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 Second Central Moment.  Specifically,
23 * what is computed is the sum of squared deviations from the sample mean.
24 * <p>
25 * The following recursive updating formula is used:</p>
26 * <p>
27 * Let <ul>
28 * <li> dev = (current obs - previous mean) </li>
29 * <li> n = number of observations (including current obs) </li>
30 * </ul>
31 * Then</p>
32 * <p>
33 * new value = old value + dev^2 * (n -1) / n.</p>
34 * <p>
35 * Returns <code>Double.NaN</code> if no data values have been added and
36 * returns <code>0</code> if there is just one value in the data set.</p>
37 * <p>
38 * <strong>Note that this implementation is not synchronized.</strong> If
39 * multiple threads access an instance of this class concurrently, and at least
40 * one of the threads invokes the <code>increment()</code> or
41 * <code>clear()</code> method, it must be synchronized externally.</p>
42 *
43 * @version $Revision: 811685 $ $Date: 2009-09-05 19:36:48 +0200 (sam. 05 sept. 2009) $
44 */
45public class SecondMoment extends FirstMoment implements Serializable {
46
47    /** Serializable version identifier */
48    private static final long serialVersionUID = 3942403127395076445L;
49
50    /** second moment of values that have been added */
51    protected double m2;
52
53    /**
54     * Create a SecondMoment instance
55     */
56    public SecondMoment() {
57        super();
58        m2 = Double.NaN;
59    }
60
61    /**
62     * Copy constructor, creates a new {@code SecondMoment} identical
63     * to the {@code original}
64     *
65     * @param original the {@code SecondMoment} instance to copy
66     */
67    public SecondMoment(SecondMoment original) {
68        super(original);
69        this.m2 = original.m2;
70    }
71
72    /**
73     * {@inheritDoc}
74     */
75    @Override
76    public void increment(final double d) {
77        if (n < 1) {
78            m1 = m2 = 0.0;
79        }
80        super.increment(d);
81        m2 += ((double) n - 1) * dev * nDev;
82    }
83
84    /**
85     * {@inheritDoc}
86     */
87    @Override
88    public void clear() {
89        super.clear();
90        m2 = Double.NaN;
91    }
92
93    /**
94     * {@inheritDoc}
95     */
96    @Override
97    public double getResult() {
98        return m2;
99    }
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}
125