org.apache.commons.math.stat.descriptive.moment

Class FirstMoment

java.lang.Object

org.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic

org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic

org.apache.commons.math.stat.descriptive.moment.FirstMoment

All Implemented Interfaces:

java.io.Serializable, StorelessUnivariateStatistic, UnivariateStatistic

Direct Known Subclasses:

SecondMoment

public class FirstMoment
extends AbstractStorelessUnivariateStatistic
implements java.io.Serializable

Computes the first moment (arithmetic mean). Uses the definitional formula:

mean = sum(x_i) / n

where n is the number of observations.

To limit numeric errors, the value of the statistic is computed using the following recursive updating algorithm:

1. Initialize m = the first value
2. For each additional value, update using
   m = m + (new value - m) / (number of observations)

Returns Double.NaN if the dataset is empty.

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.

Version:

$Revision: 1006299 $ $Date: 2010-10-10 16:47:17 +0200 (dim. 10 oct. 2010) $

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
protected double	dev Deviation of most recently added value from previous first moment.
protected double	m1 First moment of values that have been added
protected long	n Count of values that have been added
protected double	nDev Deviation of most recently added value from previous first moment, normalized by previous sample size.
private static long	serialVersionUID Serializable version identifier

Constructor Summary

Constructors

Constructor and Description
FirstMoment() Create a FirstMoment instance
FirstMoment(FirstMoment original) Copy constructor, creates a new FirstMoment identical to the original

Method Summary

Modifier and Type	Method and Description
void	clear() Clears the internal state of the Statistic
FirstMoment	copy() Returns a copy of the statistic with the same internal state.
static void	copy(FirstMoment source, FirstMoment dest) Copies source to dest.
long	getN() Returns the number of values that have been added.
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.AbstractStorelessUnivariateStatistic

equals, evaluate, evaluate, hashCode, incrementAll, incrementAll

Methods inherited from class org.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic

evaluate, getData, getDataRef, setData, setData, test, test

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait

Field Detail

serialVersionUID

private static final long serialVersionUID

Serializable version identifier

See Also:

Constant Field Values

n

protected long n

Count of values that have been added

m1

protected double m1

First moment of values that have been added

dev

protected double dev

Deviation of most recently added value from previous first moment. Retained to prevent repeated computation in higher order moments.

nDev

protected double nDev

Deviation of most recently added value from previous first moment, normalized by previous sample size. Retained to prevent repeated computation in higher order moments

Constructor Detail

FirstMoment

public FirstMoment()

Create a FirstMoment instance

FirstMoment

public FirstMoment(FirstMoment original)

Copy constructor, creates a new FirstMoment identical to the original

Parameters:

original - the FirstMoment instance to copy

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

Specified by:

increment in class AbstractStorelessUnivariateStatistic

Parameters:

d - the new value.

clear

public void clear()

Clears the internal state of the Statistic

Specified by:

clear in interface StorelessUnivariateStatistic

Specified by:

clear in class AbstractStorelessUnivariateStatistic

getResult

public double getResult()

Returns the current value of the Statistic.

Specified by:

getResult in interface StorelessUnivariateStatistic

Specified by:

getResult in class AbstractStorelessUnivariateStatistic

Returns:

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

Returns:

the number of values.

copy

public FirstMoment copy()

Returns a copy of the statistic with the same internal state.

Specified by:

copy in interface StorelessUnivariateStatistic

Specified by:

copy in interface UnivariateStatistic

Specified by:

copy in class AbstractStorelessUnivariateStatistic

Returns:

a copy of the statistic

copy

public static void copy(FirstMoment source,
                        FirstMoment dest)

Copies source to dest.

Neither source nor dest can be null.

Parameters:

source - FirstMoment to copy

dest - FirstMoment to copy to

Throws:

java.lang.NullPointerException - if either source or dest is null