- All Implemented Interfaces:
- Serializable, StorelessUnivariateStatistic, UnivariateStatistic, MathArrays.Function
public class SecondMomentextends AbstractStorelessUnivariateStatisticimplements SerializableComputes 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:
- dev = (current obs - previous mean)
- n = number of observations (including current obs)
new value = old value + dev^2 * (n -1) / n.
Double.NaNif no data values have been added and returns
0if 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
clear()method, it must be synchronized externally.
- See Also:
- Serialized Form