Class Skewness
- java.lang.Object
-
- org.apache.commons.math4.legacy.stat.descriptive.AbstractStorelessUnivariateStatistic
-
- org.apache.commons.math4.legacy.stat.descriptive.moment.Skewness
-
- All Implemented Interfaces:
MathArrays.Function,StorelessUnivariateStatistic,UnivariateStatistic
public class Skewness extends AbstractStorelessUnivariateStatistic
Computes the skewness of the available values.We use the following (unbiased) formula to define skewness:
skewness = [n / (n -1) (n - 2)] sum[(x_i - mean)^3] / std^3
where n is the number of values, mean is the
Meanand std is theStandardDeviationNote that this statistic is undefined for
n < 3.Double.Nanis returned when there is not sufficient data to compute the statistic. Double.NaN may also be returned if the input includes NaN and / or infinite values.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()orclear()method, it must be synchronized externally.
-
-
Constructor Summary
Constructors Constructor Description Skewness()Constructs a Skewness.Skewness(Skewness original)Copy constructor, creates a newSkewnessidentical to theoriginal.Skewness(org.apache.commons.math4.legacy.stat.descriptive.moment.ThirdMoment m3)Constructs a Skewness with an external moment.
-
Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voidclear()Clears the internal state of the Statistic.Skewnesscopy()Returns a copy of the statistic with the same internal state.static voidcopy(Skewness source, Skewness dest)Copies source to dest.doubleevaluate(double[] values, int begin, int length)Returns the Skewness of the entries in the specified portion of the input array.longgetN()Returns the number of values that have been added.doublegetResult()Returns the value of the statistic based on the values that have been added.voidincrement(double d)Updates the internal state of the statistic to reflect the addition of the new value.-
Methods inherited from class org.apache.commons.math4.legacy.stat.descriptive.AbstractStorelessUnivariateStatistic
equals, evaluate, hashCode, incrementAll, incrementAll
-
-
-
-
Field Detail
-
moment
protected org.apache.commons.math4.legacy.stat.descriptive.moment.ThirdMoment moment
Third moment on which this statistic is based.
-
incMoment
protected boolean incMoment
Determines whether or not this statistic can be incremented or cleared.Statistics based on (constructed from) external moments cannot be incremented or cleared.
-
-
Constructor Detail
-
Skewness
public Skewness()
Constructs a Skewness.
-
Skewness
public Skewness(org.apache.commons.math4.legacy.stat.descriptive.moment.ThirdMoment m3)
Constructs a Skewness with an external moment.- Parameters:
m3- external moment
-
Skewness
public Skewness(Skewness original) throws NullArgumentException
Copy constructor, creates a newSkewnessidentical to theoriginal.- Parameters:
original- theSkewnessinstance to copy- Throws:
NullArgumentException- if original is null
-
-
Method Detail
-
increment
public void increment(double d)
Updates the internal state of the statistic to reflect the addition of the new value.Note that when
Skewness(ThirdMoment)is used to create a Skewness, this method does nothing. In that case, the ThirdMoment should be incremented directly.- Specified by:
incrementin interfaceStorelessUnivariateStatistic- Specified by:
incrementin classAbstractStorelessUnivariateStatistic- Parameters:
d- the new value.
-
getResult
public double getResult()
Returns the value of the statistic based on the values that have been added.See
Skewnessfor the definition used in the computation.- Specified by:
getResultin interfaceStorelessUnivariateStatistic- Specified by:
getResultin classAbstractStorelessUnivariateStatistic- Returns:
- the skewness of the available values.
-
getN
public long getN()
Returns the number of values that have been added.- Returns:
- the number of values.
-
clear
public void clear()
Clears the internal state of the Statistic.- Specified by:
clearin interfaceStorelessUnivariateStatistic- Specified by:
clearin classAbstractStorelessUnivariateStatistic
-
evaluate
public double evaluate(double[] values, int begin, int length) throws MathIllegalArgumentException
Returns the Skewness of the entries in the specified portion of the input array.See
Skewnessfor the definition used in the computation.Throws
IllegalArgumentExceptionif the array is null.- Specified by:
evaluatein interfaceMathArrays.Function- Specified by:
evaluatein interfaceUnivariateStatistic- Overrides:
evaluatein classAbstractStorelessUnivariateStatistic- Parameters:
values- the input arraybegin- the index of the first array element to includelength- the number of elements to include- Returns:
- the skewness of the values or Double.NaN if length is less than 3
- Throws:
MathIllegalArgumentException- if the array is null or the array index parameters are not valid- See Also:
UnivariateStatistic.evaluate(double[], int, int)
-
copy
public Skewness copy()
Returns a copy of the statistic with the same internal state.- Specified by:
copyin interfaceStorelessUnivariateStatistic- Specified by:
copyin interfaceUnivariateStatistic- Specified by:
copyin classAbstractStorelessUnivariateStatistic- Returns:
- a copy of the statistic
-
copy
public static void copy(Skewness source, Skewness dest) throws NullArgumentException
Copies source to dest.Neither source nor dest can be null.
- Parameters:
source- Skewness to copydest- Skewness to copy to- Throws:
NullArgumentException- if either source or dest is null
-
-