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| date | Tue, 04 Jan 2011 10:02:07 +0100 |
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<HTML> <BODY BGCOLOR="white"> <PRE> <FONT color="green">001</FONT> /*<a name="line.1"></a> <FONT color="green">002</FONT> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a> <FONT color="green">003</FONT> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a> <FONT color="green">004</FONT> * this work for additional information regarding copyright ownership.<a name="line.4"></a> <FONT color="green">005</FONT> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a> <FONT color="green">006</FONT> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a> <FONT color="green">007</FONT> * the License. You may obtain a copy of the License at<a name="line.7"></a> <FONT color="green">008</FONT> *<a name="line.8"></a> <FONT color="green">009</FONT> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a> <FONT color="green">010</FONT> *<a name="line.10"></a> <FONT color="green">011</FONT> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a> <FONT color="green">012</FONT> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a> <FONT color="green">013</FONT> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a> <FONT color="green">014</FONT> * See the License for the specific language governing permissions and<a name="line.14"></a> <FONT color="green">015</FONT> * limitations under the License.<a name="line.15"></a> <FONT color="green">016</FONT> */<a name="line.16"></a> <FONT color="green">017</FONT> package org.apache.commons.math.stat.descriptive.moment;<a name="line.17"></a> <FONT color="green">018</FONT> <a name="line.18"></a> <FONT color="green">019</FONT> import java.io.Serializable;<a name="line.19"></a> <FONT color="green">020</FONT> <a name="line.20"></a> <FONT color="green">021</FONT> import org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic;<a name="line.21"></a> <FONT color="green">022</FONT> import org.apache.commons.math.stat.descriptive.WeightedEvaluation;<a name="line.22"></a> <FONT color="green">023</FONT> import org.apache.commons.math.stat.descriptive.summary.Sum;<a name="line.23"></a> <FONT color="green">024</FONT> <a name="line.24"></a> <FONT color="green">025</FONT> /**<a name="line.25"></a> <FONT color="green">026</FONT> * <p>Computes the arithmetic mean of a set of values. Uses the definitional<a name="line.26"></a> <FONT color="green">027</FONT> * formula:</p><a name="line.27"></a> <FONT color="green">028</FONT> * <p><a name="line.28"></a> <FONT color="green">029</FONT> * mean = sum(x_i) / n<a name="line.29"></a> <FONT color="green">030</FONT> * </p><a name="line.30"></a> <FONT color="green">031</FONT> * <p>where <code>n</code> is the number of observations.<a name="line.31"></a> <FONT color="green">032</FONT> * </p><a name="line.32"></a> <FONT color="green">033</FONT> * <p>When {@link #increment(double)} is used to add data incrementally from a<a name="line.33"></a> <FONT color="green">034</FONT> * stream of (unstored) values, the value of the statistic that<a name="line.34"></a> <FONT color="green">035</FONT> * {@link #getResult()} returns is computed using the following recursive<a name="line.35"></a> <FONT color="green">036</FONT> * updating algorithm: </p><a name="line.36"></a> <FONT color="green">037</FONT> * <ol><a name="line.37"></a> <FONT color="green">038</FONT> * <li>Initialize <code>m = </code> the first value</li><a name="line.38"></a> <FONT color="green">039</FONT> * <li>For each additional value, update using <br><a name="line.39"></a> <FONT color="green">040</FONT> * <code>m = m + (new value - m) / (number of observations)</code></li><a name="line.40"></a> <FONT color="green">041</FONT> * </ol><a name="line.41"></a> <FONT color="green">042</FONT> * <p> If {@link #evaluate(double[])} is used to compute the mean of an array<a name="line.42"></a> <FONT color="green">043</FONT> * of stored values, a two-pass, corrected algorithm is used, starting with<a name="line.43"></a> <FONT color="green">044</FONT> * the definitional formula computed using the array of stored values and then<a name="line.44"></a> <FONT color="green">045</FONT> * correcting this by adding the mean deviation of the data values from the<a name="line.45"></a> <FONT color="green">046</FONT> * arithmetic mean. See, e.g. "Comparison of Several Algorithms for Computing<a name="line.46"></a> <FONT color="green">047</FONT> * Sample Means and Variances," Robert F. Ling, Journal of the American<a name="line.47"></a> <FONT color="green">048</FONT> * Statistical Association, Vol. 69, No. 348 (Dec., 1974), pp. 859-866. </p><a name="line.48"></a> <FONT color="green">049</FONT> * <p><a name="line.49"></a> <FONT color="green">050</FONT> * Returns <code>Double.NaN</code> if the dataset is empty.<a name="line.50"></a> <FONT color="green">051</FONT> * </p><a name="line.51"></a> <FONT color="green">052</FONT> * <strong>Note that this implementation is not synchronized.</strong> If<a name="line.52"></a> <FONT color="green">053</FONT> * multiple threads access an instance of this class concurrently, and at least<a name="line.53"></a> <FONT color="green">054</FONT> * one of the threads invokes the <code>increment()</code> or<a name="line.54"></a> <FONT color="green">055</FONT> * <code>clear()</code> method, it must be synchronized externally.<a name="line.55"></a> <FONT color="green">056</FONT> *<a name="line.56"></a> <FONT color="green">057</FONT> * @version $Revision: 908626 $ $Date: 2010-02-10 13:44:42 -0500 (Wed, 10 Feb 2010) $<a name="line.57"></a> <FONT color="green">058</FONT> */<a name="line.58"></a> <FONT color="green">059</FONT> public class Mean extends AbstractStorelessUnivariateStatistic<a name="line.59"></a> <FONT color="green">060</FONT> implements Serializable, WeightedEvaluation {<a name="line.60"></a> <FONT color="green">061</FONT> <a name="line.61"></a> <FONT color="green">062</FONT> /** Serializable version identifier */<a name="line.62"></a> <FONT color="green">063</FONT> private static final long serialVersionUID = -1296043746617791564L;<a name="line.63"></a> <FONT color="green">064</FONT> <a name="line.64"></a> <FONT color="green">065</FONT> /** First moment on which this statistic is based. */<a name="line.65"></a> <FONT color="green">066</FONT> protected FirstMoment moment;<a name="line.66"></a> <FONT color="green">067</FONT> <a name="line.67"></a> <FONT color="green">068</FONT> /**<a name="line.68"></a> <FONT color="green">069</FONT> * Determines whether or not this statistic can be incremented or cleared.<a name="line.69"></a> <FONT color="green">070</FONT> * <p><a name="line.70"></a> <FONT color="green">071</FONT> * Statistics based on (constructed from) external moments cannot<a name="line.71"></a> <FONT color="green">072</FONT> * be incremented or cleared.</p><a name="line.72"></a> <FONT color="green">073</FONT> */<a name="line.73"></a> <FONT color="green">074</FONT> protected boolean incMoment;<a name="line.74"></a> <FONT color="green">075</FONT> <a name="line.75"></a> <FONT color="green">076</FONT> /** Constructs a Mean. */<a name="line.76"></a> <FONT color="green">077</FONT> public Mean() {<a name="line.77"></a> <FONT color="green">078</FONT> incMoment = true;<a name="line.78"></a> <FONT color="green">079</FONT> moment = new FirstMoment();<a name="line.79"></a> <FONT color="green">080</FONT> }<a name="line.80"></a> <FONT color="green">081</FONT> <a name="line.81"></a> <FONT color="green">082</FONT> /**<a name="line.82"></a> <FONT color="green">083</FONT> * Constructs a Mean with an External Moment.<a name="line.83"></a> <FONT color="green">084</FONT> *<a name="line.84"></a> <FONT color="green">085</FONT> * @param m1 the moment<a name="line.85"></a> <FONT color="green">086</FONT> */<a name="line.86"></a> <FONT color="green">087</FONT> public Mean(final FirstMoment m1) {<a name="line.87"></a> <FONT color="green">088</FONT> this.moment = m1;<a name="line.88"></a> <FONT color="green">089</FONT> incMoment = false;<a name="line.89"></a> <FONT color="green">090</FONT> }<a name="line.90"></a> <FONT color="green">091</FONT> <a name="line.91"></a> <FONT color="green">092</FONT> /**<a name="line.92"></a> <FONT color="green">093</FONT> * Copy constructor, creates a new {@code Mean} identical<a name="line.93"></a> <FONT color="green">094</FONT> * to the {@code original}<a name="line.94"></a> <FONT color="green">095</FONT> *<a name="line.95"></a> <FONT color="green">096</FONT> * @param original the {@code Mean} instance to copy<a name="line.96"></a> <FONT color="green">097</FONT> */<a name="line.97"></a> <FONT color="green">098</FONT> public Mean(Mean original) {<a name="line.98"></a> <FONT color="green">099</FONT> copy(original, this);<a name="line.99"></a> <FONT color="green">100</FONT> }<a name="line.100"></a> <FONT color="green">101</FONT> <a name="line.101"></a> <FONT color="green">102</FONT> /**<a name="line.102"></a> <FONT color="green">103</FONT> * {@inheritDoc}<a name="line.103"></a> <FONT color="green">104</FONT> */<a name="line.104"></a> <FONT color="green">105</FONT> @Override<a name="line.105"></a> <FONT color="green">106</FONT> public void increment(final double d) {<a name="line.106"></a> <FONT color="green">107</FONT> if (incMoment) {<a name="line.107"></a> <FONT color="green">108</FONT> moment.increment(d);<a name="line.108"></a> <FONT color="green">109</FONT> }<a name="line.109"></a> <FONT color="green">110</FONT> }<a name="line.110"></a> <FONT color="green">111</FONT> <a name="line.111"></a> <FONT color="green">112</FONT> /**<a name="line.112"></a> <FONT color="green">113</FONT> * {@inheritDoc}<a name="line.113"></a> <FONT color="green">114</FONT> */<a name="line.114"></a> <FONT color="green">115</FONT> @Override<a name="line.115"></a> <FONT color="green">116</FONT> public void clear() {<a name="line.116"></a> <FONT color="green">117</FONT> if (incMoment) {<a name="line.117"></a> <FONT color="green">118</FONT> moment.clear();<a name="line.118"></a> <FONT color="green">119</FONT> }<a name="line.119"></a> <FONT color="green">120</FONT> }<a name="line.120"></a> <FONT color="green">121</FONT> <a name="line.121"></a> <FONT color="green">122</FONT> /**<a name="line.122"></a> <FONT color="green">123</FONT> * {@inheritDoc}<a name="line.123"></a> <FONT color="green">124</FONT> */<a name="line.124"></a> <FONT color="green">125</FONT> @Override<a name="line.125"></a> <FONT color="green">126</FONT> public double getResult() {<a name="line.126"></a> <FONT color="green">127</FONT> return moment.m1;<a name="line.127"></a> <FONT color="green">128</FONT> }<a name="line.128"></a> <FONT color="green">129</FONT> <a name="line.129"></a> <FONT color="green">130</FONT> /**<a name="line.130"></a> <FONT color="green">131</FONT> * {@inheritDoc}<a name="line.131"></a> <FONT color="green">132</FONT> */<a name="line.132"></a> <FONT color="green">133</FONT> public long getN() {<a name="line.133"></a> <FONT color="green">134</FONT> return moment.getN();<a name="line.134"></a> <FONT color="green">135</FONT> }<a name="line.135"></a> <FONT color="green">136</FONT> <a name="line.136"></a> <FONT color="green">137</FONT> /**<a name="line.137"></a> <FONT color="green">138</FONT> * Returns the arithmetic mean of the entries in the specified portion of<a name="line.138"></a> <FONT color="green">139</FONT> * the input array, or <code>Double.NaN</code> if the designated subarray<a name="line.139"></a> <FONT color="green">140</FONT> * is empty.<a name="line.140"></a> <FONT color="green">141</FONT> * <p><a name="line.141"></a> <FONT color="green">142</FONT> * Throws <code>IllegalArgumentException</code> if the array is null.</p><a name="line.142"></a> <FONT color="green">143</FONT> * <p><a name="line.143"></a> <FONT color="green">144</FONT> * See {@link Mean} for details on the computing algorithm.</p><a name="line.144"></a> <FONT color="green">145</FONT> *<a name="line.145"></a> <FONT color="green">146</FONT> * @param values the input array<a name="line.146"></a> <FONT color="green">147</FONT> * @param begin index of the first array element to include<a name="line.147"></a> <FONT color="green">148</FONT> * @param length the number of elements to include<a name="line.148"></a> <FONT color="green">149</FONT> * @return the mean of the values or Double.NaN if length = 0<a name="line.149"></a> <FONT color="green">150</FONT> * @throws IllegalArgumentException if the array is null or the array index<a name="line.150"></a> <FONT color="green">151</FONT> * parameters are not valid<a name="line.151"></a> <FONT color="green">152</FONT> */<a name="line.152"></a> <FONT color="green">153</FONT> @Override<a name="line.153"></a> <FONT color="green">154</FONT> public double evaluate(final double[] values,final int begin, final int length) {<a name="line.154"></a> <FONT color="green">155</FONT> if (test(values, begin, length)) {<a name="line.155"></a> <FONT color="green">156</FONT> Sum sum = new Sum();<a name="line.156"></a> <FONT color="green">157</FONT> double sampleSize = length;<a name="line.157"></a> <FONT color="green">158</FONT> <a name="line.158"></a> <FONT color="green">159</FONT> // Compute initial estimate using definitional formula<a name="line.159"></a> <FONT color="green">160</FONT> double xbar = sum.evaluate(values, begin, length) / sampleSize;<a name="line.160"></a> <FONT color="green">161</FONT> <a name="line.161"></a> <FONT color="green">162</FONT> // Compute correction factor in second pass<a name="line.162"></a> <FONT color="green">163</FONT> double correction = 0;<a name="line.163"></a> <FONT color="green">164</FONT> for (int i = begin; i < begin + length; i++) {<a name="line.164"></a> <FONT color="green">165</FONT> correction += values[i] - xbar;<a name="line.165"></a> <FONT color="green">166</FONT> }<a name="line.166"></a> <FONT color="green">167</FONT> return xbar + (correction/sampleSize);<a name="line.167"></a> <FONT color="green">168</FONT> }<a name="line.168"></a> <FONT color="green">169</FONT> return Double.NaN;<a name="line.169"></a> <FONT color="green">170</FONT> }<a name="line.170"></a> <FONT color="green">171</FONT> <a name="line.171"></a> <FONT color="green">172</FONT> /**<a name="line.172"></a> <FONT color="green">173</FONT> * Returns the weighted arithmetic mean of the entries in the specified portion of<a name="line.173"></a> <FONT color="green">174</FONT> * the input array, or <code>Double.NaN</code> if the designated subarray<a name="line.174"></a> <FONT color="green">175</FONT> * is empty.<a name="line.175"></a> <FONT color="green">176</FONT> * <p><a name="line.176"></a> <FONT color="green">177</FONT> * Throws <code>IllegalArgumentException</code> if either array is null.</p><a name="line.177"></a> <FONT color="green">178</FONT> * <p><a name="line.178"></a> <FONT color="green">179</FONT> * See {@link Mean} for details on the computing algorithm. The two-pass algorithm<a name="line.179"></a> <FONT color="green">180</FONT> * described above is used here, with weights applied in computing both the original<a name="line.180"></a> <FONT color="green">181</FONT> * estimate and the correction factor.</p><a name="line.181"></a> <FONT color="green">182</FONT> * <p><a name="line.182"></a> <FONT color="green">183</FONT> * Throws <code>IllegalArgumentException</code> if any of the following are true:<a name="line.183"></a> <FONT color="green">184</FONT> * <ul><li>the values array is null</li><a name="line.184"></a> <FONT color="green">185</FONT> * <li>the weights array is null</li><a name="line.185"></a> <FONT color="green">186</FONT> * <li>the weights array does not have the same length as the values array</li><a name="line.186"></a> <FONT color="green">187</FONT> * <li>the weights array contains one or more infinite values</li><a name="line.187"></a> <FONT color="green">188</FONT> * <li>the weights array contains one or more NaN values</li><a name="line.188"></a> <FONT color="green">189</FONT> * <li>the weights array contains negative values</li><a name="line.189"></a> <FONT color="green">190</FONT> * <li>the start and length arguments do not determine a valid array</li><a name="line.190"></a> <FONT color="green">191</FONT> * </ul></p><a name="line.191"></a> <FONT color="green">192</FONT> *<a name="line.192"></a> <FONT color="green">193</FONT> * @param values the input array<a name="line.193"></a> <FONT color="green">194</FONT> * @param weights the weights array<a name="line.194"></a> <FONT color="green">195</FONT> * @param begin index of the first array element to include<a name="line.195"></a> <FONT color="green">196</FONT> * @param length the number of elements to include<a name="line.196"></a> <FONT color="green">197</FONT> * @return the mean of the values or Double.NaN if length = 0<a name="line.197"></a> <FONT color="green">198</FONT> * @throws IllegalArgumentException if the parameters are not valid<a name="line.198"></a> <FONT color="green">199</FONT> * @since 2.1<a name="line.199"></a> <FONT color="green">200</FONT> */<a name="line.200"></a> <FONT color="green">201</FONT> public double evaluate(final double[] values, final double[] weights,<a name="line.201"></a> <FONT color="green">202</FONT> final int begin, final int length) {<a name="line.202"></a> <FONT color="green">203</FONT> if (test(values, weights, begin, length)) {<a name="line.203"></a> <FONT color="green">204</FONT> Sum sum = new Sum();<a name="line.204"></a> <FONT color="green">205</FONT> <a name="line.205"></a> <FONT color="green">206</FONT> // Compute initial estimate using definitional formula<a name="line.206"></a> <FONT color="green">207</FONT> double sumw = sum.evaluate(weights,begin,length);<a name="line.207"></a> <FONT color="green">208</FONT> double xbarw = sum.evaluate(values, weights, begin, length) / sumw;<a name="line.208"></a> <FONT color="green">209</FONT> <a name="line.209"></a> <FONT color="green">210</FONT> // Compute correction factor in second pass<a name="line.210"></a> <FONT color="green">211</FONT> double correction = 0;<a name="line.211"></a> <FONT color="green">212</FONT> for (int i = begin; i < begin + length; i++) {<a name="line.212"></a> <FONT color="green">213</FONT> correction += weights[i] * (values[i] - xbarw);<a name="line.213"></a> <FONT color="green">214</FONT> }<a name="line.214"></a> <FONT color="green">215</FONT> return xbarw + (correction/sumw);<a name="line.215"></a> <FONT color="green">216</FONT> }<a name="line.216"></a> <FONT color="green">217</FONT> return Double.NaN;<a name="line.217"></a> <FONT color="green">218</FONT> }<a name="line.218"></a> <FONT color="green">219</FONT> <a name="line.219"></a> <FONT color="green">220</FONT> /**<a name="line.220"></a> <FONT color="green">221</FONT> * Returns the weighted arithmetic mean of the entries in the input array.<a name="line.221"></a> <FONT color="green">222</FONT> * <p><a name="line.222"></a> <FONT color="green">223</FONT> * Throws <code>IllegalArgumentException</code> if either array is null.</p><a name="line.223"></a> <FONT color="green">224</FONT> * <p><a name="line.224"></a> <FONT color="green">225</FONT> * See {@link Mean} for details on the computing algorithm. The two-pass algorithm<a name="line.225"></a> <FONT color="green">226</FONT> * described above is used here, with weights applied in computing both the original<a name="line.226"></a> <FONT color="green">227</FONT> * estimate and the correction factor.</p><a name="line.227"></a> <FONT color="green">228</FONT> * <p><a name="line.228"></a> <FONT color="green">229</FONT> * Throws <code>IllegalArgumentException</code> if any of the following are true:<a name="line.229"></a> <FONT color="green">230</FONT> * <ul><li>the values array is null</li><a name="line.230"></a> <FONT color="green">231</FONT> * <li>the weights array is null</li><a name="line.231"></a> <FONT color="green">232</FONT> * <li>the weights array does not have the same length as the values array</li><a name="line.232"></a> <FONT color="green">233</FONT> * <li>the weights array contains one or more infinite values</li><a name="line.233"></a> <FONT color="green">234</FONT> * <li>the weights array contains one or more NaN values</li><a name="line.234"></a> <FONT color="green">235</FONT> * <li>the weights array contains negative values</li><a name="line.235"></a> <FONT color="green">236</FONT> * </ul></p><a name="line.236"></a> <FONT color="green">237</FONT> *<a name="line.237"></a> <FONT color="green">238</FONT> * @param values the input array<a name="line.238"></a> <FONT color="green">239</FONT> * @param weights the weights array<a name="line.239"></a> <FONT color="green">240</FONT> * @return the mean of the values or Double.NaN if length = 0<a name="line.240"></a> <FONT color="green">241</FONT> * @throws IllegalArgumentException if the parameters are not valid<a name="line.241"></a> <FONT color="green">242</FONT> * @since 2.1<a name="line.242"></a> <FONT color="green">243</FONT> */<a name="line.243"></a> <FONT color="green">244</FONT> public double evaluate(final double[] values, final double[] weights) {<a name="line.244"></a> <FONT color="green">245</FONT> return evaluate(values, weights, 0, values.length);<a name="line.245"></a> <FONT color="green">246</FONT> }<a name="line.246"></a> <FONT color="green">247</FONT> <a name="line.247"></a> <FONT color="green">248</FONT> /**<a name="line.248"></a> <FONT color="green">249</FONT> * {@inheritDoc}<a name="line.249"></a> <FONT color="green">250</FONT> */<a name="line.250"></a> <FONT color="green">251</FONT> @Override<a name="line.251"></a> <FONT color="green">252</FONT> public Mean copy() {<a name="line.252"></a> <FONT color="green">253</FONT> Mean result = new Mean();<a name="line.253"></a> <FONT color="green">254</FONT> copy(this, result);<a name="line.254"></a> <FONT color="green">255</FONT> return result;<a name="line.255"></a> <FONT color="green">256</FONT> }<a name="line.256"></a> <FONT color="green">257</FONT> <a name="line.257"></a> <FONT color="green">258</FONT> <a name="line.258"></a> <FONT color="green">259</FONT> /**<a name="line.259"></a> <FONT color="green">260</FONT> * Copies source to dest.<a name="line.260"></a> <FONT color="green">261</FONT> * <p>Neither source nor dest can be null.</p><a name="line.261"></a> <FONT color="green">262</FONT> *<a name="line.262"></a> <FONT color="green">263</FONT> * @param source Mean to copy<a name="line.263"></a> <FONT color="green">264</FONT> * @param dest Mean to copy to<a name="line.264"></a> <FONT color="green">265</FONT> * @throws NullPointerException if either source or dest is null<a name="line.265"></a> <FONT color="green">266</FONT> */<a name="line.266"></a> <FONT color="green">267</FONT> public static void copy(Mean source, Mean dest) {<a name="line.267"></a> <FONT color="green">268</FONT> dest.incMoment = source.incMoment;<a name="line.268"></a> <FONT color="green">269</FONT> dest.moment = source.moment.copy();<a name="line.269"></a> <FONT color="green">270</FONT> }<a name="line.270"></a> <FONT color="green">271</FONT> }<a name="line.271"></a> </PRE> </BODY> </HTML>