Class SecondMoment

  • All Implemented Interfaces:
    Serializable, StorelessUnivariateStatistic, UnivariateStatistic, MathArrays.Function

    public class SecondMomentextends AbstractStorelessUnivariateStatisticimplements Serializable
    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:


    • dev = (current obs - previous mean)
    • n = number of observations (including current obs)

    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.

    See Also:
    Serialized Form
    • Constructor Detail

      • SecondMoment

        public SecondMoment()
        Create a SecondMoment instance
    • Method Detail

      • increment

        public void increment(double d)
        Updates the internal state of the statistic to reflect the addition of the new value.
        Specified by:
        increment in interface StorelessUnivariateStatistic
        d - the new value.
      • getResult

        public double getResult()
        Returns the current value of the Statistic.
        Specified by:
        getResult in interface StorelessUnivariateStatistic
        value of the statistic, Double.NaN if it has been cleared or just instantiated.
      • getN

        public long getN()
        Returns the number of values that have been added.
        Specified by:
        getN in interface StorelessUnivariateStatistic
        the number of values.
      • copy

        public static void copy(org.apache.commons.math3.stat.descriptive.moment.FirstMoment source,        org.apache.commons.math3.stat.descriptive.moment.FirstMoment dest)                 throws NullArgumentException
        Copies source to dest.

        Neither source nor dest can be null.

        source - FirstMoment to copy
        dest - FirstMoment to copy to
        NullArgumentException - if either source or dest is null

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