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* 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.
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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;
Computes the arithmetic mean of a set of values. Uses the definitional
formula:
mean = sum(x_i) / n
where n
is the number of observations.
When increment(double)
is used to add data incrementally from a stream of (unstored) values, the value of the statistic that getResult()
returns is computed using the following recursive updating algorithm:
- Initialize
m =
the first value
- For each additional value, update using
m = m + (new value - m) / (number of observations)
If AbstractStorelessUnivariateStatistic.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.
Returns Double.NaN
if the dataset is empty. Note that
Double.NaN may also be returned if the input includes NaN and / or infinite
values.
Note that this implementation is not synchronized. If
multiple threads access an instance of this class concurrently, and at least
one of the threads invokes the increment()
or
clear()
method, it must be synchronized externally.
/**
* <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 /** Serializable version identifier */
private static final long serialVersionUID = -1296043746617791564L;
First moment on which this statistic is based. /** First moment on which this statistic is based. */
protected FirstMoment moment;
Determines whether or not this statistic can be incremented or cleared.
Statistics based on (constructed from) external moments cannot
be incremented or cleared.
/**
* 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. /** Constructs a Mean. */
public Mean() {
incMoment = true;
moment = new FirstMoment();
}
Constructs a Mean with an External Moment.
Params: - m1 – the moment
/**
* 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 Mean
identical to the original
Params: - original – the
Mean
instance to copy
Throws: - NullArgumentException – if original is null
/**
* 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}
Note that when Mean(FirstMoment)
is used to create a Mean, this method does nothing. In that case, the FirstMoment should be incremented directly.
/**
* {@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}
/**
* {@inheritDoc}
*/
@Override
public void clear() {
if (incMoment) {
moment.clear();
}
}
{@inheritDoc}
/**
* {@inheritDoc}
*/
@Override
public double getResult() {
return moment.m1;
}
{@inheritDoc}
/**
* {@inheritDoc}
*/
public long getN() {
return moment.getN();
}
Returns the arithmetic mean of the entries in the specified portion of
the input array, or Double.NaN
if the designated subarray
is empty.
Throws IllegalArgumentException
if the array is null.
See Mean
for details on the computing algorithm.
Params: - values – the input array
- begin – index of the first array element to include
- length – the number of elements to include
Throws: - MathIllegalArgumentException – if the array is null or the array index
parameters are not valid
Returns: the mean of the values or Double.NaN if length = 0
/**
* 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 Double.NaN
if the designated subarray
is empty.
Throws IllegalArgumentException
if either array is null.
See 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.
Throws IllegalArgumentException
if any of the following are true:
- the values array is null
- the weights array is null
- the weights array does not have the same length as the values array
- the weights array contains one or more infinite values
- the weights array contains one or more NaN values
- the weights array contains negative values
- the start and length arguments do not determine a valid array
Params: - values – the input array
- weights – the weights array
- begin – index of the first array element to include
- length – the number of elements to include
Throws: - MathIllegalArgumentException – if the parameters are not valid
Returns: the mean of the values or Double.NaN if length = 0 Since: 2.1
/**
* 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.
Throws MathIllegalArgumentException
if either array is null.
See 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.
Throws MathIllegalArgumentException
if any of the following are true:
- the values array is null
- the weights array is null
- the weights array does not have the same length as the values array
- the weights array contains one or more infinite values
- the weights array contains one or more NaN values
- the weights array contains negative values
Params: - values – the input array
- weights – the weights array
Throws: - MathIllegalArgumentException – if the parameters are not valid
Returns: the mean of the values or Double.NaN if length = 0 Since: 2.1
/**
* 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}
/**
* {@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.
Neither source nor dest can be null.
Params: - source – Mean to copy
- dest – Mean to copy to
Throws: - NullArgumentException – if either source or dest is null
/**
* 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();
}
}