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Java Source Code / Java Documentation » Science » Apache commons math 1.1 » org.apache.commons.math.stat.descriptive.moment 
Source Cross Reference  Class Diagram Java Document (Java Doc) 


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

FourthMoment
public class FourthMoment extends ThirdMoment implements Serializable(Code)
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 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.
version:
   $Revision: 348519 $ $Date: 2005-11-23 12:12:18 -0700 (Wed, 23 Nov 2005) $



Field Summary
protected  doublem4
    

Constructor Summary
public  FourthMoment()
    

Method Summary
public  voidclear()
    
public  doublegetResult()
    
public  voidincrement(double d)
    

Field Detail
m4
protected double m4(Code)
fourth moment of values that have been added




Constructor Detail
FourthMoment
public FourthMoment()(Code)
Create a FourthMoment instance




Method Detail
clear
public void clear()(Code)

See Also:   org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic.clear



getResult
public double getResult()(Code)

See Also:   org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic.getResult



increment
public void increment(double d)(Code)

See Also:   org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic.increment(double)



Fields inherited from org.apache.commons.math.stat.descriptive.moment.ThirdMoment
protected double m3(Code)(Java Doc)
protected double nDevSq(Code)(Java Doc)

Methods inherited from org.apache.commons.math.stat.descriptive.moment.ThirdMoment
public void clear()(Code)(Java Doc)
public double getResult()(Code)(Java Doc)
public void increment(double d)(Code)(Java Doc)

Fields inherited from org.apache.commons.math.stat.descriptive.moment.SecondMoment
protected double m2(Code)(Java Doc)

Methods inherited from org.apache.commons.math.stat.descriptive.moment.SecondMoment
public void clear()(Code)(Java Doc)
public double getResult()(Code)(Java Doc)
public void increment(double d)(Code)(Java Doc)

Fields inherited from org.apache.commons.math.stat.descriptive.moment.FirstMoment
protected double dev(Code)(Java Doc)
protected double m1(Code)(Java Doc)
protected long n(Code)(Java Doc)
protected double nDev(Code)(Java Doc)

Methods inherited from org.apache.commons.math.stat.descriptive.moment.FirstMoment
public void clear()(Code)(Java Doc)
public long getN()(Code)(Java Doc)
public double getResult()(Code)(Java Doc)
public void increment(double d)(Code)(Java Doc)

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