    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 Second Central Moment.  Specifically,
    023     * what is computed is the sum of squared deviations from the sample mean.
    024     * <p>
    025     * The following recursive updating formula is used:</p>
    026     * <p>
    027     * Let <ul>
    028     * <li> dev = (current obs - previous mean) </li>
    029     * <li> n = number of observations (including current obs) </li>
    030     * </ul>
    031     * Then</p>
    032     * <p>
    033     * new value = old value + dev^2 * (n -1) / n.</p>
    034     * <p>
    035     * Returns <code>Double.NaN</code> if no data values have been added and
    036     * returns <code>0</code> if there is just one value in the data set.</p>
    037     * <p>
    038     * <strong>Note that this implementation is not synchronized.</strong> If
    039     * multiple threads access an instance of this class concurrently, and at least
    040     * one of the threads invokes the <code>increment()</code> or
    041     * <code>clear()</code> method, it must be synchronized externally.</p>
    042     *
    043     * @version $Revision: 811685 $ $Date: 2009-09-05 19:36:48 +0200 (sam. 05 sept. 2009) $
    044     */
    045    public class SecondMoment extends FirstMoment implements Serializable {
    046
    047        /** Serializable version identifier */
    048        private static final long serialVersionUID = 3942403127395076445L;
    049
    050        /** second moment of values that have been added */
    051        protected double m2;
    052
    053        /**
    054         * Create a SecondMoment instance
    055         */
    056        public SecondMoment() {
    057            super();
    058            m2 = Double.NaN;
    059        }
    060
    061        /**
    062         * Copy constructor, creates a new {@code SecondMoment} identical
    063         * to the {@code original}
    064         *
    065         * @param original the {@code SecondMoment} instance to copy
    066         */
    067        public SecondMoment(SecondMoment original) {
    068            super(original);
    069            this.m2 = original.m2;
    070        }
    071
    072        /**
    073         * {@inheritDoc}
    074         */
    075        @Override
    076        public void increment(final double d) {
    077            if (n < 1) {
    078                m1 = m2 = 0.0;
    079            }
    080            super.increment(d);
    081            m2 += ((double) n - 1) * dev * nDev;
    082        }
    083
    084        /**
    085         * {@inheritDoc}
    086         */
    087        @Override
    088        public void clear() {
    089            super.clear();
    090            m2 = Double.NaN;
    091        }
    092
    093        /**
    094         * {@inheritDoc}
    095         */
    096        @Override
    097        public double getResult() {
    098            return m2;
    099        }
    100
    101        /**
    102         * {@inheritDoc}
    103         */
    104        @Override
    105        public SecondMoment copy() {
    106            SecondMoment result = new SecondMoment();
    107            copy(this, result);
    108            return result;
    109        }
    110
    111        /**
    112         * Copies source to dest.
    113         * <p>Neither source nor dest can be null.</p>
    114         *
    115         * @param source SecondMoment to copy
    116         * @param dest SecondMoment to copy to
    117         * @throws NullPointerException if either source or dest is null
    118         */
    119        public static void copy(SecondMoment source, SecondMoment dest) {
    120            FirstMoment.copy(source, dest);
    121            dest.m2 = source.m2;
    122        }
    123
    124    }