Examples of SecondMoment

org.apache.commons.math.stat.descriptive.moment.SecondMoment
Computes a statistic related to the Second Central Moment. Specifically, what is computed is the sum of squared deviations from the sample mean.
The following recursive updating formula is used:

Let
- dev = (current obs - previous mean)
- n = number of observations (including current obs)
Then

new value = old value + dev^2 * (n -1) / n.

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.
@version $Revision: 811685 $ $Date: 2009-09-05 19:36:48 +0200 (sam. 05 sept. 2009) $
org.apache.commons.math3.stat.descriptive.moment.SecondMoment
Computes a statistic related to the Second Central Moment. Specifically, what is computed is the sum of squared deviations from the sample mean.
The following recursive updating formula is used:

Let
- dev = (current obs - previous mean)
- n = number of observations (including current obs)
Then

new value = old value + dev^2 * (n -1) / n.

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.

Examples of org.apache.commons.math.stat.descriptive.moment.SecondMoment

    }


    public void testMomentSmallSamples() {
        UnivariateStatistic stat = getUnivariateStatistic();
        if (stat instanceof SecondMoment) {
            SecondMoment moment = (SecondMoment) getUnivariateStatistic();
            assertTrue(Double.isNaN(moment.getResult()));
            moment.increment(1d);
            assertEquals(0d, moment.getResult(), 0);
        }
    }

View Full Code Here

Examples of org.apache.commons.math.stat.descriptive.moment.SecondMoment

     */
    public double calculateTotalSumOfSquares() {
        if (isNoIntercept()) {
            return StatUtils.sumSq(Y.getData());
        } else {
            return new SecondMoment().evaluate(Y.getData());
        }
    }

View Full Code Here

Examples of org.apache.commons.math.stat.descriptive.moment.SecondMoment

    }
    
    public void testMomentSmallSamples() {
        UnivariateStatistic stat = getUnivariateStatistic();
        if (stat instanceof SecondMoment) {
            SecondMoment moment = (SecondMoment) getUnivariateStatistic();
            assertTrue(Double.isNaN(moment.getResult()));
            moment.increment(1d);
            assertEquals(0d, moment.getResult(), 0);
        }
    }

View Full Code Here

Examples of org.apache.commons.math.stat.descriptive.moment.SecondMoment

        sumsq = new SumOfSquares();
        min = new Min();
        max = new Max();
        sumLog = new SumOfLogs();
        geoMean = new GeometricMean();
        secondMoment = new SecondMoment();
    }

View Full Code Here

Examples of org.apache.commons.math.stat.descriptive.moment.SecondMoment

    }


    public void testMomentSmallSamples() {
        UnivariateStatistic stat = getUnivariateStatistic();
        if (stat instanceof SecondMoment) {
            SecondMoment moment = (SecondMoment) getUnivariateStatistic();
            assertTrue(Double.isNaN(moment.getResult()));
            moment.increment(1d);
            assertEquals(0d, moment.getResult(), 0);
        }
    }

View Full Code Here

Examples of org.apache.commons.math.stat.descriptive.moment.SecondMoment

    }
    
    public void testMomentSmallSamples() {
        UnivariateStatistic stat = getUnivariateStatistic();
        if (stat instanceof SecondMoment) {
            SecondMoment moment = (SecondMoment) getUnivariateStatistic();
            assertTrue(Double.isNaN(moment.getResult()));
            moment.increment(1d);
            assertEquals(0d, moment.getResult(), 0);
        }
    }

View Full Code Here

Examples of org.apache.commons.math.stat.descriptive.moment.SecondMoment

        sumsq = new SumOfSquares();
        min = new Min();
        max = new Max();
        sumLog = new SumOfLogs();
        geoMean = new GeometricMean();
        secondMoment = new SecondMoment();
    }

View Full Code Here

Examples of org.apache.commons.math.stat.descriptive.moment.SecondMoment

    }
    
    public void testMomentSmallSamples() {
        UnivariateStatistic stat = getUnivariateStatistic();
        if (stat instanceof SecondMoment) {
            SecondMoment moment = (SecondMoment) getUnivariateStatistic();
            assertTrue(Double.isNaN(moment.getResult()));
            moment.increment(1d);
            assertEquals(0d, moment.getResult(), 0);
        }
    }

View Full Code Here

Examples of org.apache.commons.math.stat.descriptive.moment.SecondMoment

    }
    
    public void testMomentSmallSamples() {
        UnivariateStatistic stat = getUnivariateStatistic();
        if (stat instanceof SecondMoment) {
            SecondMoment moment = (SecondMoment) getUnivariateStatistic();
            assertTrue(Double.isNaN(moment.getResult()));
            moment.increment(1d);
            assertEquals(0d, moment.getResult(), 0);
        }
    }

View Full Code Here

Examples of org.apache.commons.math3.stat.descriptive.moment.SecondMoment

     */
    public double calculateTotalSumOfSquares() throws MathIllegalArgumentException {
        if (isNoIntercept()) {
            return StatUtils.sumSq(getY().toArray());
        } else {
            return new SecondMoment().evaluate(getY().toArray());
        }
    }

View Full Code Here

0 1

TOP

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.