| /** |
| * 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 com.datatorrent.lib.statistics; |
| |
| import java.util.ArrayList; |
| |
| import com.datatorrent.api.DefaultInputPort; |
| import com.datatorrent.api.DefaultOutputPort; |
| import com.datatorrent.api.annotation.OperatorAnnotation; |
| import com.datatorrent.api.annotation.OutputPortFieldAnnotation; |
| import com.datatorrent.common.util.BaseOperator; |
| |
| /** |
| * An implementation of BaseOperator that computes variance and standard deviation over incoming data. <br> |
| * <p> |
| * <b>Input Port(s) : </b><br> |
| * <b>data : </b> Data values input port. <br> |
| * <br> |
| * <b>Output Port(s) : </b> <br> |
| * <b>variance : </b>Variance value output port. <br> |
| * <b>standardDeviatin : </b>Variance value output port. <br> |
| * <br> |
| * <b>StateFull : Yes</b>, value are aggregated over application window. <br> |
| * <b>Partitions : No</b>, no will yield wrong results. <br> |
| * <br> |
| * @displayName Standard Deviation |
| * @category Stats and Aggregations |
| * @tags numeric, math, calculation, sum, count |
| * @since 0.3.4 |
| */ |
| @OperatorAnnotation(partitionable = false) |
| public class StandardDeviation extends BaseOperator |
| { |
| private ArrayList<Double> values = new ArrayList<Double>(); |
| |
| /** |
| * Input data port that takes in a number. |
| */ |
| public final transient DefaultInputPort<Number> data = new DefaultInputPort<Number>() |
| { |
| /** |
| * Computes sum and count with each tuple |
| */ |
| @Override |
| public void process(Number tuple) |
| { |
| values.add(tuple.doubleValue()); |
| } |
| }; |
| |
| /** |
| * Variance output port. |
| */ |
| @OutputPortFieldAnnotation(optional = true) |
| public final transient DefaultOutputPort<Number> variance = new DefaultOutputPort<Number>(); |
| |
| /** |
| * Standard deviation output port. |
| */ |
| public final transient DefaultOutputPort<Number> standardDeviation = new DefaultOutputPort<Number>(); |
| |
| /** |
| * End window. |
| */ |
| @Override |
| public void endWindow() |
| { |
| // no values. |
| if (values.size() == 0) { |
| return; |
| } |
| |
| // get mean first. |
| double mean = 0.0; |
| for (Double value : values) { |
| mean += value; |
| } |
| mean = mean / values.size(); |
| |
| // get variance |
| double outVal = 0.0; |
| for (Double value : values) { |
| outVal += (value - mean) * (value - mean); |
| } |
| outVal = outVal / values.size(); |
| if (variance.isConnected()) { |
| variance.emit(outVal); |
| } |
| |
| // get standard deviation |
| standardDeviation.emit(Math.sqrt(outVal)); |
| |
| values = new ArrayList<Double>(); |
| } |
| } |