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Diffstat (limited to 'src/main/java/org/apache/commons/math3/stat/descriptive/moment/GeometricMean.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/stat/descriptive/moment/GeometricMean.java | 214 |
1 files changed, 214 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/stat/descriptive/moment/GeometricMean.java b/src/main/java/org/apache/commons/math3/stat/descriptive/moment/GeometricMean.java new file mode 100644 index 0000000..bfee9df --- /dev/null +++ b/src/main/java/org/apache/commons/math3/stat/descriptive/moment/GeometricMean.java @@ -0,0 +1,214 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ +package org.apache.commons.math3.stat.descriptive.moment; + +import java.io.Serializable; + +import org.apache.commons.math3.exception.MathIllegalArgumentException; +import org.apache.commons.math3.exception.MathIllegalStateException; +import org.apache.commons.math3.exception.NullArgumentException; +import org.apache.commons.math3.exception.util.LocalizedFormats; +import org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic; +import org.apache.commons.math3.stat.descriptive.StorelessUnivariateStatistic; +import org.apache.commons.math3.stat.descriptive.summary.SumOfLogs; +import org.apache.commons.math3.util.FastMath; +import org.apache.commons.math3.util.MathUtils; + +/** + * Returns the <a href="http://www.xycoon.com/geometric_mean.htm"> + * geometric mean </a> of the available values. + * <p> + * Uses a {@link SumOfLogs} instance to compute sum of logs and returns + * <code> exp( 1/n (sum of logs) ).</code> Therefore, </p> + * <ul> + * <li>If any of values are < 0, the result is <code>NaN.</code></li> + * <li>If all values are non-negative and less than + * <code>Double.POSITIVE_INFINITY</code>, but at least one value is 0, the + * result is <code>0.</code></li> + * <li>If both <code>Double.POSITIVE_INFINITY</code> and + * <code>Double.NEGATIVE_INFINITY</code> are among the values, the result is + * <code>NaN.</code></li> + * </ul> </p> + * <p> + * <strong>Note that this implementation is not synchronized.</strong> If + * multiple threads access an instance of this class concurrently, and at least + * one of the threads invokes the <code>increment()</code> or + * <code>clear()</code> method, it must be synchronized externally.</p> + * + * + */ +public class GeometricMean extends AbstractStorelessUnivariateStatistic implements Serializable { + + /** Serializable version identifier */ + private static final long serialVersionUID = -8178734905303459453L; + + /** Wrapped SumOfLogs instance */ + private StorelessUnivariateStatistic sumOfLogs; + + /** + * Create a GeometricMean instance + */ + public GeometricMean() { + sumOfLogs = new SumOfLogs(); + } + + /** + * Copy constructor, creates a new {@code GeometricMean} identical + * to the {@code original} + * + * @param original the {@code GeometricMean} instance to copy + * @throws NullArgumentException if original is null + */ + public GeometricMean(GeometricMean original) throws NullArgumentException { + super(); + copy(original, this); + } + + /** + * Create a GeometricMean instance using the given SumOfLogs instance + * @param sumOfLogs sum of logs instance to use for computation + */ + public GeometricMean(SumOfLogs sumOfLogs) { + this.sumOfLogs = sumOfLogs; + } + + /** + * {@inheritDoc} + */ + @Override + public GeometricMean copy() { + GeometricMean result = new GeometricMean(); + // no try-catch or advertised exception because args guaranteed non-null + copy(this, result); + return result; + } + + /** + * {@inheritDoc} + */ + @Override + public void increment(final double d) { + sumOfLogs.increment(d); + } + + /** + * {@inheritDoc} + */ + @Override + public double getResult() { + if (sumOfLogs.getN() > 0) { + return FastMath.exp(sumOfLogs.getResult() / sumOfLogs.getN()); + } else { + return Double.NaN; + } + } + + /** + * {@inheritDoc} + */ + @Override + public void clear() { + sumOfLogs.clear(); + } + + /** + * Returns the geometric mean of the entries in the specified portion + * of the input array. + * <p> + * See {@link GeometricMean} for details on the computing algorithm.</p> + * <p> + * Throws <code>IllegalArgumentException</code> if the array is null.</p> + * + * @param values input array containing the values + * @param begin first array element to include + * @param length the number of elements to include + * @return the geometric mean or Double.NaN if length = 0 or + * any of the values are <= 0. + * @throws MathIllegalArgumentException if the input array is null or the array + * index parameters are not valid + */ + @Override + public double evaluate( + final double[] values, final int begin, final int length) + throws MathIllegalArgumentException { + return FastMath.exp( + sumOfLogs.evaluate(values, begin, length) / length); + } + + /** + * {@inheritDoc} + */ + public long getN() { + return sumOfLogs.getN(); + } + + /** + * <p>Sets the implementation for the sum of logs.</p> + * <p>This method must be activated before any data has been added - i.e., + * before {@link #increment(double) increment} has been used to add data; + * otherwise an IllegalStateException will be thrown.</p> + * + * @param sumLogImpl the StorelessUnivariateStatistic instance to use + * for computing the log sum + * @throws MathIllegalStateException if data has already been added + * (i.e if n > 0) + */ + public void setSumLogImpl(StorelessUnivariateStatistic sumLogImpl) + throws MathIllegalStateException { + checkEmpty(); + this.sumOfLogs = sumLogImpl; + } + + /** + * Returns the currently configured sum of logs implementation + * + * @return the StorelessUnivariateStatistic implementing the log sum + */ + public StorelessUnivariateStatistic getSumLogImpl() { + return sumOfLogs; + } + + /** + * Copies source to dest. + * <p>Neither source nor dest can be null.</p> + * + * @param source GeometricMean to copy + * @param dest GeometricMean to copy to + * @throws NullArgumentException if either source or dest is null + */ + public static void copy(GeometricMean source, GeometricMean dest) + throws NullArgumentException { + MathUtils.checkNotNull(source); + MathUtils.checkNotNull(dest); + dest.setData(source.getDataRef()); + dest.sumOfLogs = source.sumOfLogs.copy(); + } + + + /** + * Throws MathIllegalStateException if n > 0. + * @throws MathIllegalStateException if data has been added to this statistic + */ + private void checkEmpty() throws MathIllegalStateException { + if (getN() > 0) { + throw new MathIllegalStateException( + LocalizedFormats.VALUES_ADDED_BEFORE_CONFIGURING_STATISTIC, + getN()); + } + } + +} |