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Java example source code file (FourthMoment.java)

This example Java source code file (FourthMoment.java) is included in the alvinalexander.com "Java Source Code Warehouse" project. The intent of this project is to help you "Learn Java by Example" TM.

Learn more about this Java project at its project page.

Java - Java tags/keywords

fourthmoment, nullargumentexception, override, serializable, thirdmoment

The FourthMoment.java Java example source code

/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
package org.apache.commons.math3.stat.descriptive.moment;

import java.io.Serializable;

import org.apache.commons.math3.exception.NullArgumentException;
import org.apache.commons.math3.util.MathUtils;

/**
 * Computes a statistic related to the Fourth Central Moment.  Specifically,
 * what is computed is the sum of
 * <p>
 * (x_i - xbar) ^ 4, </p>
 * <p>
 * where the x_i are the
 * sample observations and xbar is the sample mean. </p>
 * <p>
 * The following recursive updating formula is used: </p>
 * <p>
 * Let <ul>
 * <li> dev = (current obs - previous mean) 
 * <li> m2 = previous value of {@link SecondMoment} 
 * <li> m2 = previous value of {@link ThirdMoment} 
 * <li> n = number of observations (including current obs) 
 * </ul>
 * Then </p>
 * <p>
 * new value = old value - 4 * (dev/n) * m3 + 6 * (dev/n)^2 * m2 + <br>
 * [n^2 - 3 * (n-1)] * dev^4 * (n-1) / n^3 </p>
 * <p>
 * Returns <code>Double.NaN if no data values have been added and
 * returns <code>0 if there is just one value in the data set. Note that
 * Double.NaN may also be returned if the input includes NaN and / or infinite
 * values. </p>
 * <p>
 * <strong>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 <code>increment() or
 * <code>clear() method, it must be synchronized externally. 

* */ class FourthMoment extends ThirdMoment implements Serializable{ /** Serializable version identifier */ private static final long serialVersionUID = 4763990447117157611L; /** fourth moment of values that have been added */ private double m4; /** * Create a FourthMoment instance */ FourthMoment() { super(); m4 = Double.NaN; } /** * Copy constructor, creates a new {@code FourthMoment} identical * to the {@code original} * * @param original the {@code FourthMoment} instance to copy * @throws NullArgumentException if original is null */ FourthMoment(FourthMoment original) throws NullArgumentException { super(); copy(original, this); } /** * {@inheritDoc} */ @Override public void increment(final double d) { if (n < 1) { m4 = 0.0; m3 = 0.0; m2 = 0.0; m1 = 0.0; } double prevM3 = m3; double prevM2 = m2; super.increment(d); double n0 = n; m4 = m4 - 4.0 * nDev * prevM3 + 6.0 * nDevSq * prevM2 + ((n0 * n0) - 3 * (n0 -1)) * (nDevSq * nDevSq * (n0 - 1) * n0); } /** * {@inheritDoc} */ @Override public double getResult() { return m4; } /** * {@inheritDoc} */ @Override public void clear() { super.clear(); m4 = Double.NaN; } /** * {@inheritDoc} */ @Override public FourthMoment copy() { FourthMoment result = new FourthMoment(); // No try-catch or advertised exception because args are guaranteed non-null copy(this, result); return result; } /** * Copies source to dest. * <p>Neither source nor dest can be null.

* * @param source FourthMoment to copy * @param dest FourthMoment to copy to * @throws NullArgumentException if either source or dest is null */ public static void copy(FourthMoment source, FourthMoment dest) throws NullArgumentException { MathUtils.checkNotNull(source); MathUtils.checkNotNull(dest); ThirdMoment.copy(source, dest); dest.m4 = source.m4; } }

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