Added methods for computing variance using precomputed mean, javadoc.

git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@141377 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Phil Steitz 2004-07-11 18:41:19 +00:00
parent 96fc8f14c4
commit fbae62101e
1 changed files with 321 additions and 143 deletions

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@ -27,10 +27,10 @@ import org.apache.commons.math.stat.univariate.summary.SumOfLogs;
import org.apache.commons.math.stat.univariate.summary.SumOfSquares;
/**
* StatUtils provides static implementations of common double[] based
* statistical methods. These return a single result value or in some cases, as
* identified in the javadoc for each method, <code>Double.NaN.</code>
* @version $Revision: 1.29 $ $Date: 2004/06/23 16:26:17 $
* StatUtils provides static methods for computing statistics based on data
* stored in double[] arrays.
*
* @version $Revision: 1.30 $ $Date: 2004/07/11 18:41:19 $
*/
public final class StatUtils {
@ -56,7 +56,7 @@ public final class StatUtils {
private static UnivariateStatistic mean = new Mean();
/** variance */
private static UnivariateStatistic variance = new Variance();
private static Variance variance = new Variance();
/** variance */
private static Percentile percentile = new Percentile();
@ -68,251 +68,429 @@ public final class StatUtils {
}
/**
* The sum of the values that have been added to Univariate.
* @param values Is a double[] containing the values
* @return the sum of the values or <code>Double.NaN</code> if the array is empty
* Returns the sum of the values in the input array, or
* <code>Double.NaN</code> if the array is empty.
* <p>
* Throws <code>IllegalArgumentException</code> if the input array
* is null.
*
* @param values array of values to sum
* @return the sum of the values or <code>Double.NaN</code> if the array
* is empty
* @throws IllegalArgumentException if the array is null
*/
public static double sum(final double[] values) {
return sum.evaluate(values);
}
/**
* The sum of the values that have been added to Univariate.
* @param values Is a double[] containing the values
* @param begin processing at this point in the array
* Returns the sum of the entries in the specified portion of
* the input array, or <code>Double.NaN</code> if the designated subarray
* is empty.
* <p>
* Throws <code>IllegalArgumentException</code> if the array is null.
*
* @param values the input array
* @param begin index of the first array element to include
* @param length the number of elements to include
* @return the sum of the values or <code>Double.NaN</code> if the array is empty
* @return the sum of the values or Double.NaN if length = 0
* @throws IllegalArgumentException if the array is null or the array index
* parameters are not valid
*/
public static double sum(
final double[] values,
final int begin,
final int length) {
public static double sum(final double[] values, final int begin,
final int length) {
return sum.evaluate(values, begin, length);
}
/**
* Returns the sum of the squares of the available values.
* @param values Is a double[] containing the values
* @return the sum of the squared values or <code>Double.NaN</code> if the array is empty
* Returns the sum of the squares of the entries in the input array, or
* <code>Double.NaN</code> if the array is empty.
* <p>
* Throws <code>IllegalArgumentException</code> if the array is null.
*
* @param values input array
* @return the sum of the squared values or <code>Double.NaN</code> if the
* array is empty
* @throws IllegalArgumentException if the array is null
*/
public static double sumSq(final double[] values) {
return sumSq.evaluate(values);
}
/**
* Returns the sum of the squares of the available values.
* @param values Is a double[] containing the values
* @param begin processing at this point in the array
* Returns the sum of the squares of the entries in the specified portion of
* the input array, or <code>Double.NaN</code> if the designated subarray
* is empty.
* <p>
* Throws <code>IllegalArgumentException</code> if the array is null.
*
* @param values the input array
* @param begin index of the first array element to include
* @param length the number of elements to include
* @return the sum of the squared values or <code>Double.NaN</code> if the array is empty
* @return the sum of the squares of the values or Double.NaN if length = 0
* @throws IllegalArgumentException if the array is null or the array index
* parameters are not valid
*/
public static double sumSq(
final double[] values,
final int begin,
final int length) {
public static double sumSq(final double[] values, final int begin,
final int length) {
return sumSq.evaluate(values, begin, length);
}
/**
* Returns the product for this collection of values
* @param values Is a double[] containing the values
* @return the product values or <code>Double.NaN</code> if the array is empty
* Returns the product of the entries in the input array, or
* <code>Double.NaN</code> if the array is empty.
* <p>
* Throws <code>IllegalArgumentException</code> if the array is null.
*
* @param values the input array
* @return the product of the values or Double.NaN if the array is empty
* @throws IllegalArgumentException if the array is null
*/
public static double product(final double[] values) {
return prod.evaluate(values);
}
/**
* Returns the product for this collection of values
* @param values Is a double[] containing the values
* @param begin processing at this point in the array
* Returns the product of the entries in the specified portion of
* the input array, or <code>Double.NaN</code> if the designated subarray
* is empty.
* <p>
* Throws <code>IllegalArgumentException</code> if the array is null.
*
* @param values the input array
* @param begin index of the first array element to include
* @param length the number of elements to include
* @return the product values or <code>Double.NaN</code> if the array is empty
* @return the product of the values or Double.NaN if length = 0
* @throws IllegalArgumentException if the array is null or the array index
* parameters are not valid
*/
public static double product(
final double[] values,
final int begin,
final int length) {
public static double product(final double[] values, final int begin,
final int length) {
return prod.evaluate(values, begin, length);
}
/**
* Returns the sum of the natural logs for this collection of values
* @param values Is a double[] containing the values
* @return the sumLog value or <code>Double.NaN</code> if the array is empty
* Returns the sum of the natural logs of the entries in the input array, or
* <code>Double.NaN</code> if the array is empty.
* <p>
* Throws <code>IllegalArgumentException</code> if the array is null.
* <p>
* See {@link org.apache.commons.math.stat.univariate.summary.SumOfLogs}.
*
* @param values the input array
* @return the sum of the natural logs of the values or Double.NaN if
* the array is empty
* @throws IllegalArgumentException if the array is null
*/
public static double sumLog(final double[] values) {
return sumLog.evaluate(values);
}
/**
* Returns the sum of the natural logs for this collection of values
* @param values Is a double[] containing the values
* @param begin processing at this point in the array
* Returns the sum of the natural logs of the entries in the specified portion of
* the input array, or <code>Double.NaN</code> if the designated subarray
* is empty.
* <p>
* Throws <code>IllegalArgumentException</code> if the array is null.
* <p>
* See {@link org.apache.commons.math.stat.univariate.summary.SumOfLogs}.
*
* @param values the input array
* @param begin index of the first array element to include
* @param length the number of elements to include
* @return the sumLog value or <code>Double.NaN</code> if the array is empty
* @return the sum of the natural logs of the values or Double.NaN if
* length = 0
* @throws IllegalArgumentException if the array is null or the array index
* parameters are not valid
*/
public static double sumLog(
final double[] values,
final int begin,
final int length) {
public static double sumLog(final double[] values, final int begin,
final int length) {
return sumLog.evaluate(values, begin, length);
}
/**
* Returns the <a href="http://www.xycoon.com/arithmetic_mean.htm">
* arithmetic mean </a> of the available values
* @param values Is a double[] containing the values
* @return the mean of the values or <code>Double.NaN</code> if the array is empty
* Returns the arithmetic mean of the entries in the input array, or
* <code>Double.NaN</code> if the array is empty.
* <p>
* Throws <code>IllegalArgumentException</code> if the array is null.
* <p>
* See {@link org.apache.commons.math.stat.univariate.moment.Mean} for
* details on the computing algorithm.
*
* @param values the input array
* @return the mean of the values or Double.NaN if the array is empty
* @throws IllegalArgumentException if the array is null
*/
public static double mean(final double[] values) {
return mean.evaluate(values);
}
/**
* Returns the <a href="http://www.xycoon.com/arithmetic_mean.htm">
* arithmetic mean </a> of the available values
* @param values Is a double[] containing the values
* @param begin processing at this point in the array
* Returns the arithmetic mean of the entries in the specified portion of
* the input array, or <code>Double.NaN</code> if the designated subarray
* is empty.
* <p>
* Throws <code>IllegalArgumentException</code> if the array is null.
* <p>
* See {@link org.apache.commons.math.stat.univariate.moment.Mean} for
* details on the computing algorithm.
*
* @param values the input array
* @param begin index of the first array element to include
* @param length the number of elements to include
* @return the mean of the values or <code>Double.NaN</code> if the array is empty
*/
public static double mean(
final double[] values,
final int begin,
final int length) {
* @return the mean of the values or Double.NaN if length = 0
* @throws IllegalArgumentException if the array is null or the array index
* parameters are not valid
*/
public static double mean(final double[] values, final int begin,
final int length) {
return mean.evaluate(values, begin, length);
}
/**
* Returns the variance of the available values. This uses a corrected
* two pass algorithm as described in:
* Returns the variance of the entries in the input array, or
* <code>Double.NaN</code> if the array is empty.
* <p>
* "Algorithms for Computing the Sample Variance: Analysis and
* Recommendations", Chan, T.F., Golub, G.H., and LeVeque, R.J.
* 1983, American Statistician, vol. 37, pp. 242-247.
*
* @param values Is a double[] containing the values
* @return the result, <code>Double.NaN</code> for an empty array
* or 0.0 for a single value set.
* See {@link org.apache.commons.math.stat.univariate.moment.Variance} for
* details on the computing algorithm.
* <p>
* Returns 0 for a single-value (i.e. length = 1) sample.
* <p>
* Throws <code>IllegalArgumentException</code> if the array is null.
*
* @param values the input array
* @return the variance of the values or Double.NaN if the array is empty
* @throws IllegalArgumentException if the array is null
*/
public static double variance(final double[] values) {
return variance.evaluate(values);
}
/**
* Returns the variance of the available values. This uses a corrected
* two pass algorithm as described in:
* Returns the variance of the entries in the specified portion of
* the input array, or <code>Double.NaN</code> if the designated subarray
* is empty.
* <p>
* "Algorithms for Computing the Sample Variance: Analysis and
* Recommendations", Chan, T.F., Golub, G.H., and LeVeque, R.J.
* 1983, American Statistician, vol. 37, pp. 242-247.
*
* @param values Is a double[] containing the values
* @param begin processing at this point in the array
* See {@link org.apache.commons.math.stat.univariate.moment.Variance} for
* details on the computing algorithm.
* <p>
* Returns 0 for a single-value (i.e. length = 1) sample.
* <p>
* Throws <code>IllegalArgumentException</code> if the array is null or the
* array index parameters are not valid.
*
* @param values the input array
* @param begin index of the first array element to include
* @param length the number of elements to include
* @return the result, <code>Double.NaN</code> for an empty array
* or 0.0 for a single value set.
* @return the variance of the values or Double.NaN if length = 0
* @throws IllegalArgumentException if the array is null or the array index
* parameters are not valid
*/
public static double variance(
final double[] values,
final int begin,
final int length) {
public static double variance(final double[] values, final int begin,
final int length) {
return variance.evaluate(values, begin, length);
}
/**
* Returns the variance of the entries in the specified portion of
* the input array, using the precomputed mean value. Returns
* <code>Double.NaN</code> if the designated subarray is empty.
* <p>
* See {@link org.apache.commons.math.stat.univariate.moment.Variance} for
* details on the computing algorithm.
* <p>
* Returns 0 for a single-value (i.e. length = 1) sample.
* <p>
* Throws <code>IllegalArgumentException</code> if the array is null or the
* array index parameters are not valid.
*
* @param values the input array
* @param mean the precomputed mean value
* @param begin index of the first array element to include
* @param length the number of elements to include
* @return the variance of the values or Double.NaN if length = 0
* @throws IllegalArgumentException if the array is null or the array index
* parameters are not valid
*/
public static double variance(final double[] values, final double mean,
final int begin, final int length) {
return variance.evaluate(values, mean, begin, length);
}
/**
* Returns the variance of the entries in the input array, using the
* precomputed mean value. Returns <code>Double.NaN</code> if the array
* is empty.
* <p>
* See {@link org.apache.commons.math.stat.univariate.moment.Variance} for
* details on the computing algorithm.
* <p>
* Returns 0 for a single-value (i.e. length = 1) sample.
* <p>
* Throws <code>IllegalArgumentException</code> if the array is null.
*
* @param values the input array
* @param mean the precomputed mean value
* @return the variance of the values or Double.NaN if the array is empty
* @throws IllegalArgumentException if the array is null
*/
public static double variance(final double[] values, final double mean) {
return variance.evaluate(values, mean);
}
/**
* Returns the maximum of the available values
* @param values Is a double[] containing the values
* @return the maximum of the values or <code>Double.NaN</code> if the array is empty
* Returns the maximum of the entries in the input array, or
* <code>Double.NaN</code> if the array is empty.
* <p>
* Throws <code>IllegalArgumentException</code> if the array is null.
* <p>
* <ul>
* <li>The result is <code>NaN</code> iff all values are <code>NaN</code>
* (i.e. <code>NaN</code> values have no impact on the value of the statistic).</li>
* <li>If any of the values equals <code>Double.POSITIVE_INFINITY</code>,
* the result is <code>Double.POSITIVE_INFINITY.</code></li>
* </ul>
*
* @param values the input array
* @return the maximum of the values or Double.NaN if the array is empty
* @throws IllegalArgumentException if the array is null
*/
public static double max(final double[] values) {
return max.evaluate(values);
}
/**
* Returns the maximum of the available values
* @param values Is a double[] containing the values
* @param begin processing at this point in the array
* Returns the maximum of the entries in the specified portion of
* the input array, or <code>Double.NaN</code> if the designated subarray
* is empty.
* <p>
* Throws <code>IllegalArgumentException</code> if the array is null or
* the array index parameters are not valid.
* <p>
* <ul>
* <li>The result is <code>NaN</code> iff all values are <code>NaN</code>
* (i.e. <code>NaN</code> values have no impact on the value of the statistic).</li>
* <li>If any of the values equals <code>Double.POSITIVE_INFINITY</code>,
* the result is <code>Double.POSITIVE_INFINITY.</code></li>
* </ul>
*
* @param values the input array
* @param begin index of the first array element to include
* @param length the number of elements to include
* @return the maximum of the values or <code>Double.NaN</code> if the array is empty
* @return the maximum of the values or Double.NaN if length = 0
* @throws IllegalArgumentException if the array is null or the array index
* parameters are not valid
*/
public static double max(
final double[] values,
final int begin,
final int length) {
public static double max(final double[] values, final int begin,
final int length) {
return max.evaluate(values, begin, length);
}
/**
* Returns the minimum of the available values
* @param values Is a double[] containing the values
* @return the minimum of the values or <code>Double.NaN</code> if the array is empty
/**
* Returns the minimum of the entries in the input array, or
* <code>Double.NaN</code> if the array is empty.
* <p>
* Throws <code>IllegalArgumentException</code> if the array is null.
* <p>
* <ul>
* <li>The result is <code>NaN</code> iff all values are <code>NaN</code>
* (i.e. <code>NaN</code> values have no impact on the value of the statistic).</li>
* <li>If any of the values equals <code>Double.NEGATIVE_INFINITY</code>,
* the result is <code>Double.NEGATIVE_INFINITY.</code></li>
* </ul>
*
* @param values the input array
* @return the minimum of the values or Double.NaN if the array is empty
* @throws IllegalArgumentException if the array is null
*/
public static double min(final double[] values) {
return min.evaluate(values);
}
/**
* Returns the minimum of the available values
* @param values Is a double[] containing the values
* @param begin processing at this point in the array
/**
* Returns the minimum of the entries in the specified portion of
* the input array, or <code>Double.NaN</code> if the designated subarray
* is empty.
* <p>
* Throws <code>IllegalArgumentException</code> if the array is null or
* the array index parameters are not valid.
* <p>
* <ul>
* <li>The result is <code>NaN</code> iff all values are <code>NaN</code>
* (i.e. <code>NaN</code> values have no impact on the value of the statistic).</li>
* <li>If any of the values equals <code>Double.NEGATIVE_INFINITY</code>,
* the result is <code>Double.NEGATIVE_INFINITY.</code></li>
* </ul>
*
* @param values the input array
* @param begin index of the first array element to include
* @param length the number of elements to include
* @return the minimum of the values or <code>Double.NaN</code> if the array is empty
* @return the minimum of the values or Double.NaN if length = 0
* @throws IllegalArgumentException if the array is null or the array index
* parameters are not valid
*/
public static double min(
final double[] values,
final int begin,
final int length) {
public static double min(final double[] values, final int begin,
final int length) {
return min.evaluate(values, begin, length);
}
/**
* Returns an estimate for the pth percentile of the stored values.
* Returns an estimate of the <code>p</code>th percentile of the values
* in the <code>values</code> array.
* <p>
* The implementation provided here follows the first estimation procedure presented
* <a href="http://www.itl.nist.gov/div898/handbook/prc/section2/prc252.htm">here.</a>
* <p>
* <strong>Preconditions</strong>:<ul>
* <li><code>0 &lt; p &lt; 100</code> (otherwise an
* <code>IllegalArgumentException</code> is thrown)</li>
* <li>at least one value must be stored (returns <code>Double.NaN
* </code> otherwise)</li>
* <ul>
* <li>Returns <code>Double.NaN</code> if <code>values</code> has length
* <code>0</code></li>
* <li>Returns (for any value of <code>p</code>) <code>values[0]</code>
* if <code>values</code> has length <code>1</code></li>
* <li>Throws <code>IllegalArgumentException</code> if <code>values</code>
* is null or p is not a valid quantile value (p must be greater than 0
* and less than or equal to 100)</li>
* </ul>
* <p>
* See {@link org.apache.commons.math.stat.univariate.rank.Percentile} for
* a description of the percentile estimation algorithm used.
*
* @param values Is a double[] containing the values
* @param p the requested percentile (scaled from 0 - 100)
* @return An estimate for the pth percentile of the data values
* @param values input array of values
* @param p the percentile value to compute
* @return the percentile value or Double.NaN if the array is empty
* @throws IllegalArgumentException if <code>values</code> is null
* or p is invalid
*/
public static double percentile(final double[] values, final double p) {
return percentile.evaluate(values,p);
}
/**
* Returns an estimate for the pth percentile of the stored values.
*<p>
* The implementation provided here follows the first estimation procedure presented
* <a href="http://www.itl.nist.gov/div898/handbook/prc/section2/prc252.htm">here.</a>
/**
* Returns an estimate of the <code>p</code>th percentile of the values
* in the <code>values</code> array, starting with the element in (0-based)
* position <code>begin</code> in the array and including <code>length</code>
* values.
* <p>
* <strong>Preconditions</strong>:<ul>
* <li><code>0 &lt; p &lt; 100</code> (otherwise an
* <code>IllegalArgumentException</code> is thrown)</li>
* <li>at least one value must be stored (returns <code>Double.NaN
* </code> otherwise)</li>
* <ul>
* <li>Returns <code>Double.NaN</code> if <code>length = 0</code></li>
* <li>Returns (for any value of <code>p</code>) <code>values[begin]</code>
* if <code>length = 1 </code></li>
* <li>Throws <code>IllegalArgumentException</code> if <code>values</code>
* is null , <code>begin</code> or <code>length</code> is invalid, or
* <code>p</code> is not a valid quantile value (p must be greater than 0
* and less than or equal to 100)</li>
* </ul>
* <p>
* See {@link org.apache.commons.math.stat.univariate.rank.Percentile} for
* a description of the percentile estimation algorithm used.
*
* @param values Is a double[] containing the values
* @param begin processing at this point in the array
* @param length the number of elements to include
* @param p the requested percentile (scaled from 0 - 100)
* @return An estimate for the pth percentile of the data values
* @param values array of input values
* @param p the percentile to compute
* @param begin the first (0-based) element to include in the computation
* @param length the number of array elements to include
* @return the percentile value
* @throws IllegalArgumentException if the parameters are not valid or the
* input array is null
*/
public static double percentile(
final double[] values,
final int begin,
final int length,
final double p) {
return percentile.evaluate(values, begin, length, p);
public static double percentile(final double[] values, final int begin,
final int length, final double p) {
return percentile.evaluate(values, begin, length, p);
}
/**