1 /*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * http://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17 package org.apache.commons.math.stat.descriptive.moment;
18
19 import java.io.Serializable;
20 import org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic;
21
22 /**
23 * Computes the first moment (arithmetic mean). Uses the definitional formula:
24 * <p>
25 * mean = sum(x_i) / n </p>
26 * <p>
27 * where <code>n</code> is the number of observations. </p>
28 * <p>
29 * To limit numeric errors, the value of the statistic is computed using the
30 * following recursive updating algorithm: </p>
31 * <p>
32 * <ol>
33 * <li>Initialize <code>m = </code> the first value</li>
34 * <li>For each additional value, update using <br>
35 * <code>m = m + (new value - m) / (number of observations)</code></li>
36 * </ol></p>
37 * <p>
38 * Returns <code>Double.NaN</code> if the dataset is empty.</p>
39 * <p>
40 * <strong>Note that this implementation is not synchronized.</strong> If
41 * multiple threads access an instance of this class concurrently, and at least
42 * one of the threads invokes the <code>increment()</code> or
43 * <code>clear()</code> method, it must be synchronized externally.</p>
44 *
45 * @version $Revision: 780541 $ $Date: 2009-05-31 20:47:02 -0400 (Sun, 31 May 2009) $
46 */
47 public class FirstMoment extends AbstractStorelessUnivariateStatistic
48 implements Serializable {
49
50 /** Serializable version identifier */
51 private static final long serialVersionUID = 6112755307178490473L;
52
53
54 /** Count of values that have been added */
55 protected long n;
56
57 /** First moment of values that have been added */
58 protected double m1;
59
60 /**
61 * Deviation of most recently added value from previous first moment.
62 * Retained to prevent repeated computation in higher order moments.
63 */
64 protected double dev;
65
66 /**
67 * Deviation of most recently added value from previous first moment,
68 * normalized by previous sample size. Retained to prevent repeated
69 * computation in higher order moments
70 */
71 protected double nDev;
72
73 /**
74 * Create a FirstMoment instance
75 */
76 public FirstMoment() {
77 n = 0;
78 m1 = Double.NaN;
79 dev = Double.NaN;
80 nDev = Double.NaN;
81 }
82
83 /**
84 * Copy constructor, creates a new {@code FirstMoment} identical
85 * to the {@code original}
86 *
87 * @param original the {@code FirstMoment} instance to copy
88 */
89 public FirstMoment(FirstMoment original) {
90 super();
91 copy(original, this);
92 }
93
94 /**
95 * {@inheritDoc}
96 */
97 @Override
98 public void increment(final double d) {
99 if (n == 0) {
100 m1 = 0.0;
101 }
102 n++;
103 double n0 = n;
104 dev = d - m1;
105 nDev = dev / n0;
106 m1 += nDev;
107 }
108
109 /**
110 * {@inheritDoc}
111 */
112 @Override
113 public void clear() {
114 m1 = Double.NaN;
115 n = 0;
116 dev = Double.NaN;
117 nDev = Double.NaN;
118 }
119
120 /**
121 * {@inheritDoc}
122 */
123 @Override
124 public double getResult() {
125 return m1;
126 }
127
128 /**
129 * {@inheritDoc}
130 */
131 public long getN() {
132 return n;
133 }
134
135 /**
136 * {@inheritDoc}
137 */
138 @Override
139 public FirstMoment copy() {
140 FirstMoment result = new FirstMoment();
141 copy(this, result);
142 return result;
143 }
144
145 /**
146 * Copies source to dest.
147 * <p>Neither source nor dest can be null.</p>
148 *
149 * @param source FirstMoment to copy
150 * @param dest FirstMoment to copy to
151 * @throws NullPointerException if either source or dest is null
152 */
153 public static void copy(FirstMoment source, FirstMoment dest) {
154 dest.n = source.n;
155 dest.m1 = source.m1;
156 dest.dev = source.dev;
157 dest.nDev = dest.nDev;
158 }
159 }