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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
org.apache.commons.math.stat.descriptive.moment.ThirdMoment
org.apache.commons.math.stat.descriptive.moment.FourthMoment
public class FourthMoment
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
SecondMoment ThirdMoment
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.
| Field Summary | |
|---|---|
protected double |
m4
fourth moment of values that have been added |
| Fields inherited from class org.apache.commons.math.stat.descriptive.moment.ThirdMoment |
|---|
m3, nDevSq |
| Fields inherited from class org.apache.commons.math.stat.descriptive.moment.SecondMoment |
|---|
m2 |
| Fields inherited from class org.apache.commons.math.stat.descriptive.moment.FirstMoment |
|---|
dev, m1, n, nDev |
| Constructor Summary | |
|---|---|
FourthMoment()
Create a FourthMoment instance |
|
FourthMoment(FourthMoment original)
Copy constructor, creates a new FourthMoment identical
to the original |
|
| Method Summary | |
|---|---|
void |
clear()
Clears the internal state of the Statistic |
FourthMoment |
copy()
Returns a copy of the statistic with the same internal state. |
static void |
copy(FourthMoment source,
FourthMoment 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.ThirdMoment |
|---|
copy |
| Methods inherited from class org.apache.commons.math.stat.descriptive.moment.SecondMoment |
|---|
copy |
| 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 m4
| Constructor Detail |
|---|
public FourthMoment()
public FourthMoment(FourthMoment original)
FourthMoment identical
to the original
original - the FourthMoment instance to copy| Method Detail |
|---|
public void increment(double d)
increment in interface StorelessUnivariateStatisticincrement in class ThirdMomentd - the new value.public double getResult()
getResult in interface StorelessUnivariateStatisticgetResult in class ThirdMomentDouble.NaN if it
has been cleared or just instantiated.public void clear()
clear in interface StorelessUnivariateStatisticclear in class ThirdMomentpublic FourthMoment copy()
copy in interface StorelessUnivariateStatisticcopy in interface UnivariateStatisticcopy in class ThirdMoment
public static void copy(FourthMoment source,
FourthMoment dest)
Neither source nor dest can be null.
source - FourthMoment to copydest - FourthMoment to copy to
NullPointerException - if either source or dest is null
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