Package org.apache.commons.math.stat.descriptive.moment

Class FirstMoment

  • All Implemented Interfaces:
    java.io.Serializable, StorelessUnivariateStatistic, UnivariateStatistic
    Direct Known Subclasses:
    SecondMoment
    public class FirstMoment
extends AbstractStorelessUnivariateStatistic
implements java.io.Serializable
    Computes the first moment (arithmetic mean). Uses the definitional formula:

    mean = sum(x_i) / n

    where n is the number of observations.

    To limit numeric errors, the value of the statistic is computed using the following recursive updating algorithm:

    1. Initialize m = the first value
    2. For each additional value, update using
      m = m + (new value - m) / (number of observations)

    Returns Double.NaN if the dataset is empty.

    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: 1006299 $ $Date: 2010-10-10 16:47:17 +0200 (dim. 10 oct. 2010) $
    See Also:
    Serialized Form

    • Field Detail

      • n

        protected long n
        Count of values that have been added

      • m1

        protected double m1
        First moment of values that have been added

      • dev

        protected double dev
        Deviation of most recently added value from previous first moment. Retained to prevent repeated computation in higher order moments.

      • nDev

        protected double nDev
        Deviation of most recently added value from previous first moment, normalized by previous sample size. Retained to prevent repeated computation in higher order moments

    • Constructor Detail

      • FirstMoment

        public FirstMoment()
        Create a FirstMoment instance

      • FirstMoment

        public FirstMoment​(FirstMoment original)
        Copy constructor, creates a new FirstMoment identical to the original
        Parameters:
        original - the FirstMoment instance to copy