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/**
23 * Computes a statistic related to the Third Central Moment.  Specifically,
24 * what is computed is the sum of cubed deviations from the sample mean.
25 * <p>
26 * The following recursive updating formula is used:</p>
27 * <p>
28 * Let <ul>
29 * <li> dev = (current obs - previous mean) </li>
30 * <li> m2 = previous value of {@link SecondMoment} </li>
31 * <li> n = number of observations (including current obs) </li>
32 * </ul>
33 * Then</p>
34 * <p>
35 * new value = old value - 3 * (dev/n) * m2 + (n-1) * (n -2) * (dev^3/n^2)</p>
36 * <p>
37 * Returns <code>Double.NaN</code> if no data values have been added and
38 * returns <code>0</code> if there is just one value in the data set.</p>
39 * <p>
40 * <strong>Note that this implementation is not synchronized.</strong> If
41 * multiple threads access an instance of this class concurrently, and at least
42 * one of the threads invokes the <code>increment()</code> or
43 * <code>clear()</code> method, it must be synchronized externally.</p>
44 *
45 * @version $Revision: 811685 $ $Date: 2009-09-05 19:36:48 +0200 (sam. 05 sept. 2009) $
46 */
47public class ThirdMoment extends SecondMoment implements Serializable {
48
49    /** Serializable version identifier */
50    private static final long serialVersionUID = -7818711964045118679L;
51
52    /** third moment of values that have been added */
53    protected double m3;
54
55     /**
56     * Square of deviation of most recently added value from previous first
57     * moment, normalized by previous sample size.  Retained to prevent
58     * repeated computation in higher order moments.  nDevSq = nDev * nDev.
59     */
60    protected double nDevSq;
61
62    /**
63     * Create a FourthMoment instance
64     */
65    public ThirdMoment() {
66        super();
67        m3 = Double.NaN;
68        nDevSq = Double.NaN;
69    }
70
71    /**
72     * Copy constructor, creates a new {@code ThirdMoment} identical
73     * to the {@code original}
74     *
75     * @param original the {@code ThirdMoment} instance to copy
76     */
77    public ThirdMoment(ThirdMoment original) {
78        copy(original, this);
79    }
80
81    /**
82     * {@inheritDoc}
83     */
84    @Override
85    public void increment(final double d) {
86        if (n < 1) {
87            m3 = m2 = m1 = 0.0;
88        }
89
90        double prevM2 = m2;
91        super.increment(d);
92        nDevSq = nDev * nDev;
93        double n0 = n;
94        m3 = m3 - 3.0 * nDev * prevM2 + (n0 - 1) * (n0 - 2) * nDevSq * dev;
95    }
96
97    /**
98     * {@inheritDoc}
99     */
100    @Override
101    public double getResult() {
102        return m3;
103    }
104
105    /**
106     * {@inheritDoc}
107     */
108    @Override
109    public void clear() {
110        super.clear();
111        m3 = Double.NaN;
112        nDevSq = Double.NaN;
113    }
114
115    /**
116     * {@inheritDoc}
117     */
118    @Override
119    public ThirdMoment copy() {
120        ThirdMoment result = new ThirdMoment();
121        copy(this, result);
122        return result;
123    }
124
125    /**
126     * Copies source to dest.
127     * <p>Neither source nor dest can be null.</p>
128     *
129     * @param source ThirdMoment to copy
130     * @param dest ThirdMoment to copy to
131     * @throws NullPointerException if either source or dest is null
132     */
133    public static void copy(ThirdMoment source, ThirdMoment dest) {
134        SecondMoment.copy(source, dest);
135        dest.m3 = source.m3;
136        dest.nDevSq = source.nDevSq;
137    }
138
139}
140