    001    /*
    002     * Licensed to the Apache Software Foundation (ASF) under one or more
    003     * contributor license agreements.  See the NOTICE file distributed with
    004     * this work for additional information regarding copyright ownership.
    005     * The ASF licenses this file to You under the Apache License, Version 2.0
    006     * (the "License"); you may not use this file except in compliance with
    007     * the License.  You may obtain a copy of the License at
    008     *
    009     *      http://www.apache.org/licenses/LICENSE-2.0
    010     *
    011     * Unless required by applicable law or agreed to in writing, software
    012     * distributed under the License is distributed on an "AS IS" BASIS,
    013     * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    014     * See the License for the specific language governing permissions and
    015     * limitations under the License.
    016     */
    017    package org.apache.commons.math.stat.descriptive.moment;
    018
    019    import java.io.Serializable;
    020
    021    /**
    022     * Computes a statistic related to the Fourth Central Moment.  Specifically,
    023     * what is computed is the sum of
    024     * <p>
    025     * (x_i - xbar) ^ 4, </p>
    026     * <p>
    027     * where the x_i are the
    028     * sample observations and xbar is the sample mean. </p>
    029     * <p>
    030     * The following recursive updating formula is used: </p>
    031     * <p>
    032     * Let <ul>
    033     * <li> dev = (current obs - previous mean) </li>
    034     * <li> m2 = previous value of {@link SecondMoment} </li>
    035     * <li> m2 = previous value of {@link ThirdMoment} </li>
    036     * <li> n = number of observations (including current obs) </li>
    037     * </ul>
    038     * Then </p>
    039     * <p>
    040     * new value = old value - 4 * (dev/n) * m3 + 6 * (dev/n)^2 * m2 + <br>
    041     * [n^2 - 3 * (n-1)] * dev^4 * (n-1) / n^3 </p>
    042     * <p>
    043     * Returns <code>Double.NaN</code> if no data values have been added and
    044     * returns <code>0</code> if there is just one value in the data set. </p>
    045     * <p>
    046     * <strong>Note that this implementation is not synchronized.</strong> If
    047     * multiple threads access an instance of this class concurrently, and at least
    048     * one of the threads invokes the <code>increment()</code> or
    049     * <code>clear()</code> method, it must be synchronized externally. </p>
    050     *
    051     * @version $Revision: 811685 $ $Date: 2009-09-05 19:36:48 +0200 (sam. 05 sept. 2009) $
    052     */
    053    public class FourthMoment extends ThirdMoment implements Serializable{
    054
    055        /** Serializable version identifier */
    056        private static final long serialVersionUID = 4763990447117157611L;
    057
    058        /** fourth moment of values that have been added */
    059        protected double m4;
    060
    061        /**
    062         * Create a FourthMoment instance
    063         */
    064        public FourthMoment() {
    065            super();
    066            m4 = Double.NaN;
    067        }
    068
    069        /**
    070         * Copy constructor, creates a new {@code FourthMoment} identical
    071         * to the {@code original}
    072         *
    073         * @param original the {@code FourthMoment} instance to copy
    074         */
    075         public FourthMoment(FourthMoment original) {
    076             super();
    077             copy(original, this);
    078         }
    079
    080        /**
    081         * {@inheritDoc}
    082         */
    083         @Override
    084        public void increment(final double d) {
    085            if (n < 1) {
    086                m4 = 0.0;
    087                m3 = 0.0;
    088                m2 = 0.0;
    089                m1 = 0.0;
    090            }
    091
    092            double prevM3 = m3;
    093            double prevM2 = m2;
    094
    095            super.increment(d);
    096
    097            double n0 = n;
    098
    099            m4 = m4 - 4.0 * nDev * prevM3 + 6.0 * nDevSq * prevM2 +
    100                ((n0 * n0) - 3 * (n0 -1)) * (nDevSq * nDevSq * (n0 - 1) * n0);
    101        }
    102
    103        /**
    104         * {@inheritDoc}
    105         */
    106        @Override
    107        public double getResult() {
    108            return m4;
    109        }
    110
    111        /**
    112         * {@inheritDoc}
    113         */
    114        @Override
    115        public void clear() {
    116            super.clear();
    117            m4 = Double.NaN;
    118        }
    119
    120        /**
    121         * {@inheritDoc}
    122         */
    123        @Override
    124        public FourthMoment copy() {
    125            FourthMoment result = new FourthMoment();
    126            copy(this, result);
    127            return result;
    128        }
    129
    130        /**
    131         * Copies source to dest.
    132         * <p>Neither source nor dest can be null.</p>
    133         *
    134         * @param source FourthMoment to copy
    135         * @param dest FourthMoment to copy to
    136         * @throws NullPointerException if either source or dest is null
    137         */
    138        public static void copy(FourthMoment source, FourthMoment dest) {
    139            ThirdMoment.copy(source, dest);
    140            dest.m4 = source.m4;
    141        }
    142    }