1/*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements.  See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License.  You may obtain a copy of the License at
8 *
9 *      http://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17package org.apache.commons.math.stat.descriptive.moment;
18
19import java.io.Serializable;
20
21/**
22 * Computes a statistic related to the Fourth Central Moment.  Specifically,
23 * what is computed is the sum of
24 * <p>
25 * (x_i - xbar) ^ 4, </p>
26 * <p>
27 * where the x_i are the
28 * sample observations and xbar is the sample mean. </p>
29 * <p>
30 * The following recursive updating formula is used: </p>
31 * <p>
32 * Let <ul>
33 * <li> dev = (current obs - previous mean) </li>
34 * <li> m2 = previous value of {@link SecondMoment} </li>
35 * <li> m2 = previous value of {@link ThirdMoment} </li>
36 * <li> n = number of observations (including current obs) </li>
37 * </ul>
38 * Then </p>
39 * <p>
40 * new value = old value - 4 * (dev/n) * m3 + 6 * (dev/n)^2 * m2 + <br>
41 * [n^2 - 3 * (n-1)] * dev^4 * (n-1) / n^3 </p>
42 * <p>
43 * Returns <code>Double.NaN</code> if no data values have been added and
44 * returns <code>0</code> if there is just one value in the data set. </p>
45 * <p>
46 * <strong>Note that this implementation is not synchronized.</strong> If
47 * multiple threads access an instance of this class concurrently, and at least
48 * one of the threads invokes the <code>increment()</code> or
49 * <code>clear()</code> method, it must be synchronized externally. </p>
50 *
51 * @version $Revision: 811685 $ $Date: 2009-09-05 19:36:48 +0200 (sam. 05 sept. 2009) $
52 */
53public class FourthMoment extends ThirdMoment implements Serializable{
54
55    /** Serializable version identifier */
56    private static final long serialVersionUID = 4763990447117157611L;
57
58    /** fourth moment of values that have been added */
59    protected double m4;
60
61    /**
62     * Create a FourthMoment instance
63     */
64    public FourthMoment() {
65        super();
66        m4 = Double.NaN;
67    }
68
69    /**
70     * Copy constructor, creates a new {@code FourthMoment} identical
71     * to the {@code original}
72     *
73     * @param original the {@code FourthMoment} instance to copy
74     */
75     public FourthMoment(FourthMoment original) {
76         super();
77         copy(original, this);
78     }
79
80    /**
81     * {@inheritDoc}
82     */
83     @Override
84    public void increment(final double d) {
85        if (n < 1) {
86            m4 = 0.0;
87            m3 = 0.0;
88            m2 = 0.0;
89            m1 = 0.0;
90        }
91
92        double prevM3 = m3;
93        double prevM2 = m2;
94
95        super.increment(d);
96
97        double n0 = n;
98
99        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}
143