| 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
- dev = (current obs - previous mean)
- m2 = previous value of
SecondMoment
- n = number of observations (including current obs)
Then
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.
version:
$Revision: 348519 $ $Date: 2005-11-23 12:12:18 -0700 (Wed, 23 Nov 2005) $ | 