1 /* 2 * Licensed to the Apache Software Foundation (ASF) under one or more 3 * contributor license agreements. See the NOTICE file distributed with 4 * this work for additional information regarding copyright ownership. 5 * The ASF licenses this file to You under the Apache License, Version 2.0 6 * (the "License"); you may not use this file except in compliance with 7 * the License. You may obtain a copy of the License at 8 * 9 * http://www.apache.org/licenses/LICENSE-2.0 10 * 11 * Unless required by applicable law or agreed to in writing, software 12 * distributed under the License is distributed on an "AS IS" BASIS, 13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 14 * See the License for the specific language governing permissions and 15 * limitations under the License. 16 */ 17 package org.apache.commons.math.stat.descriptive.moment; 18 19 import java.io.Serializable; 20 21 import org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic; 22 23 /** 24 * Computes the first moment (arithmetic mean). Uses the definitional formula: 25 * <p> 26 * mean = sum(x_i) / n </p> 27 * <p> 28 * where <code>n</code> is the number of observations. </p> 29 * <p> 30 * To limit numeric errors, the value of the statistic is computed using the 31 * following recursive updating algorithm: </p> 32 * <p> 33 * <ol> 34 * <li>Initialize <code>m = </code> the first value</li> 35 * <li>For each additional value, update using <br> 36 * <code>m = m + (new value - m) / (number of observations)</code></li> 37 * </ol></p> 38 * <p> 39 * Returns <code>Double.NaN</code> if the dataset is empty.</p> 40 * <p> 41 * <strong>Note that this implementation is not synchronized.</strong> If 42 * multiple threads access an instance of this class concurrently, and at least 43 * one of the threads invokes the <code>increment()</code> or 44 * <code>clear()</code> method, it must be synchronized externally.</p> 45 * 46 * @version $Revision: 617953 $ $Date: 2008-02-02 22:54:00 -0700 (Sat, 02 Feb 2008) $ 47 */ 48 public class FirstMoment extends AbstractStorelessUnivariateStatistic 49 implements Serializable { 50 51 /** Serializable version identifier */ 52 private static final long serialVersionUID = -803343206421984070L; 53 54 /** Count of values that have been added */ 55 protected long n; 56 57 /** First moment of values that have been added */ 58 protected double m1; 59 60 /** 61 * Deviation of most recently added value from previous first moment. 62 * Retained to prevent repeated computation in higher order moments. 63 */ 64 protected double dev; 65 66 /** 67 * Deviation of most recently added value from previous first moment, 68 * normalized by previous sample size. Retained to prevent repeated 69 * computation in higher order moments 70 */ 71 protected double nDev; 72 73 /** 74 * Create a FirstMoment instance 75 */ 76 public FirstMoment() { 77 n = 0; 78 m1 = Double.NaN; 79 dev = Double.NaN; 80 nDev = Double.NaN; 81 } 82 83 /** 84 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#increment(double) 85 */ 86 public void increment(final double d) { 87 if (n == 0) { 88 m1 = 0.0; 89 } 90 n++; 91 double n0 = (double) n; 92 dev = d - m1; 93 nDev = dev / n0; 94 m1 += nDev; 95 } 96 97 /** 98 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#clear() 99 */ 100 public void clear() { 101 m1 = Double.NaN; 102 n = 0; 103 dev = Double.NaN; 104 nDev = Double.NaN; 105 } 106 107 /** 108 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getResult() 109 */ 110 public double getResult() { 111 return m1; 112 } 113 114 /** 115 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getN() 116 */ 117 public long getN() { 118 return n; 119 } 120 }