public class FourthMoment extends ThirdMoment implements java.io.Serializable
(x_i - xbar) ^ 4,
where the x_i are the sample observations and xbar is the sample mean.
The following recursive updating formula is used:
Let
SecondMoment
ThirdMoment
new value = old value - 4 * (dev/n) * m3 + 6 * (dev/n)^2 * m2 +
[n^2 - 3 * (n-1)] * dev^4 * (n-1) / n^3
Returns Double.NaN
if no data values have been added and
returns 0
if there is just one value in the data set.
Note that this implementation is not synchronized. If
multiple threads access an instance of this class concurrently, and at least
one of the threads invokes the increment()
or
clear()
method, it must be synchronized externally.
Modifier and Type | Field and Description |
---|---|
protected double |
m4
fourth moment of values that have been added
|
m3, nDevSq
m2
dev, m1, n, nDev
Constructor and Description |
---|
FourthMoment()
Create a FourthMoment instance
|
FourthMoment(FourthMoment original)
Copy constructor, creates a new
FourthMoment identical
to the original |
Modifier and Type | Method and Description |
---|---|
void |
clear()
Clears the internal state of the Statistic
|
FourthMoment |
copy()
Returns a copy of the statistic with the same internal state.
|
static void |
copy(FourthMoment source,
FourthMoment dest)
Copies source to dest.
|
double |
getResult()
Returns the current value of the Statistic.
|
void |
increment(double d)
Updates the internal state of the statistic to reflect the addition of the new value.
|
copy
copy
copy, getN
equals, evaluate, evaluate, hashCode, incrementAll, incrementAll
test, test
public FourthMoment()
public FourthMoment(FourthMoment original)
FourthMoment
identical
to the original
original
- the FourthMoment
instance to copypublic void increment(double d)
increment
in interface StorelessUnivariateStatistic
increment
in class ThirdMoment
d
- the new value.public double getResult()
getResult
in interface StorelessUnivariateStatistic
getResult
in class ThirdMoment
Double.NaN
if it
has been cleared or just instantiated.public void clear()
clear
in interface StorelessUnivariateStatistic
clear
in class ThirdMoment
public FourthMoment copy()
copy
in interface StorelessUnivariateStatistic
copy
in interface UnivariateStatistic
copy
in class ThirdMoment
public static void copy(FourthMoment source, FourthMoment dest)
Neither source nor dest can be null.
source
- FourthMoment to copydest
- FourthMoment to copy tojava.lang.NullPointerException
- if either source or dest is null