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Diffstat (limited to 'src/main/java/org/apache/commons/math3/stat/descriptive/moment/Mean.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/stat/descriptive/moment/Mean.java | 286 |
1 files changed, 286 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/stat/descriptive/moment/Mean.java b/src/main/java/org/apache/commons/math3/stat/descriptive/moment/Mean.java new file mode 100644 index 0000000..aac3d78 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/stat/descriptive/moment/Mean.java @@ -0,0 +1,286 @@ +/* + * 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.NullArgumentException; +import org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic; +import org.apache.commons.math3.stat.descriptive.WeightedEvaluation; +import org.apache.commons.math3.stat.descriptive.summary.Sum; +import org.apache.commons.math3.util.MathUtils; + +/** + * <p>Computes the arithmetic mean of a set of values. Uses the definitional + * formula:</p> + * <p> + * mean = sum(x_i) / n + * </p> + * <p>where <code>n</code> is the number of observations. + * </p> + * <p>When {@link #increment(double)} is used to add data incrementally from a + * stream of (unstored) values, the value of the statistic that + * {@link #getResult()} returns is computed using the following recursive + * updating algorithm: </p> + * <ol> + * <li>Initialize <code>m = </code> the first value</li> + * <li>For each additional value, update using <br> + * <code>m = m + (new value - m) / (number of observations)</code></li> + * </ol> + * <p> If {@link #evaluate(double[])} is used to compute the mean of an array + * of stored values, a two-pass, corrected algorithm is used, starting with + * the definitional formula computed using the array of stored values and then + * correcting this by adding the mean deviation of the data values from the + * arithmetic mean. See, e.g. "Comparison of Several Algorithms for Computing + * Sample Means and Variances," Robert F. Ling, Journal of the American + * Statistical Association, Vol. 69, No. 348 (Dec., 1974), pp. 859-866. </p> + * <p> + * Returns <code>Double.NaN</code> if the dataset is empty. Note that + * Double.NaN may also be returned if the input includes NaN and / or infinite + * values. + * </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. + * + */ +public class Mean extends AbstractStorelessUnivariateStatistic + implements Serializable, WeightedEvaluation { + + /** Serializable version identifier */ + private static final long serialVersionUID = -1296043746617791564L; + + /** First moment on which this statistic is based. */ + protected FirstMoment moment; + + /** + * Determines whether or not this statistic can be incremented or cleared. + * <p> + * Statistics based on (constructed from) external moments cannot + * be incremented or cleared.</p> + */ + protected boolean incMoment; + + /** Constructs a Mean. */ + public Mean() { + incMoment = true; + moment = new FirstMoment(); + } + + /** + * Constructs a Mean with an External Moment. + * + * @param m1 the moment + */ + public Mean(final FirstMoment m1) { + this.moment = m1; + incMoment = false; + } + + /** + * Copy constructor, creates a new {@code Mean} identical + * to the {@code original} + * + * @param original the {@code Mean} instance to copy + * @throws NullArgumentException if original is null + */ + public Mean(Mean original) throws NullArgumentException { + copy(original, this); + } + + /** + * {@inheritDoc} + * <p>Note that when {@link #Mean(FirstMoment)} is used to + * create a Mean, this method does nothing. In that case, the + * FirstMoment should be incremented directly.</p> + */ + @Override + public void increment(final double d) { + if (incMoment) { + moment.increment(d); + } + } + + /** + * {@inheritDoc} + */ + @Override + public void clear() { + if (incMoment) { + moment.clear(); + } + } + + /** + * {@inheritDoc} + */ + @Override + public double getResult() { + return moment.m1; + } + + /** + * {@inheritDoc} + */ + public long getN() { + return moment.getN(); + } + + /** + * 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> + * <p> + * See {@link Mean} for details on the computing algorithm.</p> + * + * @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 Double.NaN if length = 0 + * @throws MathIllegalArgumentException if the 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 { + if (test(values, begin, length)) { + Sum sum = new Sum(); + double sampleSize = length; + + // Compute initial estimate using definitional formula + double xbar = sum.evaluate(values, begin, length) / sampleSize; + + // Compute correction factor in second pass + double correction = 0; + for (int i = begin; i < begin + length; i++) { + correction += values[i] - xbar; + } + return xbar + (correction/sampleSize); + } + return Double.NaN; + } + + /** + * Returns the weighted 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 either array is null.</p> + * <p> + * See {@link Mean} for details on the computing algorithm. The two-pass algorithm + * described above is used here, with weights applied in computing both the original + * estimate and the correction factor.</p> + * <p> + * Throws <code>IllegalArgumentException</code> if any of the following are true: + * <ul><li>the values array is null</li> + * <li>the weights array is null</li> + * <li>the weights array does not have the same length as the values array</li> + * <li>the weights array contains one or more infinite values</li> + * <li>the weights array contains one or more NaN values</li> + * <li>the weights array contains negative values</li> + * <li>the start and length arguments do not determine a valid array</li> + * </ul></p> + * + * @param values the input array + * @param weights the weights 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 Double.NaN if length = 0 + * @throws MathIllegalArgumentException if the parameters are not valid + * @since 2.1 + */ + public double evaluate(final double[] values, final double[] weights, + final int begin, final int length) throws MathIllegalArgumentException { + if (test(values, weights, begin, length)) { + Sum sum = new Sum(); + + // Compute initial estimate using definitional formula + double sumw = sum.evaluate(weights,begin,length); + double xbarw = sum.evaluate(values, weights, begin, length) / sumw; + + // Compute correction factor in second pass + double correction = 0; + for (int i = begin; i < begin + length; i++) { + correction += weights[i] * (values[i] - xbarw); + } + return xbarw + (correction/sumw); + } + return Double.NaN; + } + + /** + * Returns the weighted arithmetic mean of the entries in the input array. + * <p> + * Throws <code>MathIllegalArgumentException</code> if either array is null.</p> + * <p> + * See {@link Mean} for details on the computing algorithm. The two-pass algorithm + * described above is used here, with weights applied in computing both the original + * estimate and the correction factor.</p> + * <p> + * Throws <code>MathIllegalArgumentException</code> if any of the following are true: + * <ul><li>the values array is null</li> + * <li>the weights array is null</li> + * <li>the weights array does not have the same length as the values array</li> + * <li>the weights array contains one or more infinite values</li> + * <li>the weights array contains one or more NaN values</li> + * <li>the weights array contains negative values</li> + * </ul></p> + * + * @param values the input array + * @param weights the weights array + * @return the mean of the values or Double.NaN if length = 0 + * @throws MathIllegalArgumentException if the parameters are not valid + * @since 2.1 + */ + public double evaluate(final double[] values, final double[] weights) + throws MathIllegalArgumentException { + return evaluate(values, weights, 0, values.length); + } + + /** + * {@inheritDoc} + */ + @Override + public Mean copy() { + Mean result = new Mean(); + // No try-catch or advertised exception because args are guaranteed non-null + copy(this, result); + return result; + } + + + /** + * Copies source to dest. + * <p>Neither source nor dest can be null.</p> + * + * @param source Mean to copy + * @param dest Mean to copy to + * @throws NullArgumentException if either source or dest is null + */ + public static void copy(Mean source, Mean dest) + throws NullArgumentException { + MathUtils.checkNotNull(source); + MathUtils.checkNotNull(dest); + dest.setData(source.getDataRef()); + dest.incMoment = source.incMoment; + dest.moment = source.moment.copy(); + } +} |