mdiggory 2003/07/07 16:06:48
Modified: math/src/java/org/apache/commons/math/stat/univariate/moment
FourthMoment.java GeometricMean.java Mean.java
ThirdMoment.java Kurtosis.java Variance.java
Skewness.java StandardDeviation.java
SecondMoment.java
math/src/java/org/apache/commons/math/stat/univariate/summary
SumOfSquares.java Product.java Sum.java
SumOfLogs.java
math/src/java/org/apache/commons/math/stat/univariate/rank
Median.java Max.java Min.java Percentile.java
Added: math/src/java/org/apache/commons/math/stat/univariate/moment
FirstMoment.java
Log:
This commit adds the constructor and internals for setting and External Moment
object to base internal calculations on. It also remove author tags and adds a new
class FirstMoment to the project.
Revision Changes Path
1.3 +21 -19
jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/moment/FourthMoment.java
Index: FourthMoment.java
===================================================================
RCS file:
/home/cvs/jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/moment/FourthMoment.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -u -r1.2 -r1.3
--- FourthMoment.java 7 Jul 2003 02:15:19 -0000 1.2
+++ FourthMoment.java 7 Jul 2003 23:06:47 -0000 1.3
@@ -54,14 +54,21 @@
package org.apache.commons.math.stat.univariate.moment;
/**
- * @author Mark Diggory
+ *
*
*/
public class FourthMoment extends ThirdMoment {
/** fourth moment of values that have been added */
protected double m4 = Double.NaN;
-
+
+ /** temporary internal state made available for higher order moments */
+ protected double prevM3 = 0.0;
+
+ /** temporary internal state made available for higher order moments */
+ protected double n3 = 0.0;
+
+
/**
* @see
org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic#increment(double)
*/
@@ -70,30 +77,23 @@
m4 = m3 = m2 = m1 = 0.0;
}
- n++;
- double dev = d - m1;
- double v = dev / ((double) n);
- double v2 = v * v;
-
- double n0 = (double) n;
- double n1 = (double) (n - 1);
- double n2 = (double) (n - 2);
+ /* retain previous m3 */
+ prevM3 = m3;
+
+ /* increment m1, m2 and m3 (and prevM2, _n0, _n1, _n2, _v, _v2) */
+ super.increment(d);
+ n3 = (double) (n - 3);
+
m4 =
m4
- - (4.0 * v * m3)
- + (6.0 * v2 * m2)
+ - (4.0 * v * prevM3)
+ + (6.0 * v2 * prevM2)
+ ((n0 * n0) - 3 * n1) * (v2 * v2 * n1 * n0);
- m3 = m3 - (3.0 * v * m2) + (n0 * n1 * n2 * v2 * v);
-
- m2 = m2 + n1 * dev * v;
-
- m1 = m1 + v;
-
return m4;
}
-
+
/**
* @see
org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic#getValue()
*/
@@ -107,6 +107,8 @@
public void clear() {
super.clear();
m4 = Double.NaN;
+ prevM3 = 0.0;
+ n3 = 0.0;
}
}
1.5 +7 -3
jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/moment/GeometricMean.java
Index: GeometricMean.java
===================================================================
RCS file:
/home/cvs/jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/moment/GeometricMean.java,v
retrieving revision 1.4
retrieving revision 1.5
diff -u -r1.4 -r1.5
--- GeometricMean.java 7 Jul 2003 16:57:33 -0000 1.4
+++ GeometricMean.java 7 Jul 2003 23:06:47 -0000 1.5
@@ -56,13 +56,11 @@
import org.apache.commons.math.stat.univariate.summary.SumOfLogs;
/**
- * @author Mark Diggory
+ *
*
*/
public class GeometricMean extends SumOfLogs {
- //private SumOfLogs sumLog = new SumOfLogs();
-
private double geoMean = Double.NaN;
private int n = 0;
@@ -92,6 +90,12 @@
}
/**
+ * Returns the geometric mean for this collection of values
+ * @param values Is a double[] containing the values
+ * @param begin processing at this point in the array
+ * @param length processing at this point in the array
+ * @return the geometric mean or Double.NaN if the array is empty or
+ * any of the values are <= 0.
* @see
org.apache.commons.math.stat.univariate.UnivariateStatistic#evaluate(double[], int,
int)
*/
public double evaluate(double[] values, int begin, int length) {
1.3 +41 -21
jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/moment/Mean.java
Index: Mean.java
===================================================================
RCS file:
/home/cvs/jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/moment/Mean.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -u -r1.2 -r1.3
--- Mean.java 7 Jul 2003 02:15:19 -0000 1.2
+++ Mean.java 7 Jul 2003 23:06:47 -0000 1.3
@@ -53,57 +53,77 @@
*/
package org.apache.commons.math.stat.univariate.moment;
-import org.apache.commons.math.stat.univariate.AbstractStorelessUnivariateStatistic;
+import org
+ .apache
+ .commons
+ .math
+ .stat
+ .univariate
+ .AbstractStorelessUnivariateStatistic;
import org.apache.commons.math.stat.univariate.summary.Sum;
/**
- * @author Mark Diggory
+ *
*/
public class Mean extends AbstractStorelessUnivariateStatistic {
+ /** first moment of values that have been added */
+ protected FirstMoment moment = null;
- /** count of values that have been added */
- protected int n = 0;
+ protected boolean incMoment = true;
+
+ public Mean() {
+ moment = new FirstMoment();
+ }
+
+ public Mean(FirstMoment m1) {
+ this.moment = m1;
+ incMoment = false;
+ }
- /** first moment of values that have been added */
- protected double m1 = Double.NaN;
-
- private Sum sum = new Sum();
-
/**
* @see
org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic#increment(double)
*/
public double increment(double d) {
- if (n < 1) {
- m1 = 0.0;
+ if (incMoment) {
+ moment.increment(d);
}
-
- n++;
- m1 += (d - m1) / ((double) n);
- return m1;
+
+ return moment.m1;
}
-
+
/**
* @see
org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic#clear()
*/
public void clear() {
- m1 = Double.NaN;
- n = 0;
+ if (incMoment) {
+ moment.clear();
+ }
}
-
+
/**
* @see
org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic#getValue()
*/
public double getValue() {
- return m1;
+ return moment.m1;
}
+ /*UnvariateStatistic Approach */
+ Sum sum = new Sum();
+
/**
+ * Returns the <a href=http://www.xycoon.com/arithmetic_mean.htm>
+ * arithmetic mean </a> of the available values
+ * @param values Is a double[] containing the values
+ * @param begin processing at this point in the array
+ * @param length processing at this point in the array
+ * @return the mean of the values or Double.NaN if the array is empty
* @see
org.apache.commons.math.stat.univariate.UnivariateStatistic#evaluate(double[], int,
int)
*/
public double evaluate(double[] values, int begin, int length) {
- if(test(values,begin,length))
+ if (test(values, begin, length)) {
return sum.evaluate(values, begin, length) / ((double) length);
+ }
return Double.NaN;
}
1.3 +20 -14
jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/moment/ThirdMoment.java
Index: ThirdMoment.java
===================================================================
RCS file:
/home/cvs/jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/moment/ThirdMoment.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -u -r1.2 -r1.3
--- ThirdMoment.java 7 Jul 2003 02:15:19 -0000 1.2
+++ ThirdMoment.java 7 Jul 2003 23:06:47 -0000 1.3
@@ -54,7 +54,7 @@
package org.apache.commons.math.stat.univariate.moment;
/**
- * @author Mark Diggory
+ *
*
*/
public class ThirdMoment extends SecondMoment{
@@ -62,6 +62,15 @@
/** third moment of values that have been added */
protected double m3 = Double.NaN;
+ /** temporary internal state made availabel for higher order moments */
+ protected double v2 = 0.0;
+
+ /** temporary internal state made availabel for higher order moments */
+ protected double n2 = 0.0;
+
+ /** temporary internal state made availabel for higher order moments */
+ protected double prevM2 = 0.0;
+
/**
* @see
org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic#increment(double)
*/
@@ -70,23 +79,17 @@
m3 = m2 = m1 = 0.0;
}
- n++;
+ /* retain a reference to the last m2*/
+ prevM2 = m2;
- double dev = d - m1;
- double v = dev / ((double) n);
- double v2 = v * v;
-
- double n0 = (double) n;
- double n1 = (double) (n - 1);
- double n2 = (double) (n - 2);
-
+ /* increment m1 and m2 (and _n0, _n1, _v) */
+ super.increment(d);
- m3 = m3 - (3.0 * v * m2) + (n0 * n1 * n2 * v2 * v);
+ v2 = v * v;
+ n2 = (double) (n - 2);
- m2 = m2 + n1 * dev * v;
+ m3 = m3 - (3.0 * v * prevM2) + (n0 * n1 * n2 * v2 * v);
- m1 = m1 + v;
-
return m3;
}
@@ -103,6 +106,9 @@
public void clear() {
super.clear();
m3 = Double.NaN;
+ v2 = 0.0;
+ n2 = 0.0;
+ prevM2 = 0.0;
}
}
1.3 +99 -61
jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/moment/Kurtosis.java
Index: Kurtosis.java
===================================================================
RCS file:
/home/cvs/jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/moment/Kurtosis.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -u -r1.2 -r1.3
--- Kurtosis.java 7 Jul 2003 02:15:19 -0000 1.2
+++ Kurtosis.java 7 Jul 2003 23:06:47 -0000 1.3
@@ -53,93 +53,131 @@
*/
package org.apache.commons.math.stat.univariate.moment;
+import org
+ .apache
+ .commons
+ .math
+ .stat
+ .univariate
+ .AbstractStorelessUnivariateStatistic;
+
/**
- * @author Mark Diggory
+ *
*/
-public class Kurtosis extends FourthMoment {
+public class Kurtosis extends AbstractStorelessUnivariateStatistic {
private double kurtosis = Double.NaN;
+ protected FourthMoment moment = null;
+
+ protected boolean incMoment = true;
+
+ public Kurtosis() {
+ moment = new FourthMoment();
+ }
+
+ public Kurtosis(FourthMoment m4) {
+ incMoment = false;
+ this.moment = m4;
+ }
+
/**
* @see
org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic#increment(double)
*/
public double increment(double d) {
- super.increment(d);
-
- double variance = (n <= 1) ? 0.0 : m2 / (double) (n - 1);
+ if (incMoment) {
+ moment.increment(d);
+ }
+
+ double variance =
+ (moment.n < 1) ? 0.0 : moment.m2 / (double) (moment.n - 1);
kurtosis =
- (n <= 3 || variance < 10E-20)
+ (moment.n <= 3 || variance < 10E-20)
? 0.0
- : ((double)n * ((double)n + 1) * m4 - 3 * m2 * m2 * (n-1))
- / ((n-1) * (n-2) * (n-3) * variance * variance);
-
+ : (moment.n0 * (moment.n0 + 1) * moment.m4
+ - 3 * moment.m2 * moment.m2 * moment.n1)
+ / (moment.n1 * moment.n2 * moment.n3 * variance * variance);
+
return kurtosis;
}
-
+
/**
* @see
org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic#getValue()
*/
public double getValue() {
return kurtosis;
}
-
+
/**
* @see
org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic#clear()
*/
public void clear() {
- super.clear();
+ if (incMoment) {
+ moment.clear();
+ }
kurtosis = Double.NaN;
}
+ /*UnvariateStatistic Approach */
+
+ Mean mean = new Mean();
+
/**
- * Returns the kurtosis for this collection of values. Kurtosis is a
- * measure of the "peakedness" of a distribution.
- * @param values Is a double[] containing the values
- * @param begin processing at this point in the array
- * @param length processing at this point in the array
- * @return the kurtosis of the values or Double.NaN if the array is empty
- */
- public double evaluate(double[] values, int begin, int length) {
- test(values, begin, length);
-
- // Initialize the kurtosis
- double kurt = Double.NaN;
-
- // Get the mean and the standard deviation
- double mean = super.evaluate(values, begin, length);
-
- // Calc the std, this is implemented here instead of using the
- // standardDeviation method eliminate a duplicate pass to get the mean
- double accum = 0.0;
- double accum2 = 0.0;
- for (int i = begin; i < begin + length; i++) {
- accum += Math.pow((values[i] - mean), 2.0);
- accum2 += (values[i] - mean);
- }
-
- double stdDev =
- Math.sqrt(
- (accum - (Math.pow(accum2, 2) / ((double) length)))
- / (double) (length - 1));
-
- // Sum the ^4 of the distance from the mean divided by the
- // standard deviation
- double accum3 = 0.0;
- for (int i = begin; i < begin + length; i++) {
- accum3 += Math.pow((values[i] - mean) / stdDev, 4.0);
- }
-
- // Get N
- double n = length;
-
- double coefficientOne = (n * (n + 1)) / ((n - 1) * (n - 2) * (n - 3));
- double termTwo = ((3 * Math.pow(n - 1, 2.0)) / ((n - 2) * (n - 3)));
-
- // Calculate kurtosis
- kurt = (coefficientOne * accum3) - termTwo;
-
- return kurt;
- }
-
+ * This algorithm uses a corrected two pass algorithm of the following
+ * <a href="http://lib-www.lanl.gov/numerical/bookcpdf/c14-1.pdf";>
+ * corrected two pass formula (14.1.8)</a>, and also referenced in:<p/>
+ * "Algorithms for Computing the Sample Variance: Analysis and
+ * Recommendations", Chan, T.F., Golub, G.H., and LeVeque, R.J.
+ * 1983, American Statistician, vol. 37, pp. 242?247.
+ * <p/>
+ * Returns the kurtosis for this collection of values. Kurtosis is a
+ * measure of the "peakedness" of a distribution.
+ * @param values Is a double[] containing the values
+ * @param begin processing at this point in the array
+ * @param length processing at this point in the array
+ * @return the kurtosis of the values or Double.NaN if the array is empty
+ */
+ public double evaluate(double[] values, int begin, int length) {
+ test(values, begin, length);
+
+ // Initialize the kurtosis
+ double kurt = Double.NaN;
+
+ // Get the mean and the standard deviation
+ double m = mean.evaluate(values, begin, length);
+
+ // Calc the std, this is implemented here instead of using the
+ // standardDeviation method eliminate a duplicate pass to get the mean
+ double accum = 0.0;
+ double accum2 = 0.0;
+ for (int i = begin; i < begin + length; i++) {
+ accum += Math.pow((values[i] - m), 2.0);
+ accum2 += (values[i] - m);
+ }
+
+ double stdDev =
+ Math.sqrt(
+ (accum - (Math.pow(accum2, 2) / ((double) length)))
+ / (double) (length - 1));
+
+ // Sum the ^4 of the distance from the mean divided by the
+ // standard deviation
+ double accum3 = 0.0;
+ for (int i = begin; i < begin + length; i++) {
+ accum3 += Math.pow((values[i] - m) / stdDev, 4.0);
+ }
+
+ // Get N
+ double n = length;
+
+ double coefficientOne = (n * (n + 1)) / ((n - 1) * (n - 2) * (n - 3));
+ double termTwo = ((3 * Math.pow(n - 1, 2.0)) / ((n - 2) * (n - 3)));
+
+ // Calculate kurtosis
+ kurt = (coefficientOne * accum3) - termTwo;
+
+ return kurt;
+ }
+
}
1.3 +43 -16
jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/moment/Variance.java
Index: Variance.java
===================================================================
RCS file:
/home/cvs/jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/moment/Variance.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -u -r1.2 -r1.3
--- Variance.java 7 Jul 2003 02:15:19 -0000 1.2
+++ Variance.java 7 Jul 2003 23:06:47 -0000 1.3
@@ -53,29 +53,37 @@
*/
package org.apache.commons.math.stat.univariate.moment;
-import org
- .apache
- .commons
- .math
- .stat
- .univariate
- .AbstractStorelessUnivariateStatistic;
+import org.apache.commons.math.stat.univariate.AbstractStorelessUnivariateStatistic;
/**
- * @author Mark Diggory
+ *
*
*/
-public class Variance extends SecondMoment {
+public class Variance extends AbstractStorelessUnivariateStatistic{
- private double variance = Double.NaN;
+ protected double variance = Double.NaN;
+ protected SecondMoment moment = null;
+
+ protected boolean incMoment = true;
+
+ public Variance(){
+ moment = new SecondMoment();
+ }
+
+ public Variance(SecondMoment m2){
+ incMoment = false;
+ this.moment = m2;
+ }
/**
* @see
org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic#increment(double)
*/
public double increment(double d) {
- super.increment(d);
-
- variance = (n < 1) ? 0.0 : m2 / (double)(n - 1);
+ if (incMoment) {
+ moment.increment(d);
+ }
+
+ variance = (moment.n < 1) ? 0.0 : moment.m2 / (double)(moment.n - 1);
return variance;
}
@@ -91,11 +99,30 @@
* @see
org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic#clear()
*/
public void clear() {
- super.clear();
+ if (incMoment) {
+ moment.clear();
+ }
variance = Double.NaN;
}
- /* (non-Javadoc)
+ /*UnvariateStatistic Approach */
+
+ Mean mean = new Mean();
+
+ /**
+ * Returns the variance of the available values. This uses a corrected
+ * two pass algorithm of the following
+ * <a href="http://lib-www.lanl.gov/numerical/bookcpdf/c14-1.pdf";>
+ * corrected two pass formula (14.1.8)</a>, and also referenced in:<p/>
+ * "Algorithms for Computing the Sample Variance: Analysis and
+ * Recommendations", Chan, T.F., Golub, G.H., and LeVeque, R.J.
+ * 1983, American Statistician, vol. 37, pp. 242?247.
+ *
+ * @param values Is a double[] containing the values
+ * @param begin processing at this point in the array
+ * @param length processing at this point in the array
+ * @return the result, Double.NaN if no values for an empty array
+ * or 0.0 for a single value set.
* @see
org.apache.commons.math.stat.univariate.UnivariateStatistic#evaluate(double[], int,
int)
*/
public double evaluate(double[] values, int begin, int length) {
@@ -103,7 +130,7 @@
if (values.length == 1) {
var = 0;
} else if (values.length > 1) {
- double m = super.evaluate(values, begin, length);
+ double m = mean.evaluate(values, begin, length);
double accum = 0.0;
double accum2 = 0.0;
for (int i = begin; i < begin + length; i++) {
1.3 +92 -55
jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/moment/Skewness.java
Index: Skewness.java
===================================================================
RCS file:
/home/cvs/jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/moment/Skewness.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -u -r1.2 -r1.3
--- Skewness.java 7 Jul 2003 02:15:19 -0000 1.2
+++ Skewness.java 7 Jul 2003 23:06:47 -0000 1.3
@@ -53,28 +53,51 @@
*/
package org.apache.commons.math.stat.univariate.moment;
+import org
+ .apache
+ .commons
+ .math
+ .stat
+ .univariate
+ .AbstractStorelessUnivariateStatistic;
+
/**
- * @author Mark Diggory
+ *
*
*/
-public class Skewness extends ThirdMoment {
+public class Skewness extends AbstractStorelessUnivariateStatistic {
private double skewness = Double.NaN;
+ protected ThirdMoment moment = null;
+
+ protected boolean incMoment = true;
+
+ public Skewness() {
+ moment = new ThirdMoment();
+ }
+
+ public Skewness(ThirdMoment m3) {
+ incMoment = false;
+ this.moment = m3;
+ }
+
/**
* @see
org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic#increment(double)
*/
public double increment(double d) {
+ if (incMoment) {
+ moment.increment(d);
+ }
- super.increment(d);
-
- double variance = (n <= 1) ? 0.0 : m2 / (double) (n - 1);
+ double variance =
+ (moment.n < 1) ? 0.0 : moment.m2 / (double) (moment.n - 1);
skewness =
- (n <= 2 || variance < 10E-20)
+ (moment.n <= 2 || variance < 10E-20)
? 0.0
- : (((double) n) * m3)
- / ((n - 1) * (n - 2) * Math.sqrt(variance) * variance);
+ : (moment.n0 * moment.m3)
+ / (moment.n1 * moment.n2 * Math.sqrt(variance) * variance);
return skewness;
}
@@ -90,55 +113,69 @@
* @see
org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic#clear()
*/
public void clear() {
- super.clear();
+ if (incMoment) {
+ moment.clear();
+ }
skewness = Double.NaN;
}
+ /*UnvariateStatistic Approach */
+
+ Mean mean = new Mean();
+
/**
- * Returns the skewness of a collection of values. Skewness is a
- * measure of the assymetry of a given distribution.
- * @param values Is a double[] containing the values
- * @param begin processing at this point in the array
- * @param length processing at this point in the array
- * @return the skewness of the values or Double.NaN if the array is empty
- */
- public double evaluate(double[] values, int begin, int length) {
-
- test(values, begin, length);
-
- // Initialize the skewness
- double skew = Double.NaN;
-
- // Get the mean and the standard deviation
- double mean = super.evaluate(values, begin, length);
-
- // Calc the std, this is implemented here instead of using the
- // standardDeviation method eliminate a duplicate pass to get the mean
- double accum = 0.0;
- double accum2 = 0.0;
- for (int i = begin; i < begin + length; i++) {
- accum += Math.pow((values[i] - mean), 2.0);
- accum2 += (values[i] - mean);
- }
- double stdDev =
- Math.sqrt(
- (accum - (Math.pow(accum2, 2) / ((double) length)))
- / (double) (length - 1));
-
- // Calculate the skew as the sum the cubes of the distance
- // from the mean divided by the standard deviation.
- double accum3 = 0.0;
- for (int i = begin; i < begin + length; i++) {
- accum3 += Math.pow((values[i] - mean) / stdDev, 3.0);
- }
-
- // Get N
- double n = length;
-
- // Calculate skewness
- skew = (n / ((n - 1) * (n - 2))) * accum3;
-
- return skew;
- }
-
+ * This algorithm uses a corrected two pass algorithm of the following
+ * <a href="http://lib-www.lanl.gov/numerical/bookcpdf/c14-1.pdf";>
+ * corrected two pass formula (14.1.8)</a>, and also referenced in:<p/>
+ * "Algorithms for Computing the Sample Variance: Analysis and
+ * Recommendations", Chan, T.F., Golub, G.H., and LeVeque, R.J.
+ * 1983, American Statistician, vol. 37, pp. 242?247.
+ * <p/>
+ * Returns the skewness of a collection of values. Skewness is a
+ * measure of the assymetry of a given distribution.
+ * @param values Is a double[] containing the values
+ * @param begin processing at this point in the array
+ * @param length processing at this point in the array
+ * @return the skewness of the values or Double.NaN if the array is empty
+ * @see
org.apache.commons.math.stat.univariate.UnivariateStatistic#evaluate(double[], int,
int)
+ */
+ public double evaluate(double[] values, int begin, int length) {
+
+ test(values, begin, length);
+
+ // Initialize the skewness
+ double skew = Double.NaN;
+
+ // Get the mean and the standard deviation
+ double m = mean.evaluate(values, begin, length);
+
+ // Calc the std, this is implemented here instead of using the
+ // standardDeviation method eliminate a duplicate pass to get the mean
+ double accum = 0.0;
+ double accum2 = 0.0;
+ for (int i = begin; i < begin + length; i++) {
+ accum += Math.pow((values[i] - m), 2.0);
+ accum2 += (values[i] - m);
+ }
+ double stdDev =
+ Math.sqrt(
+ (accum - (Math.pow(accum2, 2) / ((double) length)))
+ / (double) (length - 1));
+
+ // Calculate the skew as the sum the cubes of the distance
+ // from the mean divided by the standard deviation.
+ double accum3 = 0.0;
+ for (int i = begin; i < begin + length; i++) {
+ accum3 += Math.pow((values[i] - m) / stdDev, 3.0);
+ }
+
+ // Get N
+ double n = length;
+
+ // Calculate skewness
+ skew = (n / ((n - 1) * (n - 2))) * accum3;
+
+ return skew;
+ }
+
}
1.3 +24 -14
jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/moment/StandardDeviation.java
Index: StandardDeviation.java
===================================================================
RCS file:
/home/cvs/jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/moment/StandardDeviation.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -u -r1.2 -r1.3
--- StandardDeviation.java 7 Jul 2003 02:15:19 -0000 1.2
+++ StandardDeviation.java 7 Jul 2003 23:06:47 -0000 1.3
@@ -53,47 +53,57 @@
*/
package org.apache.commons.math.stat.univariate.moment;
-import org.apache.commons.math.stat.univariate.AbstractStorelessUnivariateStatistic;
-
/**
- * @author Mark Diggory
+ *
*
*/
-public class StandardDeviation extends AbstractStorelessUnivariateStatistic {
+public class StandardDeviation extends Variance {
- private double value = Double.NaN;
+ private double std = Double.NaN;
- private Variance var = new Variance();
+ public StandardDeviation(){
+ super();
+ }
+
+ public StandardDeviation(SecondMoment m2){
+ super(m2);
+ }
/**
* @see
org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic#increment(double)
*/
public double increment(double d) {
- var.increment(d);
- value = Math.sqrt(var.getValue());
- return value;
+ super.increment(d);
+ std = (variance != 0.0) ? Math.sqrt(variance) : 0.0;
+ return std;
}
/**
* @see
org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic#getValue()
*/
public double getValue() {
- return value;
+ return std;
}
/**
* @see
org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic#clear()
*/
public void clear() {
- var.clear();
- value = Double.NaN;
+ super.clear();
+ std = Double.NaN;
}
- /* (non-Javadoc)
+ /**
+ * Returns the Standard Deviation on an array of values.
+ * @param values Is a double[] containing the values
+ * @param begin processing at this point in the array
+ * @param length processing at this point in the array
+ * @return the result, Double.NaN if no values for an empty array
+ * or 0.0 for a single value set.
* @see
org.apache.commons.math.stat.univariate.UnivariateStatistic#evaluate(double[], int,
int)
*/
public double evaluate(double[] values, int begin, int length) {
- double tmp = var.evaluate(values, begin, length);
+ double tmp = super.evaluate(values, begin, length);
return tmp != 0.0 ? Math.sqrt(tmp) : 0.0;
}
1.3 +14 -17
jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/moment/SecondMoment.java
Index: SecondMoment.java
===================================================================
RCS file:
/home/cvs/jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/moment/SecondMoment.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -u -r1.2 -r1.3
--- SecondMoment.java 7 Jul 2003 02:15:19 -0000 1.2
+++ SecondMoment.java 7 Jul 2003 23:06:47 -0000 1.3
@@ -53,23 +53,18 @@
*/
package org.apache.commons.math.stat.univariate.moment;
-import org
- .apache
- .commons
- .math
- .stat
- .univariate
- .AbstractStorelessUnivariateStatistic;
-
/**
- * @author Mark Diggory
+ *
*
*/
-public class SecondMoment extends Mean {
+public class SecondMoment extends FirstMoment {
/** second moment of values that have been added */
protected double m2 = Double.NaN;
+ /** temporary internal state made availabel for higher order moments */
+ protected double n1 = 0.0;
+
/**
* @see
org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic#increment(double)
*/
@@ -77,16 +72,17 @@
if (n < 1) {
m1 = m2 = 0.0;
}
+
+ /* increment m1 and _n0, _dev, _v) */
+ super.increment(d);
- n++;
-
- double dev = d - m1;
- double v = dev / ((double) n);
-
- m2 += ((double)(n - 1)) * dev * v;
- m1 += v;
+ n1 = n0 - 1;
+
+ /* increment and return m2 */
+ m2 += n1 * dev * v;
return m2;
+
}
/**
@@ -95,6 +91,7 @@
public void clear() {
super.clear();
m2 = Double.NaN;
+ n1 = 0.0;
}
/**
1.1
jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/moment/FirstMoment.java
Index: FirstMoment.java
===================================================================
/* ====================================================================
* The Apache Software License, Version 1.1
*
* Copyright (c) 2003 The Apache Software Foundation. All rights
* reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
*
* 1. Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
*
* 2. Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in
* the documentation and/or other materials provided with the
* distribution.
*
* 3. The end-user documentation included with the redistribution, if
* any, must include the following acknowlegement:
* "This product includes software developed by the
* Apache Software Foundation (http://www.apache.org/)."
* Alternately, this acknowlegement may appear in the software itself,
* if and wherever such third-party acknowlegements normally appear.
*
* 4. The names "The Jakarta Project", "Commons", and "Apache Software
* Foundation" must not be used to endorse or promote products derived
* from this software without prior written permission. For written
* permission, please contact [EMAIL PROTECTED]
*
* 5. Products derived from this software may not be called "Apache"
* nor may "Apache" appear in their names without prior written
* permission of the Apache Software Foundation.
*
* THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
* WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
* OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
* DISCLAIMED. IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR
* ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
* SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
* LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
* USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
* OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
* OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
* SUCH DAMAGE.
* ====================================================================
*
* This software consists of voluntary contributions made by many
* individuals on behalf of the Apache Software Foundation. For more
* information on the Apache Software Foundation, please see
* <http://www.apache.org/>.
*/
package org.apache.commons.math.stat.univariate.moment;
import org.apache.commons.math.stat.univariate.AbstractStorelessUnivariateStatistic;
/**
*
*/
public class FirstMoment extends AbstractStorelessUnivariateStatistic {
/** count of values that have been added */
protected int n = 0;
/** first moment of values that have been added */
protected double m1 = Double.NaN;
/** temporary internal state made available for higher order moments */
protected double dev = 0.0;
/** temporary internal state made available for higher order moments */
protected double v = 0.0;
/** temporary internal state made available for higher order moments */
protected double n0 = 0.0;
/**
* @see
org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic#increment(double)
*/
public double increment(double d) {
if (n < 1) {
m1 = 0.0;
}
n++;
dev = d - m1;
n0 = (double)n;
v = dev / n0;
return m1 += v;
}
/**
* @see
org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic#clear()
*/
public void clear() {
m1 = Double.NaN;
n = 0;
dev = 0.0;
v = 0.0;
n0 = 0.0;
}
/**
* @see
org.apache.commons.math.stat.univariate.StorelessUnivariateStatistic#getValue()
*/
public double getValue() {
return m1;
}
}
1.3 +5 -1
jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/summary/SumOfSquares.java
Index: SumOfSquares.java
===================================================================
RCS file:
/home/cvs/jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/summary/SumOfSquares.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -u -r1.2 -r1.3
--- SumOfSquares.java 7 Jul 2003 02:15:19 -0000 1.2
+++ SumOfSquares.java 7 Jul 2003 23:06:48 -0000 1.3
@@ -62,7 +62,6 @@
.AbstractStorelessUnivariateStatistic;
/**
- * @author Mark Diggory
*
*/
public class SumOfSquares extends AbstractStorelessUnivariateStatistic {
@@ -99,6 +98,11 @@
}
/**
+ * Returns the sum of the squares of the available values.
+ * @param values Is a double[] containing the values
+ * @param begin processing at this point in the array
+ * @param length processing at this point in the array
+ * @return the sum of the squared values or Double.NaN if the array is empty
* @see
org.apache.commons.math.stat.univariate.UnivariateStatistic#evaluate(double[], int,
int)
*/
public double evaluate(double[] values, int begin, int length) {
1.3 +6 -1
jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/summary/Product.java
Index: Product.java
===================================================================
RCS file:
/home/cvs/jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/summary/Product.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -u -r1.2 -r1.3
--- Product.java 7 Jul 2003 02:15:19 -0000 1.2
+++ Product.java 7 Jul 2003 23:06:48 -0000 1.3
@@ -62,7 +62,7 @@
.AbstractStorelessUnivariateStatistic;
/**
- * @author Mark Diggory
+ *
*/
public class Product extends AbstractStorelessUnivariateStatistic {
@@ -99,6 +99,11 @@
}
/**
+ * Returns the product for this collection of values
+ * @param values Is a double[] containing the values
+ * @param begin processing at this point in the array
+ * @param length processing at this point in the array
+ * @return the product values or Double.NaN if the array is empty
* @see
org.apache.commons.math.stat.univariate.UnivariateStatistic#evaluate(double[], int,
int)
*/
public double evaluate(double[] values, int begin, int length) {
1.3 +5 -1
jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/summary/Sum.java
Index: Sum.java
===================================================================
RCS file:
/home/cvs/jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/summary/Sum.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -u -r1.2 -r1.3
--- Sum.java 7 Jul 2003 02:15:19 -0000 1.2
+++ Sum.java 7 Jul 2003 23:06:48 -0000 1.3
@@ -62,7 +62,6 @@
.AbstractStorelessUnivariateStatistic;
/**
- * @author Mark Diggory
*
*/
public class Sum extends AbstractStorelessUnivariateStatistic {
@@ -99,6 +98,11 @@
}
/**
+ * The sum of the values that have been added to Univariate.
+ * @param values Is a double[] containing the values
+ * @param begin processing at this point in the array
+ * @param length processing at this point in the array
+ * @return the sum of the values or Double.NaN if the array is empty
* @see
org.apache.commons.math.stat.univariate.UnivariateStatistic#evaluate(double[], int,
int)
*/
public double evaluate(double[] values, int begin, int length) {
1.3 +5 -1
jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/summary/SumOfLogs.java
Index: SumOfLogs.java
===================================================================
RCS file:
/home/cvs/jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/summary/SumOfLogs.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -u -r1.2 -r1.3
--- SumOfLogs.java 7 Jul 2003 02:15:19 -0000 1.2
+++ SumOfLogs.java 7 Jul 2003 23:06:48 -0000 1.3
@@ -62,7 +62,6 @@
.AbstractStorelessUnivariateStatistic;
/**
- * @author Mark Diggory
*
*/
public class SumOfLogs extends AbstractStorelessUnivariateStatistic {
@@ -100,6 +99,11 @@
}
/**
+ * Returns the sum of the natural logs for this collection of values
+ * @param values Is a double[] containing the values
+ * @param begin processing at this point in the array
+ * @param length processing at this point in the array
+ * @return the sumLog value or Double.NaN if the array is empty
* @see
org.apache.commons.math.stat.univariate.UnivariateStatistic#evaluate(double[], int,
int)
*/
public double evaluate(double[] values, int begin, int length) {
1.2 +1 -1
jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/rank/Median.java
Index: Median.java
===================================================================
RCS file:
/home/cvs/jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/rank/Median.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -u -r1.1 -r1.2
--- Median.java 5 Jul 2003 18:23:52 -0000 1.1
+++ Median.java 7 Jul 2003 23:06:48 -0000 1.2
@@ -55,7 +55,7 @@
/**
- * @author Mark Diggory
+ *
*/
public class Median extends Percentile {
1.3 +1 -1
jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/rank/Max.java
Index: Max.java
===================================================================
RCS file:
/home/cvs/jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/rank/Max.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -u -r1.2 -r1.3
--- Max.java 7 Jul 2003 02:15:19 -0000 1.2
+++ Max.java 7 Jul 2003 23:06:48 -0000 1.3
@@ -62,7 +62,7 @@
.AbstractStorelessUnivariateStatistic;
/**
- * @author Mark Diggory
+ *
*/
public class Max extends AbstractStorelessUnivariateStatistic {
1.3 +1 -1
jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/rank/Min.java
Index: Min.java
===================================================================
RCS file:
/home/cvs/jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/rank/Min.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -u -r1.2 -r1.3
--- Min.java 7 Jul 2003 02:15:19 -0000 1.2
+++ Min.java 7 Jul 2003 23:06:48 -0000 1.3
@@ -62,7 +62,7 @@
.AbstractStorelessUnivariateStatistic;
/**
- * @author Mark Diggory
+ *
*/
public class Min extends AbstractStorelessUnivariateStatistic {
1.3 +1 -3
jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/rank/Percentile.java
Index: Percentile.java
===================================================================
RCS file:
/home/cvs/jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/univariate/rank/Percentile.java,v
retrieving revision 1.2
retrieving revision 1.3
diff -u -r1.2 -r1.3
--- Percentile.java 7 Jul 2003 02:15:19 -0000 1.2
+++ Percentile.java 7 Jul 2003 23:06:48 -0000 1.3
@@ -57,9 +57,7 @@
import org.apache.commons.math.stat.univariate.AbstractUnivariateStatistic;
/**
- * @author <a href="mailto:[EMAIL PROTECTED]">Tim O'Brien</a>
- * @author Mark Diggory
- * @author <a href="mailto:[EMAIL PROTECTED]">Phil Steitz</a>
+ *
*/
public class Percentile extends AbstractUnivariateStatistic {
---------------------------------------------------------------------
To unsubscribe, e-mail: [EMAIL PROTECTED]
For additional commands, e-mail: [EMAIL PROTECTED]
