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java.lang.Objectorg.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic
org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic
org.apache.commons.math.stat.descriptive.moment.FirstMoment
org.apache.commons.math.stat.descriptive.moment.SecondMoment
public class SecondMoment
Computes a statistic related to the Second Central Moment. Specifically, what is computed is the sum of squared deviations from the sample mean.
The following recursive updating formula is used:
Let
new value = old value + dev^2 * (n -1) / n.
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.
| Field Summary | |
|---|---|
protected double |
m2
second moment of values that have been added |
| Fields inherited from class org.apache.commons.math.stat.descriptive.moment.FirstMoment |
|---|
dev, m1, n, nDev |
| Constructor Summary | |
|---|---|
SecondMoment()
Create a SecondMoment instance |
|
SecondMoment(SecondMoment original)
Copy constructor, creates a new SecondMoment identical
to the original |
|
| Method Summary | |
|---|---|
void |
clear()
Clears the internal state of the Statistic |
SecondMoment |
copy()
Returns a copy of the statistic with the same internal state. |
static void |
copy(SecondMoment source,
SecondMoment 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.math.stat.descriptive.moment.FirstMoment |
|---|
copy, getN |
| Methods inherited from class org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic |
|---|
equals, evaluate, evaluate, hashCode, incrementAll, incrementAll |
| Methods inherited from class org.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic |
|---|
test, test |
| Methods inherited from class java.lang.Object |
|---|
clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait |
| Field Detail |
|---|
protected double m2
| Constructor Detail |
|---|
public SecondMoment()
public SecondMoment(SecondMoment original)
SecondMoment identical
to the original
original - the SecondMoment instance to copy| Method Detail |
|---|
public void increment(double d)
increment in interface StorelessUnivariateStatisticincrement in class FirstMomentd - the new value.public void clear()
clear in interface StorelessUnivariateStatisticclear in class FirstMomentpublic double getResult()
getResult in interface StorelessUnivariateStatisticgetResult in class FirstMomentDouble.NaN if it
has been cleared or just instantiated.public SecondMoment copy()
copy in interface StorelessUnivariateStatisticcopy in interface UnivariateStatisticcopy in class FirstMoment
public static void copy(SecondMoment source,
SecondMoment dest)
Neither source nor dest can be null.
source - SecondMoment to copydest - SecondMoment to copy to
NullPointerException - if either source or dest is null
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