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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    *      https://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  
18  /*
19   * This is not the original file distributed by the Apache Software Foundation
20   * It has been modified by the Hipparchus project
21   */
22  package org.hipparchus.stat.descriptive.moment;
23  
24  import java.io.Serializable;
25  
26  import org.hipparchus.exception.MathIllegalArgumentException;
27  import org.hipparchus.exception.NullArgumentException;
28  import org.hipparchus.stat.descriptive.AbstractStorelessUnivariateStatistic;
29  import org.hipparchus.util.FastMath;
30  import org.hipparchus.util.MathArrays;
31  import org.hipparchus.util.MathUtils;
32  
33  /**
34   * Computes the skewness of the available values.
35   * <p>
36   * We use the following (unbiased) formula to define skewness:
37   * <p>
38   * skewness = [n / (n -1) (n - 2)] sum[(x_i - mean)^3] / std^3
39   * <p>
40   * where n is the number of values, mean is the {@link Mean} and std is the
41   * {@link StandardDeviation}.
42   * <p>
43   * Note that this statistic is undefined for n &lt; 3.  <code>Double.Nan</code>
44   * is returned when there is not sufficient data to compute the statistic.
45   * Double.NaN may also be returned if the input includes NaN and / or
46   * infinite values.
47   * <p>
48   * <strong>Note that this implementation is not synchronized.</strong> If
49   * multiple threads access an instance of this class concurrently, and at least
50   * one of the threads invokes the <code>increment()</code> or
51   * <code>clear()</code> method, it must be synchronized externally.
52   */
53  public class Skewness extends AbstractStorelessUnivariateStatistic implements Serializable {
54  
55      /** Serializable version identifier */
56      private static final long serialVersionUID = 20150412L;
57  
58      /** Third moment on which this statistic is based */
59      protected final ThirdMoment moment;
60  
61       /**
62       * Determines whether or not this statistic can be incremented or cleared.
63       * <p>
64       * Statistics based on (constructed from) external moments cannot
65       * be incremented or cleared.
66      */
67      protected final boolean incMoment;
68  
69      /**
70       * Constructs a Skewness.
71       */
72      public Skewness() {
73          moment = new ThirdMoment();
74          incMoment = true;
75      }
76  
77      /**
78       * Constructs a Skewness with an external moment.
79       * @param m3 external moment
80       */
81      public Skewness(final ThirdMoment m3) {
82          this.moment = m3;
83          incMoment = false;
84      }
85  
86      /**
87       * Copy constructor, creates a new {@code Skewness} identical
88       * to the {@code original}.
89       *
90       * @param original the {@code Skewness} instance to copy
91       * @throws NullArgumentException if original is null
92       */
93      public Skewness(Skewness original) throws NullArgumentException {
94          MathUtils.checkNotNull(original);
95          this.moment    = original.moment.copy();
96          this.incMoment = original.incMoment;
97      }
98  
99      /**
100      * {@inheritDoc}
101      * <p>Note that when {@link #Skewness(ThirdMoment)} is used to
102      * create a Skewness, this method does nothing. In that case, the
103      * ThirdMoment should be incremented directly.
104      */
105     @Override
106     public void increment(final double d) {
107         if (incMoment) {
108             moment.increment(d);
109         }
110     }
111 
112     /**
113      * Returns the value of the statistic based on the values that have been added.
114      * <p>
115      * See {@link Skewness} for the definition used in the computation.
116      *
117      * @return the skewness of the available values.
118      */
119     @Override
120     public double getResult() {
121 
122         if (moment.n < 3) {
123             return Double.NaN;
124         }
125         double variance = moment.m2 / (moment.n - 1);
126         if (variance < 10E-20) {
127             return 0.0d;
128         } else {
129             double n0 = moment.getN();
130             return  (n0 * moment.m3) /
131             ((n0 - 1) * (n0 -2) * FastMath.sqrt(variance) * variance);
132         }
133     }
134 
135     /** {@inheritDoc} */
136     @Override
137     public long getN() {
138         return moment.getN();
139     }
140 
141     /** {@inheritDoc} */
142     @Override
143     public void clear() {
144         if (incMoment) {
145             moment.clear();
146         }
147     }
148 
149     /**
150      * Returns the Skewness of the entries in the specified portion of the
151      * input array.
152      * <p>
153      * See {@link Skewness} for the definition used in the computation.
154      * <p>
155      * Throws <code>IllegalArgumentException</code> if the array is null.
156      *
157      * @param values the input array
158      * @param begin the index of the first array element to include
159      * @param length the number of elements to include
160      * @return the skewness of the values or Double.NaN if length is less than 3
161      * @throws MathIllegalArgumentException if the array is null or the array index
162      *  parameters are not valid
163      */
164     @Override
165     public double evaluate(final double[] values, final int begin, final int length)
166         throws MathIllegalArgumentException {
167 
168         // Initialize the skewness
169         double skew = Double.NaN;
170 
171         if (MathArrays.verifyValues(values, begin, length) && length > 2 ) {
172             Mean mean = new Mean();
173             // Get the mean and the standard deviation
174             double m = mean.evaluate(values, begin, length);
175 
176             // Calc the std, this is implemented here instead
177             // of using the standardDeviation method eliminate
178             // a duplicate pass to get the mean
179             double accum = 0.0;
180             double accum2 = 0.0;
181             for (int i = begin; i < begin + length; i++) {
182                 final double d = values[i] - m;
183                 accum  += d * d;
184                 accum2 += d;
185             }
186             final double variance = (accum - (accum2 * accum2 / length)) / (length - 1);
187 
188             double accum3 = 0.0;
189             for (int i = begin; i < begin + length; i++) {
190                 final double d = values[i] - m;
191                 accum3 += d * d * d;
192             }
193             accum3 /= variance * FastMath.sqrt(variance);
194 
195             // Get N
196             double n0 = length;
197 
198             // Calculate skewness
199             skew = (n0 / ((n0 - 1) * (n0 - 2))) * accum3;
200         }
201         return skew;
202     }
203 
204     /** {@inheritDoc} */
205     @Override
206     public Skewness copy() {
207         return new Skewness(this);
208     }
209 
210 }