edu.uci.ics.jung.statistics
Class StatisticalMoments

java.lang.Object
  edu.uci.ics.jung.statistics.StatisticalMoments

public class StatisticalMoments

extends java.lang.Object

A data structure representing the central moments of a distribution including:

• the mean
• the variance
• the skewness
• the kurtosis

Data values that are observed are passed into this data structure via the accumulate(...) method and the corresponding central moments are updated on each call

Author:

Didier H. Besset (modified by Scott White)

Constructor Summary

StatisticalMoments()
Default constructor methods: declare space for 5 moments.

StatisticalMoments(int n)
General constructor methods.

Method Summary

void	accumulate(double x) statistical moment accumulation up to order 4.
double	average()
long	count() Returns the number of accumulated counts.
double	errorOnAverage() Returns the error on average.
double	kurtosis() The kurtosis measures the sharpness of the distribution near the maximum.
void	reset() Reset all counters.
double	skewness()
double	standardDeviation() Returns the standard deviation.
double	unnormalizedVariance()
double	variance() Note: the variance includes the Bessel correction factor.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

StatisticalMoments

public StatisticalMoments()

Default constructor methods: declare space for 5 moments.

StatisticalMoments

public StatisticalMoments(int n)

General constructor methods.

Parameters:

n - number of moments to accumulate.

Method Detail

accumulate

public void accumulate(double x)

statistical moment accumulation up to order 4.

Parameters:

x - double value to accumulate

average

public double average()

Returns:

double average.

count

public long count()

Returns the number of accumulated counts.

Returns:

number of counts.

errorOnAverage

public double errorOnAverage()

Returns the error on average. May throw divide by zero exception.

Returns:

error on average.

kurtosis

public double kurtosis()
                throws java.lang.ArithmeticException

The kurtosis measures the sharpness of the distribution near the maximum. Note: The kurtosis of the Normal distribution is 0 by definition.

Returns:

double kurtosis or NaN.

Throws:

java.lang.ArithmeticException

reset

public void reset()

Reset all counters.

skewness

public double skewness()
                throws java.lang.ArithmeticException

Returns:

double skewness.

Throws:

java.lang.ArithmeticException

standardDeviation

public double standardDeviation()

Returns the standard deviation. May throw divide by zero exception.

Returns:

double standard deviation.

unnormalizedVariance

public double unnormalizedVariance()

Returns:

double

variance

public double variance()
                throws java.lang.ArithmeticException

Note: the variance includes the Bessel correction factor.

Returns:

double variance.

Throws:

java.lang.ArithmeticException