Also:

• Constant Field Values

m4

private double m4

fourth moment of values that have been added

Constructor Details

FourthMoment

FourthMoment()

Create a FourthMoment instance

FourthMoment

FourthMoment(FourthMoment original)
      throws NullArgumentException

Copy constructor, creates a new FourthMoment identical to the original

Parameters:

original - the FourthMoment instance to copy

Throws:

NullArgumentException - if original is null

Method Details

increment

public void increment(double d)

Updates the internal state of the statistic to reflect the addition of the new value.

Specified by:

increment in interface StorelessUnivariateStatistic

Overrides:

increment in class ThirdMoment

Parameters:

d - the new value.

getResult

public double getResult()

Returns the current value of the Statistic.

Specified by:

getResult in interface StorelessUnivariateStatistic

Overrides:

getResult in class ThirdMoment

Returns:

value of the statistic, Double.NaN if it has been cleared or just instantiated.

clear

public void clear()

Clears the internal state of the Statistic

Specified by:

clear in interface StorelessUnivariateStatistic

Overrides:

clear in class ThirdMoment

copy

public FourthMoment copy()

Returns a copy of the statistic with the same internal state.

Specified by:

copy in interface StorelessUnivariateStatistic

Specified by:

copy in interface UnivariateStatistic

Overrides:

copy in class ThirdMoment

Returns:

a copy of the statistic

copy

public static void copy(FourthMoment source,
 FourthMoment dest)
                 throws NullArgumentException

Copies source to dest.

Neither source nor dest can be null.

Parameters:

source - FourthMoment to copy

dest - FourthMoment to copy to

Throws:

NullArgumentException - if either source or dest is null