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| author | dwinter |
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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> <a name="line.17"></a> <FONT color="green">018</FONT> package org.apache.commons.math.stat.descriptive.moment;<a name="line.18"></a> <FONT color="green">019</FONT> <a name="line.19"></a> <FONT color="green">020</FONT> import java.io.Serializable;<a name="line.20"></a> <FONT color="green">021</FONT> import org.apache.commons.math.MathRuntimeException;<a name="line.21"></a> <FONT color="green">022</FONT> import org.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic;<a name="line.22"></a> <FONT color="green">023</FONT> <a name="line.23"></a> <FONT color="green">024</FONT> /**<a name="line.24"></a> <FONT color="green">025</FONT> * <p>Computes the semivariance of a set of values with respect to a given cutoff value.<a name="line.25"></a> <FONT color="green">026</FONT> * We define the <i>downside semivariance</i> of a set of values <code>x</code><a name="line.26"></a> <FONT color="green">027</FONT> * against the <i>cutoff value</i> <code>cutoff</code> to be <br/><a name="line.27"></a> <FONT color="green">028</FONT> * <code>&Sigma; (x[i] - target)<sup>2</sup> / df</code> <br/><a name="line.28"></a> <FONT color="green">029</FONT> * where the sum is taken over all <code>i</code> such that <code>x[i] < cutoff</code><a name="line.29"></a> <FONT color="green">030</FONT> * and <code>df</code> is the length of <code>x</code> (non-bias-corrected) or<a name="line.30"></a> <FONT color="green">031</FONT> * one less than this number (bias corrected). The <i>upside semivariance</i><a name="line.31"></a> <FONT color="green">032</FONT> * is defined similarly, with the sum taken over values of <code>x</code> that<a name="line.32"></a> <FONT color="green">033</FONT> * exceed the cutoff value.</p><a name="line.33"></a> <FONT color="green">034</FONT> *<a name="line.34"></a> <FONT color="green">035</FONT> * <p>The cutoff value defaults to the mean, bias correction defaults to <code>true</code><a name="line.35"></a> <FONT color="green">036</FONT> * and the "variance direction" (upside or downside) defaults to downside. The variance direction<a name="line.36"></a> <FONT color="green">037</FONT> * and bias correction may be set using property setters or their values can provided as<a name="line.37"></a> <FONT color="green">038</FONT> * parameters to {@link #evaluate(double[], double, Direction, boolean, int, int)}.</p><a name="line.38"></a> <FONT color="green">039</FONT> *<a name="line.39"></a> <FONT color="green">040</FONT> * <p>If the input array is null, <code>evaluate</code> methods throw<a name="line.40"></a> <FONT color="green">041</FONT> * <code>IllegalArgumentException.</code> If the array has length 1, <code>0</code><a name="line.41"></a> <FONT color="green">042</FONT> * is returned, regardless of the value of the <code>cutoff.</code><a name="line.42"></a> <FONT color="green">043</FONT> *<a name="line.43"></a> <FONT color="green">044</FONT> * <p><strong>Note that this class is not intended to be threadsafe.</strong> If<a name="line.44"></a> <FONT color="green">045</FONT> * multiple threads access an instance of this class concurrently, and one or<a name="line.45"></a> <FONT color="green">046</FONT> * more of these threads invoke property setters, external synchronization must<a name="line.46"></a> <FONT color="green">047</FONT> * be provided to ensure correct results.</p><a name="line.47"></a> <FONT color="green">048</FONT> *<a name="line.48"></a> <FONT color="green">049</FONT> * @version $Revision: 917275 $ $Date: 2010-02-28 14:43:11 -0500 (Sun, 28 Feb 2010) $<a name="line.49"></a> <FONT color="green">050</FONT> * @since 2.1<a name="line.50"></a> <FONT color="green">051</FONT> */<a name="line.51"></a> <FONT color="green">052</FONT> <a name="line.52"></a> <FONT color="green">053</FONT> public class SemiVariance extends AbstractUnivariateStatistic implements Serializable {<a name="line.53"></a> <FONT color="green">054</FONT> <a name="line.54"></a> <FONT color="green">055</FONT> /**<a name="line.55"></a> <FONT color="green">056</FONT> * The UPSIDE Direction is used to specify that the observations above the<a name="line.56"></a> <FONT color="green">057</FONT> * cutoff point will be used to calculate SemiVariance.<a name="line.57"></a> <FONT color="green">058</FONT> */<a name="line.58"></a> <FONT color="green">059</FONT> public static final Direction UPSIDE_VARIANCE = Direction.UPSIDE;<a name="line.59"></a> <FONT color="green">060</FONT> <a name="line.60"></a> <FONT color="green">061</FONT> /**<a name="line.61"></a> <FONT color="green">062</FONT> * The DOWNSIDE Direction is used to specify that the observations below<a name="line.62"></a> <FONT color="green">063</FONT> * the cutoff point will be used to calculate SemiVariance<a name="line.63"></a> <FONT color="green">064</FONT> */<a name="line.64"></a> <FONT color="green">065</FONT> public static final Direction DOWNSIDE_VARIANCE = Direction.DOWNSIDE;<a name="line.65"></a> <FONT color="green">066</FONT> <a name="line.66"></a> <FONT color="green">067</FONT> /** Serializable version identifier */<a name="line.67"></a> <FONT color="green">068</FONT> private static final long serialVersionUID = -2653430366886024994L;<a name="line.68"></a> <FONT color="green">069</FONT> <a name="line.69"></a> <FONT color="green">070</FONT> /**<a name="line.70"></a> <FONT color="green">071</FONT> * Determines whether or not bias correction is applied when computing the<a name="line.71"></a> <FONT color="green">072</FONT> * value of the statisic. True means that bias is corrected.<a name="line.72"></a> <FONT color="green">073</FONT> */<a name="line.73"></a> <FONT color="green">074</FONT> private boolean biasCorrected = true;<a name="line.74"></a> <FONT color="green">075</FONT> <a name="line.75"></a> <FONT color="green">076</FONT> /**<a name="line.76"></a> <FONT color="green">077</FONT> * Determines whether to calculate downside or upside SemiVariance.<a name="line.77"></a> <FONT color="green">078</FONT> */<a name="line.78"></a> <FONT color="green">079</FONT> private Direction varianceDirection = Direction.DOWNSIDE;<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> * Constructs a SemiVariance with default (true) <code>biasCorrected</code><a name="line.82"></a> <FONT color="green">083</FONT> * property and default (Downside) <code>varianceDirection</code> property.<a name="line.83"></a> <FONT color="green">084</FONT> */<a name="line.84"></a> <FONT color="green">085</FONT> public SemiVariance() {<a name="line.85"></a> <FONT color="green">086</FONT> }<a name="line.86"></a> <FONT color="green">087</FONT> <a name="line.87"></a> <FONT color="green">088</FONT> /**<a name="line.88"></a> <FONT color="green">089</FONT> * Constructs a SemiVariance with the specified <code>biasCorrected</code><a name="line.89"></a> <FONT color="green">090</FONT> * property and default (Downside) <code>varianceDirection</code> property.<a name="line.90"></a> <FONT color="green">091</FONT> *<a name="line.91"></a> <FONT color="green">092</FONT> * @param biasCorrected setting for bias correction - true means<a name="line.92"></a> <FONT color="green">093</FONT> * bias will be corrected and is equivalent to using the argumentless<a name="line.93"></a> <FONT color="green">094</FONT> * constructor<a name="line.94"></a> <FONT color="green">095</FONT> */<a name="line.95"></a> <FONT color="green">096</FONT> public SemiVariance(final boolean biasCorrected) {<a name="line.96"></a> <FONT color="green">097</FONT> this.biasCorrected = biasCorrected;<a name="line.97"></a> <FONT color="green">098</FONT> }<a name="line.98"></a> <FONT color="green">099</FONT> <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> * Constructs a SemiVariance with the specified <code>Direction</code> property<a name="line.102"></a> <FONT color="green">103</FONT> * and default (true) <code>biasCorrected</code> property<a name="line.103"></a> <FONT color="green">104</FONT> *<a name="line.104"></a> <FONT color="green">105</FONT> * @param direction setting for the direction of the SemiVariance<a name="line.105"></a> <FONT color="green">106</FONT> * to calculate<a name="line.106"></a> <FONT color="green">107</FONT> */<a name="line.107"></a> <FONT color="green">108</FONT> public SemiVariance(final Direction direction) {<a name="line.108"></a> <FONT color="green">109</FONT> this.varianceDirection = direction;<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> /**<a name="line.113"></a> <FONT color="green">114</FONT> * Constructs a SemiVariance with the specified <code>isBiasCorrected</code><a name="line.114"></a> <FONT color="green">115</FONT> * property and the specified <code>Direction</code> property.<a name="line.115"></a> <FONT color="green">116</FONT> *<a name="line.116"></a> <FONT color="green">117</FONT> * @param corrected setting for bias correction - true means<a name="line.117"></a> <FONT color="green">118</FONT> * bias will be corrected and is equivalent to using the argumentless<a name="line.118"></a> <FONT color="green">119</FONT> * constructor<a name="line.119"></a> <FONT color="green">120</FONT> *<a name="line.120"></a> <FONT color="green">121</FONT> * @param direction setting for the direction of the SemiVariance<a name="line.121"></a> <FONT color="green">122</FONT> * to calculate<a name="line.122"></a> <FONT color="green">123</FONT> */<a name="line.123"></a> <FONT color="green">124</FONT> public SemiVariance(final boolean corrected, final Direction direction) {<a name="line.124"></a> <FONT color="green">125</FONT> this.biasCorrected = corrected;<a name="line.125"></a> <FONT color="green">126</FONT> this.varianceDirection = direction;<a name="line.126"></a> <FONT color="green">127</FONT> }<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> * Copy constructor, creates a new {@code SemiVariance} identical<a name="line.131"></a> <FONT color="green">132</FONT> * to the {@code original}<a name="line.132"></a> <FONT color="green">133</FONT> *<a name="line.133"></a> <FONT color="green">134</FONT> * @param original the {@code SemiVariance} instance to copy<a name="line.134"></a> <FONT color="green">135</FONT> */<a name="line.135"></a> <FONT color="green">136</FONT> public SemiVariance(final SemiVariance original) {<a name="line.136"></a> <FONT color="green">137</FONT> copy(original, this);<a name="line.137"></a> <FONT color="green">138</FONT> }<a name="line.138"></a> <FONT color="green">139</FONT> <a name="line.139"></a> <FONT color="green">140</FONT> <a name="line.140"></a> <FONT color="green">141</FONT> /**<a name="line.141"></a> <FONT color="green">142</FONT> * {@inheritDoc}<a name="line.142"></a> <FONT color="green">143</FONT> */<a name="line.143"></a> <FONT color="green">144</FONT> @Override<a name="line.144"></a> <FONT color="green">145</FONT> public SemiVariance copy() {<a name="line.145"></a> <FONT color="green">146</FONT> SemiVariance result = new SemiVariance();<a name="line.146"></a> <FONT color="green">147</FONT> copy(this, result);<a name="line.147"></a> <FONT color="green">148</FONT> return result;<a name="line.148"></a> <FONT color="green">149</FONT> }<a name="line.149"></a> <FONT color="green">150</FONT> <a name="line.150"></a> <FONT color="green">151</FONT> <a name="line.151"></a> <FONT color="green">152</FONT> /**<a name="line.152"></a> <FONT color="green">153</FONT> * Copies source to dest.<a name="line.153"></a> <FONT color="green">154</FONT> * <p>Neither source nor dest can be null.</p><a name="line.154"></a> <FONT color="green">155</FONT> *<a name="line.155"></a> <FONT color="green">156</FONT> * @param source SemiVariance to copy<a name="line.156"></a> <FONT color="green">157</FONT> * @param dest SemiVariance to copy to<a name="line.157"></a> <FONT color="green">158</FONT> * @throws NullPointerException if either source or dest is null<a name="line.158"></a> <FONT color="green">159</FONT> */<a name="line.159"></a> <FONT color="green">160</FONT> public static void copy(final SemiVariance source, SemiVariance dest) {<a name="line.160"></a> <FONT color="green">161</FONT> dest.biasCorrected = source.biasCorrected;<a name="line.161"></a> <FONT color="green">162</FONT> dest.varianceDirection = source.varianceDirection;<a name="line.162"></a> <FONT color="green">163</FONT> }<a name="line.163"></a> <FONT color="green">164</FONT> <a name="line.164"></a> <FONT color="green">165</FONT> <a name="line.165"></a> <FONT color="green">166</FONT> /**<a name="line.166"></a> <FONT color="green">167</FONT> * This method calculates {@link SemiVariance} for the entire array against the mean, using<a name="line.167"></a> <FONT color="green">168</FONT> * instance properties varianceDirection and biasCorrection.<a name="line.168"></a> <FONT color="green">169</FONT> *<a name="line.169"></a> <FONT color="green">170</FONT> * @param values the input array<a name="line.170"></a> <FONT color="green">171</FONT> * @return the SemiVariance<a name="line.171"></a> <FONT color="green">172</FONT> * @throws IllegalArgumentException if values is null<a name="line.172"></a> <FONT color="green">173</FONT> *<a name="line.173"></a> <FONT color="green">174</FONT> */<a name="line.174"></a> <FONT color="green">175</FONT> @Override<a name="line.175"></a> <FONT color="green">176</FONT> public double evaluate(final double[] values) {<a name="line.176"></a> <FONT color="green">177</FONT> if (values == null) {<a name="line.177"></a> <FONT color="green">178</FONT> throw MathRuntimeException.createIllegalArgumentException("input values array is null");<a name="line.178"></a> <FONT color="green">179</FONT> }<a name="line.179"></a> <FONT color="green">180</FONT> return evaluate(values, 0, values.length);<a name="line.180"></a> <FONT color="green">181</FONT> }<a name="line.181"></a> <FONT color="green">182</FONT> <a name="line.182"></a> <FONT color="green">183</FONT> <a name="line.183"></a> <FONT color="green">184</FONT> /**<a name="line.184"></a> <FONT color="green">185</FONT> * <p>Returns the {@link SemiVariance} of the designated values against the mean, using<a name="line.185"></a> <FONT color="green">186</FONT> * instance properties varianceDirection and biasCorrection.</p><a name="line.186"></a> <FONT color="green">187</FONT> *<a name="line.187"></a> <FONT color="green">188</FONT> * <p>Returns <code>NaN</code> if the array is empty and throws<a name="line.188"></a> <FONT color="green">189</FONT> * <code>IllegalArgumentException</code> if the array is null.</p><a name="line.189"></a> <FONT color="green">190</FONT> *<a name="line.190"></a> <FONT color="green">191</FONT> * @param values the input array<a name="line.191"></a> <FONT color="green">192</FONT> * @param start index of the first array element to include<a name="line.192"></a> <FONT color="green">193</FONT> * @param length the number of elements to include<a name="line.193"></a> <FONT color="green">194</FONT> * @return the SemiVariance<a name="line.194"></a> <FONT color="green">195</FONT> * @throws IllegalArgumentException if the parameters are not valid<a name="line.195"></a> <FONT color="green">196</FONT> *<a name="line.196"></a> <FONT color="green">197</FONT> */<a name="line.197"></a> <FONT color="green">198</FONT> @Override<a name="line.198"></a> <FONT color="green">199</FONT> public double evaluate(final double[] values, final int start, final int length) {<a name="line.199"></a> <FONT color="green">200</FONT> double m = (new Mean()).evaluate(values, start, length);<a name="line.200"></a> <FONT color="green">201</FONT> return evaluate(values, m, varianceDirection, biasCorrected, 0, values.length);<a name="line.201"></a> <FONT color="green">202</FONT> }<a name="line.202"></a> <FONT color="green">203</FONT> <a name="line.203"></a> <FONT color="green">204</FONT> <a name="line.204"></a> <FONT color="green">205</FONT> /**<a name="line.205"></a> <FONT color="green">206</FONT> * This method calculates {@link SemiVariance} for the entire array against the mean, using<a name="line.206"></a> <FONT color="green">207</FONT> * the current value of the biasCorrection instance property.<a name="line.207"></a> <FONT color="green">208</FONT> *<a name="line.208"></a> <FONT color="green">209</FONT> * @param values the input array<a name="line.209"></a> <FONT color="green">210</FONT> * @param direction the {@link Direction} of the semivariance<a name="line.210"></a> <FONT color="green">211</FONT> * @return the SemiVariance<a name="line.211"></a> <FONT color="green">212</FONT> * @throws IllegalArgumentException if values is null<a name="line.212"></a> <FONT color="green">213</FONT> *<a name="line.213"></a> <FONT color="green">214</FONT> */<a name="line.214"></a> <FONT color="green">215</FONT> public double evaluate(final double[] values, Direction direction) {<a name="line.215"></a> <FONT color="green">216</FONT> double m = (new Mean()).evaluate(values);<a name="line.216"></a> <FONT color="green">217</FONT> return evaluate (values, m, direction, biasCorrected, 0, values.length);<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> * <p>Returns the {@link SemiVariance} of the designated values against the cutoff, using<a name="line.221"></a> <FONT color="green">222</FONT> * instance properties variancDirection and biasCorrection.</p><a name="line.222"></a> <FONT color="green">223</FONT> *<a name="line.223"></a> <FONT color="green">224</FONT> * <p>Returns <code>NaN</code> if the array is empty and throws<a name="line.224"></a> <FONT color="green">225</FONT> * <code>IllegalArgumentException</code> if the array is null.</p><a name="line.225"></a> <FONT color="green">226</FONT> *<a name="line.226"></a> <FONT color="green">227</FONT> * @param values the input array<a name="line.227"></a> <FONT color="green">228</FONT> * @param cutoff the reference point<a name="line.228"></a> <FONT color="green">229</FONT> * @return the SemiVariance<a name="line.229"></a> <FONT color="green">230</FONT> * @throws IllegalArgumentException if values is null<a name="line.230"></a> <FONT color="green">231</FONT> */<a name="line.231"></a> <FONT color="green">232</FONT> public double evaluate(final double[] values, final double cutoff) {<a name="line.232"></a> <FONT color="green">233</FONT> return evaluate(values, cutoff, varianceDirection, biasCorrected, 0, values.length);<a name="line.233"></a> <FONT color="green">234</FONT> }<a name="line.234"></a> <FONT color="green">235</FONT> <a name="line.235"></a> <FONT color="green">236</FONT> /**<a name="line.236"></a> <FONT color="green">237</FONT> * <p>Returns the {@link SemiVariance} of the designated values against the cutoff in the<a name="line.237"></a> <FONT color="green">238</FONT> * given direction, using the current value of the biasCorrection instance property.</p><a name="line.238"></a> <FONT color="green">239</FONT> *<a name="line.239"></a> <FONT color="green">240</FONT> * <p>Returns <code>NaN</code> if the array is empty and throws<a name="line.240"></a> <FONT color="green">241</FONT> * <code>IllegalArgumentException</code> if the array is null.</p><a name="line.241"></a> <FONT color="green">242</FONT> *<a name="line.242"></a> <FONT color="green">243</FONT> * @param values the input array<a name="line.243"></a> <FONT color="green">244</FONT> * @param cutoff the reference point<a name="line.244"></a> <FONT color="green">245</FONT> * @param direction the {@link Direction} of the semivariance<a name="line.245"></a> <FONT color="green">246</FONT> * @return the SemiVariance<a name="line.246"></a> <FONT color="green">247</FONT> * @throws IllegalArgumentException if values is null<a name="line.247"></a> <FONT color="green">248</FONT> */<a name="line.248"></a> <FONT color="green">249</FONT> public double evaluate(final double[] values, final double cutoff, final Direction direction) {<a name="line.249"></a> <FONT color="green">250</FONT> return evaluate(values, cutoff, direction, biasCorrected, 0, values.length);<a name="line.250"></a> <FONT color="green">251</FONT> }<a name="line.251"></a> <FONT color="green">252</FONT> <a name="line.252"></a> <FONT color="green">253</FONT> <a name="line.253"></a> <FONT color="green">254</FONT> /**<a name="line.254"></a> <FONT color="green">255</FONT> * <p>Returns the {@link SemiVariance} of the designated values against the cutoff<a name="line.255"></a> <FONT color="green">256</FONT> * in the given direction with the provided bias correction.</p><a name="line.256"></a> <FONT color="green">257</FONT> *<a name="line.257"></a> <FONT color="green">258</FONT> * <p>Returns <code>NaN</code> if the array is empty and throws<a name="line.258"></a> <FONT color="green">259</FONT> * <code>IllegalArgumentException</code> if the array is null.</p><a name="line.259"></a> <FONT color="green">260</FONT> *<a name="line.260"></a> <FONT color="green">261</FONT> * @param values the input array<a name="line.261"></a> <FONT color="green">262</FONT> * @param cutoff the reference point<a name="line.262"></a> <FONT color="green">263</FONT> * @param direction the {@link Direction} of the semivariance<a name="line.263"></a> <FONT color="green">264</FONT> * @param corrected the BiasCorrection flag<a name="line.264"></a> <FONT color="green">265</FONT> * @param start index of the first array element to include<a name="line.265"></a> <FONT color="green">266</FONT> * @param length the number of elements to include<a name="line.266"></a> <FONT color="green">267</FONT> * @return the SemiVariance<a name="line.267"></a> <FONT color="green">268</FONT> * @throws IllegalArgumentException if the parameters are not valid<a name="line.268"></a> <FONT color="green">269</FONT> *<a name="line.269"></a> <FONT color="green">270</FONT> */<a name="line.270"></a> <FONT color="green">271</FONT> public double evaluate (final double[] values, final double cutoff, final Direction direction,<a name="line.271"></a> <FONT color="green">272</FONT> final boolean corrected, final int start, final int length) {<a name="line.272"></a> <FONT color="green">273</FONT> <a name="line.273"></a> <FONT color="green">274</FONT> test(values, start, length);<a name="line.274"></a> <FONT color="green">275</FONT> if (values.length == 0) {<a name="line.275"></a> <FONT color="green">276</FONT> return Double.NaN;<a name="line.276"></a> <FONT color="green">277</FONT> } else {<a name="line.277"></a> <FONT color="green">278</FONT> if (values.length == 1) {<a name="line.278"></a> <FONT color="green">279</FONT> return 0.0;<a name="line.279"></a> <FONT color="green">280</FONT> } else {<a name="line.280"></a> <FONT color="green">281</FONT> final boolean booleanDirection = direction.getDirection();<a name="line.281"></a> <FONT color="green">282</FONT> <a name="line.282"></a> <FONT color="green">283</FONT> double dev = 0.0;<a name="line.283"></a> <FONT color="green">284</FONT> double sumsq = 0.0;<a name="line.284"></a> <FONT color="green">285</FONT> for (int i = start; i < length; i++) {<a name="line.285"></a> <FONT color="green">286</FONT> if ((values[i] > cutoff) == booleanDirection) {<a name="line.286"></a> <FONT color="green">287</FONT> dev = values[i] - cutoff;<a name="line.287"></a> <FONT color="green">288</FONT> sumsq += dev * dev;<a name="line.288"></a> <FONT color="green">289</FONT> }<a name="line.289"></a> <FONT color="green">290</FONT> }<a name="line.290"></a> <FONT color="green">291</FONT> <a name="line.291"></a> <FONT color="green">292</FONT> if (corrected) {<a name="line.292"></a> <FONT color="green">293</FONT> return sumsq / (length - 1.0);<a name="line.293"></a> <FONT color="green">294</FONT> } else {<a name="line.294"></a> <FONT color="green">295</FONT> return sumsq / length;<a name="line.295"></a> <FONT color="green">296</FONT> }<a name="line.296"></a> <FONT color="green">297</FONT> }<a name="line.297"></a> <FONT color="green">298</FONT> }<a name="line.298"></a> <FONT color="green">299</FONT> }<a name="line.299"></a> <FONT color="green">300</FONT> <a name="line.300"></a> <FONT color="green">301</FONT> /**<a name="line.301"></a> <FONT color="green">302</FONT> * Returns true iff biasCorrected property is set to true.<a name="line.302"></a> <FONT color="green">303</FONT> *<a name="line.303"></a> <FONT color="green">304</FONT> * @return the value of biasCorrected.<a name="line.304"></a> <FONT color="green">305</FONT> */<a name="line.305"></a> <FONT color="green">306</FONT> public boolean isBiasCorrected() {<a name="line.306"></a> <FONT color="green">307</FONT> return biasCorrected;<a name="line.307"></a> <FONT color="green">308</FONT> }<a name="line.308"></a> <FONT color="green">309</FONT> <a name="line.309"></a> <FONT color="green">310</FONT> /**<a name="line.310"></a> <FONT color="green">311</FONT> * Sets the biasCorrected property.<a name="line.311"></a> <FONT color="green">312</FONT> *<a name="line.312"></a> <FONT color="green">313</FONT> * @param biasCorrected new biasCorrected property value<a name="line.313"></a> <FONT color="green">314</FONT> */<a name="line.314"></a> <FONT color="green">315</FONT> public void setBiasCorrected(boolean biasCorrected) {<a name="line.315"></a> <FONT color="green">316</FONT> this.biasCorrected = biasCorrected;<a name="line.316"></a> <FONT color="green">317</FONT> }<a name="line.317"></a> <FONT color="green">318</FONT> <a name="line.318"></a> <FONT color="green">319</FONT> /**<a name="line.319"></a> <FONT color="green">320</FONT> * Returns the varianceDirection property.<a name="line.320"></a> <FONT color="green">321</FONT> *<a name="line.321"></a> <FONT color="green">322</FONT> * @return the varianceDirection<a name="line.322"></a> <FONT color="green">323</FONT> */<a name="line.323"></a> <FONT color="green">324</FONT> public Direction getVarianceDirection () {<a name="line.324"></a> <FONT color="green">325</FONT> return varianceDirection;<a name="line.325"></a> <FONT color="green">326</FONT> }<a name="line.326"></a> <FONT color="green">327</FONT> <a name="line.327"></a> <FONT color="green">328</FONT> /**<a name="line.328"></a> <FONT color="green">329</FONT> * Sets the variance direction<a name="line.329"></a> <FONT color="green">330</FONT> *<a name="line.330"></a> <FONT color="green">331</FONT> * @param varianceDirection the direction of the semivariance<a name="line.331"></a> <FONT color="green">332</FONT> */<a name="line.332"></a> <FONT color="green">333</FONT> public void setVarianceDirection(Direction varianceDirection) {<a name="line.333"></a> <FONT color="green">334</FONT> this.varianceDirection = varianceDirection;<a name="line.334"></a> <FONT color="green">335</FONT> }<a name="line.335"></a> <FONT color="green">336</FONT> <a name="line.336"></a> <FONT color="green">337</FONT> /**<a name="line.337"></a> <FONT color="green">338</FONT> * The direction of the semivariance - either upside or downside. The direction<a name="line.338"></a> <FONT color="green">339</FONT> * is represented by boolean, with true corresponding to UPSIDE semivariance.<a name="line.339"></a> <FONT color="green">340</FONT> */<a name="line.340"></a> <FONT color="green">341</FONT> public enum Direction {<a name="line.341"></a> <FONT color="green">342</FONT> /**<a name="line.342"></a> <FONT color="green">343</FONT> * The UPSIDE Direction is used to specify that the observations above the<a name="line.343"></a> <FONT color="green">344</FONT> * cutoff point will be used to calculate SemiVariance<a name="line.344"></a> <FONT color="green">345</FONT> */<a name="line.345"></a> <FONT color="green">346</FONT> UPSIDE (true),<a name="line.346"></a> <FONT color="green">347</FONT> <a name="line.347"></a> <FONT color="green">348</FONT> /**<a name="line.348"></a> <FONT color="green">349</FONT> * The DOWNSIDE Direction is used to specify that the observations below<a name="line.349"></a> <FONT color="green">350</FONT> * the cutoff point will be used to calculate SemiVariance<a name="line.350"></a> <FONT color="green">351</FONT> */<a name="line.351"></a> <FONT color="green">352</FONT> DOWNSIDE (false);<a name="line.352"></a> <FONT color="green">353</FONT> <a name="line.353"></a> <FONT color="green">354</FONT> /**<a name="line.354"></a> <FONT color="green">355</FONT> * boolean value UPSIDE <-> true<a name="line.355"></a> <FONT color="green">356</FONT> */<a name="line.356"></a> <FONT color="green">357</FONT> private boolean direction;<a name="line.357"></a> <FONT color="green">358</FONT> <a name="line.358"></a> <FONT color="green">359</FONT> /**<a name="line.359"></a> <FONT color="green">360</FONT> * Create a Direction with the given value.<a name="line.360"></a> <FONT color="green">361</FONT> *<a name="line.361"></a> <FONT color="green">362</FONT> * @param b boolean value representing the Direction. True corresponds to UPSIDE.<a name="line.362"></a> <FONT color="green">363</FONT> */<a name="line.363"></a> <FONT color="green">364</FONT> Direction (boolean b) {<a name="line.364"></a> <FONT color="green">365</FONT> direction = b;<a name="line.365"></a> <FONT color="green">366</FONT> }<a name="line.366"></a> <FONT color="green">367</FONT> <a name="line.367"></a> <FONT color="green">368</FONT> /**<a name="line.368"></a> <FONT color="green">369</FONT> * Returns the value of this Direction. True corresponds to UPSIDE.<a name="line.369"></a> <FONT color="green">370</FONT> *<a name="line.370"></a> <FONT color="green">371</FONT> * @return true if direction is UPSIDE; false otherwise<a name="line.371"></a> <FONT color="green">372</FONT> */<a name="line.372"></a> <FONT color="green">373</FONT> boolean getDirection () {<a name="line.373"></a> <FONT color="green">374</FONT> return direction;<a name="line.374"></a> <FONT color="green">375</FONT> }<a name="line.375"></a> <FONT color="green">376</FONT> }<a name="line.376"></a> <FONT color="green">377</FONT> }<a name="line.377"></a> </PRE> </BODY> </HTML>