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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   */
17  package org.apache.commons.math.stat.descriptive.moment;
18  
19  import 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: 762116 $ $Date: 2009-04-05 12:48:53 -0400 (Sun, 05 Apr 2009) $
46   */
47  public 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 }