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    1   /*
    2    * Copyright 2003-2004 The Apache Software Foundation.
    3    *
    4    * Licensed under the Apache License, Version 2.0 (the "License");
    5    * you may not use this file except in compliance with the License.
    6    * You may obtain a copy of the License at
    7    *
    8    *      http://www.apache.org/licenses/LICENSE-2.0
    9    *
    10   * Unless required by applicable law or agreed to in writing, software
    11   * distributed under the License is distributed on an "AS IS" BASIS,
    12   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    13   * See the License for the specific language governing permissions and
    14   * limitations under the License.
    15   */
    16  package org.apache.commons.math.stat.descriptive.moment;
    17
    18  import java.io.Serializable;
    19
    20  /***
    21   * Computes a statistic related to the Second Central Moment.  Specifically,
    22   * what is computed is the sum of squared deviations from the sample mean.
    23   * <p>
    24   * The following recursive updating formula is used:
    25   * <p>
    26   * Let <ul>
    27   * <li> dev = (current obs - previous mean) </li>
    28   * <li> n = number of observations (including current obs) </li>
    29   * </ul>
    30   * Then
    31   * <p>
    32   * new value = old value + dev^2 * (n -1) / n.
    33   * <p>
    34   * Returns <code>Double.NaN</code> if no data values have been added and
    35   * returns <code>0</code> if there is just one value in the data set.
    36   * <p>
    37   * <strong>Note that this implementation is not synchronized.</strong> If
    38   * multiple threads access an instance of this class concurrently, and at least
    39   * one of the threads invokes the <code>increment()</code> or
    40   * <code>clear()</code> method, it must be synchronized externally.
    41   *
    42   * @version $Revision: 1.1 $ $Date: 2004/10/08 05:08:17 $
    43   */
    44  public class SecondMoment extends FirstMoment implements Serializable {
    45
    46      /*** Serializable version identifier */
    47      static final long serialVersionUID = 3942403127395076445L;
    48
    49      /*** second moment of values that have been added */
    50      protected double m2;
    51
    52      /***
    53       * Create a SecondMoment instance
    54       */
    55      public SecondMoment() {
    56          super();
    57          m2 = Double.NaN;
    58      }
    59
    60      /***
    61       * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#increment(double)
    62       */
    63      public void increment(final double d) {
    64          if (n < 1) {
    65              m1 = m2 = 0.0;
    66          }
    67          super.increment(d);
    68          m2 += ((double) n - 1) * dev * nDev;
    69      }
    70
    71      /***
    72       * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#clear()
    73       */
    74      public void clear() {
    75          super.clear();
    76          m2 = Double.NaN;
    77      }
    78
    79      /***
    80       * @see org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic#getResult()
    81       */
    82      public double getResult() {
    83          return m2;
    84      }
    85
    86  }