public class FourthMoment extends ThirdMoment implements java.io.Serializable
(x_i - xbar) ^ 4,
where the x_i are the sample observations and xbar is the sample mean.
The following recursive updating formula is used:
Let
SecondMoment ThirdMoment
new value = old value - 4 * (dev/n) * m3 + 6 * (dev/n)^2 * m2 +
[n^2 - 3 * (n-1)] * dev^4 * (n-1) / n^3
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.
| Modifier and Type | Field and Description |
|---|---|
protected double |
m4
fourth moment of values that have been added
|
m3, nDevSqm2dev, m1, n, nDev| Constructor and Description |
|---|
FourthMoment()
Create a FourthMoment instance
|
FourthMoment(FourthMoment original)
Copy constructor, creates a new
FourthMoment identical
to the original |
| Modifier and Type | Method and Description |
|---|---|
void |
clear()
Clears the internal state of the Statistic
|
FourthMoment |
copy()
Returns a copy of the statistic with the same internal state.
|
static void |
copy(FourthMoment source,
FourthMoment dest)
Copies source to dest.
|
double |
getResult()
Returns the current value of the Statistic.
|
void |
increment(double d)
Updates the internal state of the statistic to reflect the addition of the new value.
|
copycopycopy, getNequals, evaluate, evaluate, hashCode, incrementAll, incrementAlltest, testpublic FourthMoment()
public FourthMoment(FourthMoment original)
FourthMoment identical
to the originaloriginal - the FourthMoment instance to copypublic void increment(double d)
increment in interface StorelessUnivariateStatisticincrement in class ThirdMomentd - the new value.public double getResult()
getResult in interface StorelessUnivariateStatisticgetResult in class ThirdMomentDouble.NaN if it
has been cleared or just instantiated.public void clear()
clear in interface StorelessUnivariateStatisticclear in class ThirdMomentpublic FourthMoment copy()
copy in interface StorelessUnivariateStatisticcopy in interface UnivariateStatisticcopy in class ThirdMomentpublic static void copy(FourthMoment source, FourthMoment dest)
Neither source nor dest can be null.
source - FourthMoment to copydest - FourthMoment to copy tojava.lang.NullPointerException - if either source or dest is null