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    }