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Improved javadoc, simplified implementation. 

git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@141338 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Phil Steitz 2004-06-26 23:33:27 +00:00
parent eebb5b0c45
commit 6a3874abd5
1 changed files with 20 additions and 38 deletions
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58
src/java/org/apache/commons/math/stat/univariate/moment/Variance.java
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@ -20,12 +20,20 @@ import java.io.Serializable;
import org.apache.commons.math.stat.univariate.AbstractStorelessUnivariateStatistic;
/**
* Updating forumulas use West's algorithm as described in
* <a href="http://doi.acm.org/10.1145/359146.359152">Chan, T. F. and
* J. G. Lewis 1979, <i>Communications of the ACM</i>,
* Computes the (unbiased) sample variance. Uses the definitional formula:
* <p>
* variance = sum((x_i - mean)^2) / (n - 1)
* <p>
* where mean is the {@link Mean} and <code>n</code> is the number
* of sample observations.
* <p>
* The definitional formula does not have good numerical properties, so
* this implementation uses updating formulas based on West's algorithm
* as described in <a href="http://doi.acm.org/10.1145/359146.359152">
* Chan, T. F. andJ. G. Lewis 1979, <i>Communications of the ACM</i>,
* vol. 22 no. 9, pp. 526-531.</a>.
*
* @version $Revision: 1.20 $ $Date: 2004/06/23 16:26:15 $
* @version $Revision: 1.21 $ $Date: 2004/06/26 23:33:27 $
*/
public class Variance extends AbstractStorelessUnivariateStatistic implements Serializable {
@ -42,20 +50,6 @@ public class Variance extends AbstractStorelessUnivariateStatistic implements Se
*/
protected boolean incMoment = true;
/**
* This property maintains the latest calculated
* variance for efficiency when getResult() is called
* many times between increments.
*/
protected double variance = Double.NaN;
/**
* Maintains the current count of inrementations that have occured.
* If the external SecondMoment is used, the this is updated from
* that moments counter
*/
protected long n = 0;
/**
* Constructs a Variance.
*/
@ -64,7 +58,7 @@ public class Variance extends AbstractStorelessUnivariateStatistic implements Se
}
/**
* Constructs a Variance based on an externalized second moment.
* Constructs a Variance based on an external second moment.
* @param m2 the SecondMoment (Thrid or Fourth moments work
* here as well.)
*/
@ -85,18 +79,13 @@ public class Variance extends AbstractStorelessUnivariateStatistic implements Se
* @see org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic#getResult()
*/
public double getResult() {
if (n < moment.n) {
if (moment.n <= 0) {
variance = Double.NaN;
} else if (moment.n <= 1) {
variance = 0.0;
if (moment.n == 0) {
return Double.NaN;
} else if (moment.n == 1) {
return 0d;
} else {
variance = moment.m2 / (moment.n0 - 1);
return moment.m2 / (moment.n0 - 1);
}
n = moment.n;
}
return variance;
}
/**
@ -113,13 +102,8 @@ public class Variance extends AbstractStorelessUnivariateStatistic implements Se
if (incMoment) {
moment.clear();
}
variance = Double.NaN;
n = 0;
}
/** Mean to be used in UnvariateStatistic evaluation approach. */
protected Mean mean = new Mean();
/**
* Returns the variance of the available values. This uses a corrected
* two pass algorithm of the following
@ -137,11 +121,9 @@ public class Variance extends AbstractStorelessUnivariateStatistic implements Se
* or 0.0 for a single value set.
* @see org.apache.commons.math.stat.univariate.UnivariateStatistic#evaluate(double[], int, int)
*/
public double evaluate(
final double[] values,
final int begin,
final int length) {
public double evaluate(final double[] values, final int begin, final int length) {
Mean mean = new Mean();
double var = Double.NaN;
if (test(values, begin, length)) {