Class ThirdMoment

  • All Implemented Interfaces:
    java.io.Serializable, StorelessUnivariateStatistic, UnivariateStatistic, MathArrays.Function
    Direct Known Subclasses:
    FourthMoment

    class ThirdMoment
    extends SecondMoment
    implements java.io.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 Double.NaN may also be returned if the input includes NaN and / or infinite values.

    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.

    • Field Detail

      • serialVersionUID

        private static final long serialVersionUID
        Serializable version identifier
        See Also:
        Constant Field Values
      • 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 Detail

      • ThirdMoment

        ThirdMoment()
        Create a FourthMoment instance