org.apache.commons.math3.stat.descriptive.moment.Skewness

All Implemented Interfaces:: Serializable, StorelessUnivariateStatistic, UnivariateStatistic, MathArrays.Function

public class Skewness extends AbstractStorelessUnivariateStatistic implements Serializable

Computes the skewness of the available values.

We use the following (unbiased) formula to define skewness:

skewness = [n / (n -1) (n - 2)] sum[(x_i - mean)^3] / std^3

where n is the number of values, mean is the Mean and std is the StandardDeviation

Note that this statistic is undefined for n invalid input: '<' 3. Double.Nan is returned when there is not sufficient data to compute the statistic. 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.

See Also:

Field Summary

Fields

Modifier and Type

Field

Description

protected boolean

incMoment

Determines whether or not this statistic can be incremented or cleared.

protected org.apache.commons.math3.stat.descriptive.moment.ThirdMoment

moment

Third moment on which this statistic is based
Constructor Summary

Constructors

Constructor

Description

Skewness()

Constructs a Skewness

Skewness(Skewness original)

Copy constructor, creates a new Skewness identical to the original

Skewness(org.apache.commons.math3.stat.descriptive.moment.ThirdMoment m3)

Constructs a Skewness with an external moment
Method Summary

Modifier and Type

Method

Description

void

clear()

Clears the internal state of the Statistic

Skewness

copy()

Returns a copy of the statistic with the same internal state.

static void

copy(Skewness source, Skewness dest)

Copies source to dest.

double

evaluate(double[] values, int begin, int length)

Returns the Skewness of the entries in the specifed portion of the input array.

long

getN()

Returns the number of values that have been added.

double

getResult()

Returns the value of the statistic based on the values that have been added.

void

increment(double d)

Updates the internal state of the statistic to reflect the addition of the new value.

Methods inherited from class org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic
equals, evaluate, hashCode, incrementAll, incrementAll

Methods inherited from class org.apache.commons.math3.stat.descriptive.AbstractUnivariateStatistic
evaluate, getData, getDataRef, setData, setData, test, test, test, test

Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait

Field Details
- moment
  
  protected org.apache.commons.math3.stat.descriptive.moment.ThirdMoment moment
  
  Third moment on which this statistic is based
- incMoment
  
  protected boolean incMoment
  
  Determines whether or not this statistic can be incremented or cleared.
  Statistics based on (constructed from) external moments cannot be incremented or cleared.
Constructor Details
- Skewness
  
  public Skewness()
  
  Constructs a Skewness
- Skewness
  
  public Skewness(org.apache.commons.math3.stat.descriptive.moment.ThirdMoment m3)
  
  Constructs a Skewness with an external moment
  
  Parameters:
  
  m3 - external moment
- Skewness
  
  public Skewness(Skewness original) throws NullArgumentException
  
  Copy constructor, creates a new Skewness identical to the original
  
  Parameters:
  
  original - the Skewness instance to copy
  
  Throws:
  
  NullArgumentException - if original is null
Method Details
- increment
  
  public void increment(double d)
  
  Updates the internal state of the statistic to reflect the addition of the new value.
  Note that when Skewness(ThirdMoment) is used to create a Skewness, this method does nothing. In that case, the ThirdMoment should be incremented directly.
  
  Specified by:
  
  increment in interface StorelessUnivariateStatistic
  
  Specified by:
  
  increment in class AbstractStorelessUnivariateStatistic
  
  Parameters:
  
  d - the new value.
- getResult
  
  public double getResult()
  
  Returns the value of the statistic based on the values that have been added.
  See Skewness for the definition used in the computation.
  
  Specified by:
  
  getResult in interface StorelessUnivariateStatistic
  
  Specified by:
  
  getResult in class AbstractStorelessUnivariateStatistic
  
  Returns:
  
  the skewness of the available values.
- getN
  
  public long getN()
  
  Returns the number of values that have been added.
  
  Specified by:
  
  getN in interface StorelessUnivariateStatistic
  
  Returns:
  
  the number of values.
- clear
  
  public void clear()
  
  Clears the internal state of the Statistic
  
  Specified by:
  
  clear in interface StorelessUnivariateStatistic
  
  Specified by:
  
  clear in class AbstractStorelessUnivariateStatistic
- evaluate
  
  public double evaluate(double[] values, int begin, int length) throws MathIllegalArgumentException
  
  Returns the Skewness of the entries in the specifed portion of the input array.
  See Skewness for the definition used in the computation.
  
  Throws IllegalArgumentException if the array is null.
  Specified by:
  
  evaluate in interface MathArrays.Function
  
  Specified by:
  
  evaluate in interface UnivariateStatistic
  
  Overrides:
  
  evaluate in class AbstractStorelessUnivariateStatistic
  
  Parameters:
  
  values - the input array
  
  begin - the index of the first array element to include
  
  length - the number of elements to include
  
  Returns:
  
  the skewness of the values or Double.NaN if length is less than 3
  
  Throws:
  
  MathIllegalArgumentException - if the array is null or the array index parameters are not valid
  
  See Also:
  
  UnivariateStatistic.evaluate(double[], int, int)
- copy
  
  public Skewness copy()
  
  Returns a copy of the statistic with the same internal state.
  
  Specified by:
  
  copy in interface StorelessUnivariateStatistic
  
  Specified by:
  
  copy in interface UnivariateStatistic
  
  Specified by:
  
  copy in class AbstractStorelessUnivariateStatistic
  
  Returns:
  
  a copy of the statistic
- copy
  
  public static void copy(Skewness source, Skewness dest) throws NullArgumentException
  
  Copies source to dest.
  Neither source nor dest can be null.
  
  Parameters:
  
  source - Skewness to copy
  
  dest - Skewness to copy to
  
  Throws:
  
  NullArgumentException - if either source or dest is null

Class Skewness

Field Summary

Constructor Summary

Method Summary

Methods inherited from class org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic

Methods inherited from class org.apache.commons.math3.stat.descriptive.AbstractUnivariateStatistic

Methods inherited from class java.lang.Object

Field Details

moment

incMoment

Constructor Details

Skewness

Skewness

Skewness

Method Details

increment

getResult

getN

clear

evaluate

copy

copy