/* * 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.util.MathUtils; /** * Computes a statistic related to the Fourth Central Moment. Specifically, * what is computed is the sum of * <p> * (x_i - xbar) ^ 4, </p> * <p> * where the x_i are the * sample observations and xbar is the sample mean. </p> * <p> * The following recursive updating formula is used: </p> * <p> * Let <ul> * <li> dev = (current obs - previous mean) </li> * <li> m2 = previous value of {@link SecondMoment} </li> * <li> m2 = previous value of {@link ThirdMoment} </li> * <li> n = number of observations (including current obs) </li> * </ul> * Then </p> * <p> * new value = old value - 4 * (dev/n) * m3 + 6 * (dev/n)^2 * m2 + <br> * [n^2 - 3 * (n-1)] * dev^4 * (n-1) / n^3 </p> * <p> * Returns <code>Double.NaN</code> if no data values have been added and * returns <code>0</code> if there is just one value in the data set. 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 FourthMoment extends ThirdMoment implements Serializable{ /** Serializable version identifier */ private static final long serialVersionUID = 4763990447117157611L; /** fourth moment of values that have been added */ private double m4; /** * Create a FourthMoment instance */ public FourthMoment() { super(); m4 = Double.NaN; } /** * Copy constructor, creates a new {@code FourthMoment} identical * to the {@code original} * * @param original the {@code FourthMoment} instance to copy * @throws NullArgumentException if original is null */ public FourthMoment(FourthMoment original) throws NullArgumentException { super(); copy(original, this); } /** * {@inheritDoc} */ @Override public void increment(final double d) { if (n < 1) { m4 = 0.0; m3 = 0.0; m2 = 0.0; m1 = 0.0; } double prevM3 = m3; double prevM2 = m2; super.increment(d); double n0 = n; m4 = m4 - 4.0 * nDev * prevM3 + 6.0 * nDevSq * prevM2 + ((n0 * n0) - 3 * (n0 -1)) * (nDevSq * nDevSq * (n0 - 1) * n0); } /** * {@inheritDoc} */ @Override public double getResult() { return m4; } /** * {@inheritDoc} */ @Override public void clear() { super.clear(); m4 = Double.NaN; } /** * {@inheritDoc} */ @Override public FourthMoment copy() { FourthMoment result = new FourthMoment(); // 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 FourthMoment to copy * @param dest FourthMoment to copy to * @throws NullArgumentException if either source or dest is null */ public static void copy(FourthMoment source, FourthMoment dest) throws NullArgumentException { MathUtils.checkNotNull(source); MathUtils.checkNotNull(dest); ThirdMoment.copy(source, dest); dest.m4 = source.m4; } }