All Implemented Interfaces:
Serializable, StorelessUnivariateStatistic, UnivariateStatistic
Direct Known Subclasses:
ThirdMoment

public class SecondMoment extends FirstMoment implements Serializable
Computes a statistic related to the Second Central Moment. Specifically, what is computed is the sum of squared deviations from the sample mean.

The following recursive updating formula is used:

Let

  • dev = (current obs - previous mean)
  • n = number of observations (including current obs)
Then

new value = old value + dev^2 * (n -1) / n.

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.

Version:
$Revision: 811685 $ $Date: 2009-09-05 19:36:48 +0200 (sam. 05 sept. 2009) $
See Also:
  • Field Details

    • m2

      protected double m2
      second moment of values that have been added
  • Constructor Details

    • SecondMoment

      public SecondMoment()
      Create a SecondMoment instance
    • SecondMoment

      public SecondMoment(SecondMoment original)
      Copy constructor, creates a new SecondMoment identical to the original
      Parameters:
      original - the SecondMoment instance to copy
  • Method Details