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

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

The following recursive updating formula is used:

Let

  • dev = (current obs - previous mean)
  • m2 = previous value of SecondMoment
  • n = number of observations (including current obs)
Then

new value = old value - 3 * (dev/n) * m2 + (n-1) * (n -2) * (dev^3/n^2)

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

    • m3

      protected double m3
      third moment of values that have been added
    • nDevSq

      protected double nDevSq
      Square of deviation of most recently added value from previous first moment, normalized by previous sample size. Retained to prevent repeated computation in higher order moments. nDevSq = nDev * nDev.
  • Constructor Details

    • ThirdMoment

      public ThirdMoment()
      Create a FourthMoment instance
    • ThirdMoment

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