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

Class SecondMoment

  • All Implemented Interfaces:
    java.io.Serializable, StorelessUnivariateStatistic, UnivariateStatistic
    Direct Known Subclasses:
    ThirdMoment
    public class SecondMoment
extends FirstMoment
implements java.io.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:
    Serialized Form

    • Field Detail

      • m2

        protected double m2
        second moment of values that have been added

    • Constructor Detail

      • 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