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

java.lang.Object
  extended by org.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic
      extended by org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic
          extended by 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
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
FirstMoment()
          Create a FirstMoment instance
FirstMoment(FirstMoment original)
          Copy constructor, creates a new FirstMoment identical to the original
 
Method Summary
 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


Copyright (c) 2003-2011 Apache Software Foundation