/*
* 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.util.FastMath;
import org.apache.commons.math3.util.MathUtils;
Computes the sample standard deviation. The standard deviation is the positive square root of the variance. This implementation wraps a Variance
instance. The isBiasCorrected
property of the wrapped Variance instance is exposed, so that this class can be used to compute both the "sample standard deviation" (the square root of the bias-corrected "sample variance") or the "population standard deviation" (the square root of the non-bias-corrected "population variance"). See Variance
for more information.
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.
/**
* Computes the sample standard deviation. The standard deviation
* is the positive square root of the variance. This implementation wraps a
* {@link Variance} instance. The <code>isBiasCorrected</code> property of the
* wrapped Variance instance is exposed, so that this class can be used to
* compute both the "sample standard deviation" (the square root of the
* bias-corrected "sample variance") or the "population standard deviation"
* (the square root of the non-bias-corrected "population variance"). See
* {@link Variance} for more information.
* <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 StandardDeviation extends AbstractStorelessUnivariateStatistic
implements Serializable {
Serializable version identifier /** Serializable version identifier */
private static final long serialVersionUID = 5728716329662425188L;
Wrapped Variance instance /** Wrapped Variance instance */
private Variance variance = null;
Constructs a StandardDeviation. Sets the underlying Variance
instance's isBiasCorrected
property to true.
/**
* Constructs a StandardDeviation. Sets the underlying {@link Variance}
* instance's <code>isBiasCorrected</code> property to true.
*/
public StandardDeviation() {
variance = new Variance();
}
Constructs a StandardDeviation from an external second moment.
Params: - m2 – the external moment
/**
* Constructs a StandardDeviation from an external second moment.
*
* @param m2 the external moment
*/
public StandardDeviation(final SecondMoment m2) {
variance = new Variance(m2);
}
Copy constructor, creates a new StandardDeviation
identical to the original
Params: - original – the
StandardDeviation
instance to copy
Throws: - NullArgumentException – if original is null
/**
* Copy constructor, creates a new {@code StandardDeviation} identical
* to the {@code original}
*
* @param original the {@code StandardDeviation} instance to copy
* @throws NullArgumentException if original is null
*/
public StandardDeviation(StandardDeviation original) throws NullArgumentException {
copy(original, this);
}
Contructs a StandardDeviation with the specified value for the
isBiasCorrected
property. If this property is set to
true
, the Variance
used in computing results will use the bias-corrected, or "sample" formula. See Variance
for details. Params: - isBiasCorrected – whether or not the variance computation will use
the bias-corrected formula
/**
* Contructs a StandardDeviation with the specified value for the
* <code>isBiasCorrected</code> property. If this property is set to
* <code>true</code>, the {@link Variance} used in computing results will
* use the bias-corrected, or "sample" formula. See {@link Variance} for
* details.
*
* @param isBiasCorrected whether or not the variance computation will use
* the bias-corrected formula
*/
public StandardDeviation(boolean isBiasCorrected) {
variance = new Variance(isBiasCorrected);
}
Contructs a StandardDeviation with the specified value for the
isBiasCorrected
property and the supplied external moment.
If isBiasCorrected
is set to true
, the Variance
used in computing results will use the bias-corrected, or "sample" formula. See Variance
for details. Params: - isBiasCorrected – whether or not the variance computation will use
the bias-corrected formula
- m2 – the external moment
/**
* Contructs a StandardDeviation with the specified value for the
* <code>isBiasCorrected</code> property and the supplied external moment.
* If <code>isBiasCorrected</code> is set to <code>true</code>, the
* {@link Variance} used in computing results will use the bias-corrected,
* or "sample" formula. See {@link Variance} for details.
*
* @param isBiasCorrected whether or not the variance computation will use
* the bias-corrected formula
* @param m2 the external moment
*/
public StandardDeviation(boolean isBiasCorrected, SecondMoment m2) {
variance = new Variance(isBiasCorrected, m2);
}
{@inheritDoc}
/**
* {@inheritDoc}
*/
@Override
public void increment(final double d) {
variance.increment(d);
}
{@inheritDoc}
/**
* {@inheritDoc}
*/
public long getN() {
return variance.getN();
}
{@inheritDoc}
/**
* {@inheritDoc}
*/
@Override
public double getResult() {
return FastMath.sqrt(variance.getResult());
}
{@inheritDoc}
/**
* {@inheritDoc}
*/
@Override
public void clear() {
variance.clear();
}
Returns the Standard Deviation of the entries in the input array, or
Double.NaN
if the array is empty.
Returns 0 for a single-value (i.e. length = 1) sample.
Throws MathIllegalArgumentException
if the array is null.
Does not change the internal state of the statistic.
Params: - values – the input array
Throws: - MathIllegalArgumentException – if the array is null
Returns: the standard deviation of the values or Double.NaN if length = 0
/**
* Returns the Standard Deviation of the entries in the input array, or
* <code>Double.NaN</code> if the array is empty.
* <p>
* Returns 0 for a single-value (i.e. length = 1) sample.</p>
* <p>
* Throws <code>MathIllegalArgumentException</code> if the array is null.</p>
* <p>
* Does not change the internal state of the statistic.</p>
*
* @param values the input array
* @return the standard deviation of the values or Double.NaN if length = 0
* @throws MathIllegalArgumentException if the array is null
*/
@Override
public double evaluate(final double[] values) throws MathIllegalArgumentException {
return FastMath.sqrt(variance.evaluate(values));
}
Returns the Standard Deviation of the entries in the specified portion of
the input array, or Double.NaN
if the designated subarray
is empty.
Returns 0 for a single-value (i.e. length = 1) sample.
Throws MathIllegalArgumentException
if the array is null.
Does not change the internal state of the statistic.
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 standard deviation of the values or Double.NaN if length = 0
/**
* Returns the Standard Deviation of the entries in the specified portion of
* the input array, or <code>Double.NaN</code> if the designated subarray
* is empty.
* <p>
* Returns 0 for a single-value (i.e. length = 1) sample. </p>
* <p>
* Throws <code>MathIllegalArgumentException</code> if the array is null.</p>
* <p>
* Does not change the internal state of the statistic.</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 standard deviation 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 {
return FastMath.sqrt(variance.evaluate(values, begin, length));
}
Returns the Standard Deviation of the entries in the specified portion of
the input array, using the precomputed mean value. Returns
Double.NaN
if the designated subarray is empty.
Returns 0 for a single-value (i.e. length = 1) sample.
The formula used assumes that the supplied mean value is the arithmetic
mean of the sample data, not a known population parameter. This method
is supplied only to save computation when the mean has already been
computed.
Throws IllegalArgumentException
if the array is null.
Does not change the internal state of the statistic.
Params: - values – the input array
- mean – the precomputed mean value
- 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 standard deviation of the values or Double.NaN if length = 0
/**
* Returns the Standard Deviation of the entries in the specified portion of
* the input array, using the precomputed mean value. Returns
* <code>Double.NaN</code> if the designated subarray is empty.
* <p>
* Returns 0 for a single-value (i.e. length = 1) sample.</p>
* <p>
* The formula used assumes that the supplied mean value is the arithmetic
* mean of the sample data, not a known population parameter. This method
* is supplied only to save computation when the mean has already been
* computed.</p>
* <p>
* Throws <code>IllegalArgumentException</code> if the array is null.</p>
* <p>
* Does not change the internal state of the statistic.</p>
*
* @param values the input array
* @param mean the precomputed mean value
* @param begin index of the first array element to include
* @param length the number of elements to include
* @return the standard deviation of the values or Double.NaN if length = 0
* @throws MathIllegalArgumentException if the array is null or the array index
* parameters are not valid
*/
public double evaluate(final double[] values, final double mean,
final int begin, final int length) throws MathIllegalArgumentException {
return FastMath.sqrt(variance.evaluate(values, mean, begin, length));
}
Returns the Standard Deviation of the entries in the input array, using
the precomputed mean value. Returns
Double.NaN
if the designated subarray is empty.
Returns 0 for a single-value (i.e. length = 1) sample.
The formula used assumes that the supplied mean value is the arithmetic
mean of the sample data, not a known population parameter. This method
is supplied only to save computation when the mean has already been
computed.
Throws MathIllegalArgumentException
if the array is null.
Does not change the internal state of the statistic.
Params: - values – the input array
- mean – the precomputed mean value
Throws: - MathIllegalArgumentException – if the array is null
Returns: the standard deviation of the values or Double.NaN if length = 0
/**
* Returns the Standard Deviation of the entries in the input array, using
* the precomputed mean value. Returns
* <code>Double.NaN</code> if the designated subarray is empty.
* <p>
* Returns 0 for a single-value (i.e. length = 1) sample.</p>
* <p>
* The formula used assumes that the supplied mean value is the arithmetic
* mean of the sample data, not a known population parameter. This method
* is supplied only to save computation when the mean has already been
* computed.</p>
* <p>
* Throws <code>MathIllegalArgumentException</code> if the array is null.</p>
* <p>
* Does not change the internal state of the statistic.</p>
*
* @param values the input array
* @param mean the precomputed mean value
* @return the standard deviation of the values or Double.NaN if length = 0
* @throws MathIllegalArgumentException if the array is null
*/
public double evaluate(final double[] values, final double mean)
throws MathIllegalArgumentException {
return FastMath.sqrt(variance.evaluate(values, mean));
}
Returns: Returns the isBiasCorrected.
/**
* @return Returns the isBiasCorrected.
*/
public boolean isBiasCorrected() {
return variance.isBiasCorrected();
}
Params: - isBiasCorrected – The isBiasCorrected to set.
/**
* @param isBiasCorrected The isBiasCorrected to set.
*/
public void setBiasCorrected(boolean isBiasCorrected) {
variance.setBiasCorrected(isBiasCorrected);
}
{@inheritDoc}
/**
* {@inheritDoc}
*/
@Override
public StandardDeviation copy() {
StandardDeviation result = new StandardDeviation();
// 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 – StandardDeviation to copy
- dest – StandardDeviation 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 StandardDeviation to copy
* @param dest StandardDeviation to copy to
* @throws NullArgumentException if either source or dest is null
*/
public static void copy(StandardDeviation source, StandardDeviation dest)
throws NullArgumentException {
MathUtils.checkNotNull(source);
MathUtils.checkNotNull(dest);
dest.setData(source.getDataRef());
dest.variance = source.variance.copy();
}
}