Repository: commons-math Updated Branches: refs/heads/master 6383def7f -> 75efbfd6b
Quadratic mean MATH-1199 Project: http://git-wip-us.apache.org/repos/asf/commons-math/repo Commit: http://git-wip-us.apache.org/repos/asf/commons-math/commit/6a8ba1fe Tree: http://git-wip-us.apache.org/repos/asf/commons-math/tree/6a8ba1fe Diff: http://git-wip-us.apache.org/repos/asf/commons-math/diff/6a8ba1fe Branch: refs/heads/master Commit: 6a8ba1fecb47e5ffd5387654d0cdb7c372ccdc9d Parents: 4e19582 Author: Gilles <[email protected]> Authored: Fri Jan 23 16:46:48 2015 +0100 Committer: Gilles <[email protected]> Committed: Fri Jan 23 16:46:48 2015 +0100 ---------------------------------------------------------------------- .../stat/descriptive/DescriptiveStatistics.java | 12 ++++++++++++ .../math3/stat/descriptive/SummaryStatistics.java | 12 ++++++++++++ .../descriptive/DescriptiveStatisticsTest.java | 18 ++++++++++++++++-- .../stat/descriptive/SummaryStatisticsTest.java | 17 +++++++++++++++++ 4 files changed, 57 insertions(+), 2 deletions(-) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/commons-math/blob/6a8ba1fe/src/main/java/org/apache/commons/math3/stat/descriptive/DescriptiveStatistics.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math3/stat/descriptive/DescriptiveStatistics.java b/src/main/java/org/apache/commons/math3/stat/descriptive/DescriptiveStatistics.java index b03e9f5..31acd24 100644 --- a/src/main/java/org/apache/commons/math3/stat/descriptive/DescriptiveStatistics.java +++ b/src/main/java/org/apache/commons/math3/stat/descriptive/DescriptiveStatistics.java @@ -259,6 +259,18 @@ public class DescriptiveStatistics implements StatisticalSummary, Serializable { } /** + * Returns the quadratic mean, a.k.a. + * <a href="http://mathworld.wolfram.com/Root-Mean-Square.html";> + * root-mean-square</a> of the available values + * @return The quadratic mean or {@code Double.NaN} if no values + * have been added. + */ + public double getQuadraticMean() { + final long n = getN(); + return n > 0 ? FastMath.sqrt(getSumsq() / n) : Double.NaN; + } + + /** * Returns the skewness of the available values. Skewness is a * measure of the asymmetry of a given distribution. * @return The skewness, Double.NaN if no values have been added http://git-wip-us.apache.org/repos/asf/commons-math/blob/6a8ba1fe/src/main/java/org/apache/commons/math3/stat/descriptive/SummaryStatistics.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math3/stat/descriptive/SummaryStatistics.java b/src/main/java/org/apache/commons/math3/stat/descriptive/SummaryStatistics.java index 2fe8599..e10291c 100644 --- a/src/main/java/org/apache/commons/math3/stat/descriptive/SummaryStatistics.java +++ b/src/main/java/org/apache/commons/math3/stat/descriptive/SummaryStatistics.java @@ -225,6 +225,18 @@ public class SummaryStatistics implements StatisticalSummary, Serializable { } /** + * Returns the quadratic mean, a.k.a. + * <a href="http://mathworld.wolfram.com/Root-Mean-Square.html";> + * root-mean-square</a> of the available values + * @return The quadratic mean or {@code Double.NaN} if no values + * have been added. + */ + public double getQuadraticMean() { + final long n = getN(); + return n > 0 ? FastMath.sqrt(getSumsq() / n) : Double.NaN; + } + + /** * Returns the (sample) variance of the available values. * * <p>This method returns the bias-corrected sample variance (using {@code n - 1} in http://git-wip-us.apache.org/repos/asf/commons-math/blob/6a8ba1fe/src/test/java/org/apache/commons/math3/stat/descriptive/DescriptiveStatisticsTest.java ---------------------------------------------------------------------- diff --git a/src/test/java/org/apache/commons/math3/stat/descriptive/DescriptiveStatisticsTest.java b/src/test/java/org/apache/commons/math3/stat/descriptive/DescriptiveStatisticsTest.java index 7562399..462a739 100644 --- a/src/test/java/org/apache/commons/math3/stat/descriptive/DescriptiveStatisticsTest.java +++ b/src/test/java/org/apache/commons/math3/stat/descriptive/DescriptiveStatisticsTest.java @@ -31,8 +31,6 @@ import org.junit.Test; /** * Test cases for the DescriptiveStatistics class. - * - * 2007) $ */ public class DescriptiveStatisticsTest { @@ -107,6 +105,22 @@ public class DescriptiveStatisticsTest { } @Test + public void testQuadraticMean() { + final double[] values = { 1.2, 3.4, 5.6, 7.89 }; + final DescriptiveStatistics stats = new DescriptiveStatistics(values); + + final int len = values.length; + double expected = 0; + for (int i = 0; i < len; i++) { + final double v = values[i]; + expected += v * v / len; + } + expected = Math.sqrt(expected); + + Assert.assertEquals(expected, stats.getQuadraticMean(), Math.ulp(expected)); + } + + @Test public void testToString() { DescriptiveStatistics stats = createDescriptiveStatistics(); stats.addValue(1); http://git-wip-us.apache.org/repos/asf/commons-math/blob/6a8ba1fe/src/test/java/org/apache/commons/math3/stat/descriptive/SummaryStatisticsTest.java ---------------------------------------------------------------------- diff --git a/src/test/java/org/apache/commons/math3/stat/descriptive/SummaryStatisticsTest.java b/src/test/java/org/apache/commons/math3/stat/descriptive/SummaryStatisticsTest.java index f104d65..40ddf28 100644 --- a/src/test/java/org/apache/commons/math3/stat/descriptive/SummaryStatisticsTest.java +++ b/src/test/java/org/apache/commons/math3/stat/descriptive/SummaryStatisticsTest.java @@ -299,6 +299,23 @@ public class SummaryStatisticsTest { } } + @Test + public void testQuadraticMean() { + final double[] values = { 1.2, 3.4, 5.6, 7.89 }; + final SummaryStatistics stats = createSummaryStatistics(); + + final int len = values.length; + double expected = 0; + for (int i = 0; i < len; i++) { + final double v = values[i]; + expected += v * v / len; + + stats.addValue(v); + } + expected = Math.sqrt(expected); + + Assert.assertEquals(expected, stats.getQuadraticMean(), Math.ulp(expected)); + } /** * JIRA: MATH-691
