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/*
* 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.stat.descriptive.AbstractStorelessUnivariateStatistic;
import org.apache.commons.math3.util.MathUtils;
/**
* Computes the first moment (arithmetic mean). Uses the definitional formula:
* <p>
* mean = sum(x_i) / n </p>
* <p>
* where <code>n</code> is the number of observations. </p>
* <p>
* To limit numeric errors, the value of the statistic is computed using the
* following recursive updating algorithm: </p>
* <p>
* <ol>
* <li>Initialize <code>m = </code> the first value</li>
* <li>For each additional value, update using <br>
* <code>m = m + (new value - m) / (number of observations)</code></li>
* </ol></p>
* <p>
* Returns <code>Double.NaN</code> if the dataset is empty. 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.</strong> If
* multiple threads access an instance of this class concurrently, and at least
* one of the threads invokes the <code>increment()</code> or
* <code>clear()</code> method, it must be synchronized externally.</p>
*
*/
class FirstMoment extends AbstractStorelessUnivariateStatistic
implements Serializable {
/** Serializable version identifier */
private static final long serialVersionUID = 6112755307178490473L;
/** Count of values that have been added */
protected long n;
/** First moment of values that have been added */
protected double m1;
/**
* Deviation of most recently added value from previous first moment.
* Retained to prevent repeated computation in higher order moments.
*/
protected double dev;
/**
* Deviation of most recently added value from previous first moment,
* normalized by previous sample size. Retained to prevent repeated
* computation in higher order moments
*/
protected double nDev;
/**
* Create a FirstMoment instance
*/
FirstMoment() {
n = 0;
m1 = Double.NaN;
dev = Double.NaN;
nDev = Double.NaN;
}
/**
* Copy constructor, creates a new {@code FirstMoment} identical
* to the {@code original}
*
* @param original the {@code FirstMoment} instance to copy
* @throws NullArgumentException if original is null
*/
FirstMoment(FirstMoment original) throws NullArgumentException {
super();
copy(original, this);
}
/**
* {@inheritDoc}
*/
@Override
public void increment(final double d) {
if (n == 0) {
m1 = 0.0;
}
n++;
double n0 = n;
dev = d - m1;
nDev = dev / n0;
m1 += nDev;
}
/**
* {@inheritDoc}
*/
@Override
public void clear() {
m1 = Double.NaN;
n = 0;
dev = Double.NaN;
nDev = Double.NaN;
}
/**
* {@inheritDoc}
*/
@Override
public double getResult() {
return m1;
}
/**
* {@inheritDoc}
*/
public long getN() {
return n;
}
/**
* {@inheritDoc}
*/
@Override
public FirstMoment copy() {
FirstMoment result = new FirstMoment();
// 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.</p>
*
* @param source FirstMoment to copy
* @param dest FirstMoment to copy to
* @throws NullArgumentException if either source or dest is null
*/
public static void copy(FirstMoment source, FirstMoment dest)
throws NullArgumentException {
MathUtils.checkNotNull(source);
MathUtils.checkNotNull(dest);
dest.setData(source.getDataRef());
dest.n = source.n;
dest.m1 = source.m1;
dest.dev = source.dev;
dest.nDev = source.nDev;
}
}
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