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| author | dwinter |
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| date | Tue, 04 Jan 2011 10:02:07 +0100 |
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<HTML> <BODY BGCOLOR="white"> <PRE> <FONT color="green">001</FONT> /*<a name="line.1"></a> <FONT color="green">002</FONT> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a> <FONT color="green">003</FONT> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a> <FONT color="green">004</FONT> * this work for additional information regarding copyright ownership.<a name="line.4"></a> <FONT color="green">005</FONT> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a> <FONT color="green">006</FONT> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a> <FONT color="green">007</FONT> * the License. You may obtain a copy of the License at<a name="line.7"></a> <FONT color="green">008</FONT> *<a name="line.8"></a> <FONT color="green">009</FONT> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a> <FONT color="green">010</FONT> *<a name="line.10"></a> <FONT color="green">011</FONT> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a> <FONT color="green">012</FONT> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a> <FONT color="green">013</FONT> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a> <FONT color="green">014</FONT> * See the License for the specific language governing permissions and<a name="line.14"></a> <FONT color="green">015</FONT> * limitations under the License.<a name="line.15"></a> <FONT color="green">016</FONT> */<a name="line.16"></a> <FONT color="green">017</FONT> package org.apache.commons.math.stat.descriptive.moment;<a name="line.17"></a> <FONT color="green">018</FONT> <a name="line.18"></a> <FONT color="green">019</FONT> import java.io.Serializable;<a name="line.19"></a> <FONT color="green">020</FONT> import org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic;<a name="line.20"></a> <FONT color="green">021</FONT> <a name="line.21"></a> <FONT color="green">022</FONT> /**<a name="line.22"></a> <FONT color="green">023</FONT> * Computes the first moment (arithmetic mean). Uses the definitional formula:<a name="line.23"></a> <FONT color="green">024</FONT> * <p><a name="line.24"></a> <FONT color="green">025</FONT> * mean = sum(x_i) / n </p><a name="line.25"></a> <FONT color="green">026</FONT> * <p><a name="line.26"></a> <FONT color="green">027</FONT> * where <code>n</code> is the number of observations. </p><a name="line.27"></a> <FONT color="green">028</FONT> * <p><a name="line.28"></a> <FONT color="green">029</FONT> * To limit numeric errors, the value of the statistic is computed using the<a name="line.29"></a> <FONT color="green">030</FONT> * following recursive updating algorithm: </p><a name="line.30"></a> <FONT color="green">031</FONT> * <p><a name="line.31"></a> <FONT color="green">032</FONT> * <ol><a name="line.32"></a> <FONT color="green">033</FONT> * <li>Initialize <code>m = </code> the first value</li><a name="line.33"></a> <FONT color="green">034</FONT> * <li>For each additional value, update using <br><a name="line.34"></a> <FONT color="green">035</FONT> * <code>m = m + (new value - m) / (number of observations)</code></li><a name="line.35"></a> <FONT color="green">036</FONT> * </ol></p><a name="line.36"></a> <FONT color="green">037</FONT> * <p><a name="line.37"></a> <FONT color="green">038</FONT> * Returns <code>Double.NaN</code> if the dataset is empty.</p><a name="line.38"></a> <FONT color="green">039</FONT> * <p><a name="line.39"></a> <FONT color="green">040</FONT> * <strong>Note that this implementation is not synchronized.</strong> If<a name="line.40"></a> <FONT color="green">041</FONT> * multiple threads access an instance of this class concurrently, and at least<a name="line.41"></a> <FONT color="green">042</FONT> * one of the threads invokes the <code>increment()</code> or<a name="line.42"></a> <FONT color="green">043</FONT> * <code>clear()</code> method, it must be synchronized externally.</p><a name="line.43"></a> <FONT color="green">044</FONT> *<a name="line.44"></a> <FONT color="green">045</FONT> * @version $Revision: 902934 $ $Date: 2010-01-25 14:09:17 -0500 (Mon, 25 Jan 2010) $<a name="line.45"></a> <FONT color="green">046</FONT> */<a name="line.46"></a> <FONT color="green">047</FONT> public class FirstMoment extends AbstractStorelessUnivariateStatistic<a name="line.47"></a> <FONT color="green">048</FONT> implements Serializable {<a name="line.48"></a> <FONT color="green">049</FONT> <a name="line.49"></a> <FONT color="green">050</FONT> /** Serializable version identifier */<a name="line.50"></a> <FONT color="green">051</FONT> private static final long serialVersionUID = 6112755307178490473L;<a name="line.51"></a> <FONT color="green">052</FONT> <a name="line.52"></a> <FONT color="green">053</FONT> <a name="line.53"></a> <FONT color="green">054</FONT> /** Count of values that have been added */<a name="line.54"></a> <FONT color="green">055</FONT> protected long n;<a name="line.55"></a> <FONT color="green">056</FONT> <a name="line.56"></a> <FONT color="green">057</FONT> /** First moment of values that have been added */<a name="line.57"></a> <FONT color="green">058</FONT> protected double m1;<a name="line.58"></a> <FONT color="green">059</FONT> <a name="line.59"></a> <FONT color="green">060</FONT> /**<a name="line.60"></a> <FONT color="green">061</FONT> * Deviation of most recently added value from previous first moment.<a name="line.61"></a> <FONT color="green">062</FONT> * Retained to prevent repeated computation in higher order moments.<a name="line.62"></a> <FONT color="green">063</FONT> */<a name="line.63"></a> <FONT color="green">064</FONT> protected double dev;<a name="line.64"></a> <FONT color="green">065</FONT> <a name="line.65"></a> <FONT color="green">066</FONT> /**<a name="line.66"></a> <FONT color="green">067</FONT> * Deviation of most recently added value from previous first moment,<a name="line.67"></a> <FONT color="green">068</FONT> * normalized by previous sample size. Retained to prevent repeated<a name="line.68"></a> <FONT color="green">069</FONT> * computation in higher order moments<a name="line.69"></a> <FONT color="green">070</FONT> */<a name="line.70"></a> <FONT color="green">071</FONT> protected double nDev;<a name="line.71"></a> <FONT color="green">072</FONT> <a name="line.72"></a> <FONT color="green">073</FONT> /**<a name="line.73"></a> <FONT color="green">074</FONT> * Create a FirstMoment instance<a name="line.74"></a> <FONT color="green">075</FONT> */<a name="line.75"></a> <FONT color="green">076</FONT> public FirstMoment() {<a name="line.76"></a> <FONT color="green">077</FONT> n = 0;<a name="line.77"></a> <FONT color="green">078</FONT> m1 = Double.NaN;<a name="line.78"></a> <FONT color="green">079</FONT> dev = Double.NaN;<a name="line.79"></a> <FONT color="green">080</FONT> nDev = Double.NaN;<a name="line.80"></a> <FONT color="green">081</FONT> }<a name="line.81"></a> <FONT color="green">082</FONT> <a name="line.82"></a> <FONT color="green">083</FONT> /**<a name="line.83"></a> <FONT color="green">084</FONT> * Copy constructor, creates a new {@code FirstMoment} identical<a name="line.84"></a> <FONT color="green">085</FONT> * to the {@code original}<a name="line.85"></a> <FONT color="green">086</FONT> *<a name="line.86"></a> <FONT color="green">087</FONT> * @param original the {@code FirstMoment} instance to copy<a name="line.87"></a> <FONT color="green">088</FONT> */<a name="line.88"></a> <FONT color="green">089</FONT> public FirstMoment(FirstMoment original) {<a name="line.89"></a> <FONT color="green">090</FONT> super();<a name="line.90"></a> <FONT color="green">091</FONT> copy(original, this);<a name="line.91"></a> <FONT color="green">092</FONT> }<a name="line.92"></a> <FONT color="green">093</FONT> <a name="line.93"></a> <FONT color="green">094</FONT> /**<a name="line.94"></a> <FONT color="green">095</FONT> * {@inheritDoc}<a name="line.95"></a> <FONT color="green">096</FONT> */<a name="line.96"></a> <FONT color="green">097</FONT> @Override<a name="line.97"></a> <FONT color="green">098</FONT> public void increment(final double d) {<a name="line.98"></a> <FONT color="green">099</FONT> if (n == 0) {<a name="line.99"></a> <FONT color="green">100</FONT> m1 = 0.0;<a name="line.100"></a> <FONT color="green">101</FONT> }<a name="line.101"></a> <FONT color="green">102</FONT> n++;<a name="line.102"></a> <FONT color="green">103</FONT> double n0 = n;<a name="line.103"></a> <FONT color="green">104</FONT> dev = d - m1;<a name="line.104"></a> <FONT color="green">105</FONT> nDev = dev / n0;<a name="line.105"></a> <FONT color="green">106</FONT> m1 += nDev;<a name="line.106"></a> <FONT color="green">107</FONT> }<a name="line.107"></a> <FONT color="green">108</FONT> <a name="line.108"></a> <FONT color="green">109</FONT> /**<a name="line.109"></a> <FONT color="green">110</FONT> * {@inheritDoc}<a name="line.110"></a> <FONT color="green">111</FONT> */<a name="line.111"></a> <FONT color="green">112</FONT> @Override<a name="line.112"></a> <FONT color="green">113</FONT> public void clear() {<a name="line.113"></a> <FONT color="green">114</FONT> m1 = Double.NaN;<a name="line.114"></a> <FONT color="green">115</FONT> n = 0;<a name="line.115"></a> <FONT color="green">116</FONT> dev = Double.NaN;<a name="line.116"></a> <FONT color="green">117</FONT> nDev = Double.NaN;<a name="line.117"></a> <FONT color="green">118</FONT> }<a name="line.118"></a> <FONT color="green">119</FONT> <a name="line.119"></a> <FONT color="green">120</FONT> /**<a name="line.120"></a> <FONT color="green">121</FONT> * {@inheritDoc}<a name="line.121"></a> <FONT color="green">122</FONT> */<a name="line.122"></a> <FONT color="green">123</FONT> @Override<a name="line.123"></a> <FONT color="green">124</FONT> public double getResult() {<a name="line.124"></a> <FONT color="green">125</FONT> return m1;<a name="line.125"></a> <FONT color="green">126</FONT> }<a name="line.126"></a> <FONT color="green">127</FONT> <a name="line.127"></a> <FONT color="green">128</FONT> /**<a name="line.128"></a> <FONT color="green">129</FONT> * {@inheritDoc}<a name="line.129"></a> <FONT color="green">130</FONT> */<a name="line.130"></a> <FONT color="green">131</FONT> public long getN() {<a name="line.131"></a> <FONT color="green">132</FONT> return n;<a name="line.132"></a> <FONT color="green">133</FONT> }<a name="line.133"></a> <FONT color="green">134</FONT> <a name="line.134"></a> <FONT color="green">135</FONT> /**<a name="line.135"></a> <FONT color="green">136</FONT> * {@inheritDoc}<a name="line.136"></a> <FONT color="green">137</FONT> */<a name="line.137"></a> <FONT color="green">138</FONT> @Override<a name="line.138"></a> <FONT color="green">139</FONT> public FirstMoment copy() {<a name="line.139"></a> <FONT color="green">140</FONT> FirstMoment result = new FirstMoment();<a name="line.140"></a> <FONT color="green">141</FONT> copy(this, result);<a name="line.141"></a> <FONT color="green">142</FONT> return result;<a name="line.142"></a> <FONT color="green">143</FONT> }<a name="line.143"></a> <FONT color="green">144</FONT> <a name="line.144"></a> <FONT color="green">145</FONT> /**<a name="line.145"></a> <FONT color="green">146</FONT> * Copies source to dest.<a name="line.146"></a> <FONT color="green">147</FONT> * <p>Neither source nor dest can be null.</p><a name="line.147"></a> <FONT color="green">148</FONT> *<a name="line.148"></a> <FONT color="green">149</FONT> * @param source FirstMoment to copy<a name="line.149"></a> <FONT color="green">150</FONT> * @param dest FirstMoment to copy to<a name="line.150"></a> <FONT color="green">151</FONT> * @throws NullPointerException if either source or dest is null<a name="line.151"></a> <FONT color="green">152</FONT> */<a name="line.152"></a> <FONT color="green">153</FONT> public static void copy(FirstMoment source, FirstMoment dest) {<a name="line.153"></a> <FONT color="green">154</FONT> dest.n = source.n;<a name="line.154"></a> <FONT color="green">155</FONT> dest.m1 = source.m1;<a name="line.155"></a> <FONT color="green">156</FONT> dest.dev = source.dev;<a name="line.156"></a> <FONT color="green">157</FONT> dest.nDev = source.nDev;<a name="line.157"></a> <FONT color="green">158</FONT> }<a name="line.158"></a> <FONT color="green">159</FONT> }<a name="line.159"></a> </PRE> </BODY> </HTML>