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 /** 22 * Computes a statistic related to the Second Central Moment. Specifically, 23 * what is computed is the sum of squared deviations from the sample mean. 24 * <p> 25 * The following recursive updating formula is used:</p> 26 * <p> 27 * Let <ul> 28 * <li> dev = (current obs - previous mean) </li> 29 * <li> n = number of observations (including current obs) </li> 30 * </ul> 31 * Then</p> 32 * <p> 33 * new value = old value + dev^2 * (n -1) / n.</p> 34 * <p> 35 * Returns <code>Double.NaN</code> if no data values have been added and 36 * returns <code>0</code> if there is just one value in the data set.</p> 37 * <p> 38 * <strong>Note that this implementation is not synchronized.</strong> If 39 * multiple threads access an instance of this class concurrently, and at least 40 * one of the threads invokes the <code>increment()</code> or 41 * <code>clear()</code> method, it must be synchronized externally.</p> 42 * 43 * @version $Revision: 617953 $ $Date: 2008-02-02 22:54:00 -0700 (Sat, 02 Feb 2008) $ 44 */ 45 public class SecondMoment extends FirstMoment implements Serializable { 46 47 /** Serializable version identifier */ 48 private static final long serialVersionUID = 3942403127395076445L; 49 50 /** second moment of values that have been added */ 51 protected double m2; 52 53 /** 54 * Create a SecondMoment instance 55 */ 56 public SecondMoment() { 57 super(); 58 m2 = Double.NaN; 59 } 60 61 /** 62 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#increment(double) 63 */ 64 public void increment(final double d) { 65 if (n < 1) { 66 m1 = m2 = 0.0; 67 } 68 super.increment(d); 69 m2 += ((double) n - 1) * dev * nDev; 70 } 71 72 /** 73 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#clear() 74 */ 75 public void clear() { 76 super.clear(); 77 m2 = Double.NaN; 78 } 79 80 /** 81 * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getResult() 82 */ 83 public double getResult() { 84 return m2; 85 } 86 87 }