/* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package org.apache.commons.math3.stat.descriptive.moment; import java.io.Serializable; import org.apache.commons.math3.exception.NullArgumentException; import org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic; import org.apache.commons.math3.util.MathUtils; /** * Computes the first moment (arithmetic mean). Uses the definitional formula: * <p> * mean = sum(x_i) / n </p> * <p> * where <code>n</code> is the number of observations. </p> * <p> * To limit numeric errors, the value of the statistic is computed using the * following recursive updating algorithm: </p> * <p> * <ol> * <li>Initialize <code>m = </code> the first value</li> * <li>For each additional value, update using <br> * <code>m = m + (new value - m) / (number of observations)</code></li> * </ol></p> * <p> * Returns <code>Double.NaN</code> if the dataset is empty. Note that * Double.NaN may also be returned if the input includes NaN and / or infinite * values.</p> * <p> * <strong>Note that this implementation is not synchronized.</strong> If * multiple threads access an instance of this class concurrently, and at least * one of the threads invokes the <code>increment()</code> or * <code>clear()</code> method, it must be synchronized externally.</p> * */ class FirstMoment extends AbstractStorelessUnivariateStatistic implements Serializable { /** Serializable version identifier */ private static final long serialVersionUID = 6112755307178490473L; /** Count of values that have been added */ protected long n; /** First moment of values that have been added */ protected double m1; /** * Deviation of most recently added value from previous first moment. * Retained to prevent repeated computation in higher order moments. */ protected double dev; /** * Deviation of most recently added value from previous first moment, * normalized by previous sample size. Retained to prevent repeated * computation in higher order moments */ protected double nDev; /** * Create a FirstMoment instance */ public FirstMoment() { n = 0; m1 = Double.NaN; dev = Double.NaN; nDev = Double.NaN; } /** * Copy constructor, creates a new {@code FirstMoment} identical * to the {@code original} * * @param original the {@code FirstMoment} instance to copy * @throws NullArgumentException if original is null */ public FirstMoment(FirstMoment original) throws NullArgumentException { super(); copy(original, this); } /** * {@inheritDoc} */ @Override public void increment(final double d) { if (n == 0) { m1 = 0.0; } n++; double n0 = n; dev = d - m1; nDev = dev / n0; m1 += nDev; } /** * {@inheritDoc} */ @Override public void clear() { m1 = Double.NaN; n = 0; dev = Double.NaN; nDev = Double.NaN; } /** * {@inheritDoc} */ @Override public double getResult() { return m1; } /** * {@inheritDoc} */ public long getN() { return n; } /** * {@inheritDoc} */ @Override public FirstMoment copy() { FirstMoment result = new FirstMoment(); // No try-catch or advertised exception because args are guaranteed non-null copy(this, result); return result; } /** * Copies source to dest. * <p>Neither source nor dest can be null.</p> * * @param source FirstMoment to copy * @param dest FirstMoment to copy to * @throws NullArgumentException if either source or dest is null */ public static void copy(FirstMoment source, FirstMoment dest) throws NullArgumentException { MathUtils.checkNotNull(source); MathUtils.checkNotNull(dest); dest.setData(source.getDataRef()); dest.n = source.n; dest.m1 = source.m1; dest.dev = source.dev; dest.nDev = source.nDev; } }