| /* |
| * 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.math.stat.descriptive; |
| |
| import java.io.Serializable; |
| |
| import org.apache.commons.discovery.tools.DiscoverClass; |
| import org.apache.commons.math.stat.descriptive.moment.GeometricMean; |
| import org.apache.commons.math.stat.descriptive.moment.Mean; |
| import org.apache.commons.math.stat.descriptive.moment.SecondMoment; |
| import org.apache.commons.math.stat.descriptive.moment.Variance; |
| import org.apache.commons.math.stat.descriptive.rank.Max; |
| import org.apache.commons.math.stat.descriptive.rank.Min; |
| import org.apache.commons.math.stat.descriptive.summary.Sum; |
| import org.apache.commons.math.stat.descriptive.summary.SumOfLogs; |
| import org.apache.commons.math.stat.descriptive.summary.SumOfSquares; |
| import org.apache.commons.math.util.MathUtils; |
| |
| /** |
| * <p>Computes summary statistics for a stream of data values added using the |
| * {@link #addValue(double) addValue} method. The data values are not stored in |
| * memory, so this class can be used to compute statistics for very large |
| * data streams.</p> |
| * |
| * <p>The {@link StorelessUnivariateStatistic} instances used to maintain |
| * summary state and compute statistics are configurable via setters. |
| * For example, the default implementation for the variance can be overridden by |
| * calling {@link #setVarianceImpl(StorelessUnivariateStatistic)}. Actual |
| * parameters to these methods must implement the |
| * {@link StorelessUnivariateStatistic} interface and configuration must be |
| * completed before <code>addValue</code> is called. No configuration is |
| * necessary to use the default, commons-math provided implementations.</p> |
| * |
| * <p>Note: This class is not thread-safe. Use |
| * {@link SynchronizedSummaryStatistics} if concurrent access from multiple |
| * threads is required.</p> |
| * |
| * @version $Revision$ $Date$ |
| */ |
| public class SummaryStatistics implements StatisticalSummary, Serializable { |
| |
| /** Serialization UID */ |
| private static final long serialVersionUID = -3346512372447011854L; |
| |
| /** |
| * Create an instance of a <code>SummaryStatistics</code> |
| * |
| * @param cls the type of <code>SummaryStatistics</code> object to |
| * create. |
| * @return a new instance. |
| * @deprecated to be removed in commons-math 2.0 |
| * @throws InstantiationException is thrown if the object can not be |
| * created. |
| * @throws IllegalAccessException is thrown if the type's default |
| * constructor is not accessible. |
| */ |
| public static SummaryStatistics newInstance(Class cls) throws |
| InstantiationException, IllegalAccessException { |
| return (SummaryStatistics)cls.newInstance(); |
| } |
| |
| /** |
| * Create an instance of a <code>SummaryStatistics</code> |
| * |
| * @return a new SummaryStatistics instance. |
| * @deprecated to be removed in commons-math 2.0 |
| */ |
| public static SummaryStatistics newInstance() { |
| SummaryStatistics instance = null; |
| try { |
| DiscoverClass dc = new DiscoverClass(); |
| instance = (SummaryStatistics) dc.newInstance( |
| SummaryStatistics.class, |
| "org.apache.commons.math.stat.descriptive.SummaryStatisticsImpl"); |
| } catch(Throwable t) { |
| return new SummaryStatisticsImpl(); |
| } |
| return instance; |
| } |
| |
| /** |
| * Construct a SummaryStatistics instance |
| */ |
| public SummaryStatistics() { |
| } |
| |
| /** count of values that have been added */ |
| protected long n = 0; |
| |
| /** SecondMoment is used to compute the mean and variance */ |
| protected SecondMoment secondMoment = new SecondMoment(); |
| |
| /** sum of values that have been added */ |
| protected Sum sum = new Sum(); |
| |
| /** sum of the square of each value that has been added */ |
| protected SumOfSquares sumsq = new SumOfSquares(); |
| |
| /** min of values that have been added */ |
| protected Min min = new Min(); |
| |
| /** max of values that have been added */ |
| protected Max max = new Max(); |
| |
| /** sumLog of values that have been added */ |
| protected SumOfLogs sumLog = new SumOfLogs(); |
| |
| /** geoMean of values that have been added */ |
| protected GeometricMean geoMean = new GeometricMean(sumLog); |
| |
| /** mean of values that have been added */ |
| protected Mean mean = new Mean(); |
| |
| /** variance of values that have been added */ |
| protected Variance variance = new Variance(); |
| |
| /** Sum statistic implementation - can be reset by setter. */ |
| private StorelessUnivariateStatistic sumImpl = sum; |
| |
| /** Sum of squares statistic implementation - can be reset by setter. */ |
| private StorelessUnivariateStatistic sumsqImpl = sumsq; |
| |
| /** Minimum statistic implementation - can be reset by setter. */ |
| private StorelessUnivariateStatistic minImpl = min; |
| |
| /** Maximum statistic implementation - can be reset by setter. */ |
| private StorelessUnivariateStatistic maxImpl = max; |
| |
| /** Sum of log statistic implementation - can be reset by setter. */ |
| private StorelessUnivariateStatistic sumLogImpl = sumLog; |
| |
| /** Geometric mean statistic implementation - can be reset by setter. */ |
| private StorelessUnivariateStatistic geoMeanImpl = geoMean; |
| |
| /** Mean statistic implementation - can be reset by setter. */ |
| private StorelessUnivariateStatistic meanImpl = mean; |
| |
| /** Variance statistic implementation - can be reset by setter. */ |
| private StorelessUnivariateStatistic varianceImpl = variance; |
| |
| /** |
| * Return a {@link StatisticalSummaryValues} instance reporting current |
| * statistics. |
| * |
| * @return Current values of statistics |
| */ |
| public StatisticalSummary getSummary() { |
| return new StatisticalSummaryValues(getMean(), getVariance(), getN(), |
| getMax(), getMin(), getSum()); |
| } |
| |
| /** |
| * Add a value to the data |
| * |
| * @param value the value to add |
| */ |
| public void addValue(double value) { |
| sumImpl.increment(value); |
| sumsqImpl.increment(value); |
| minImpl.increment(value); |
| maxImpl.increment(value); |
| sumLogImpl.increment(value); |
| secondMoment.increment(value); |
| // If mean, variance or geomean have been overridden, |
| // need to increment these |
| if (!(meanImpl instanceof Mean)) { |
| meanImpl.increment(value); |
| } |
| if (!(varianceImpl instanceof Variance)) { |
| varianceImpl.increment(value); |
| } |
| if (!(geoMeanImpl instanceof GeometricMean)) { |
| geoMeanImpl.increment(value); |
| } |
| n++; |
| } |
| |
| /** |
| * Returns the number of available values |
| * @return The number of available values |
| */ |
| public long getN() { |
| return n; |
| } |
| |
| /** |
| * Returns the sum of the values that have been added |
| * @return The sum or <code>Double.NaN</code> if no values have been added |
| */ |
| public double getSum() { |
| return sumImpl.getResult(); |
| } |
| |
| /** |
| * Returns the sum of the squares of the values that have been added. |
| * <p> |
| * Double.NaN is returned if no values have been added.</p> |
| * |
| * @return The sum of squares |
| */ |
| public double getSumsq() { |
| return sumsqImpl.getResult(); |
| } |
| |
| /** |
| * Returns the mean of the values that have been added. |
| * <p> |
| * Double.NaN is returned if no values have been added.</p> |
| * |
| * @return the mean |
| */ |
| public double getMean() { |
| if (mean == meanImpl) { |
| return new Mean(secondMoment).getResult(); |
| } else { |
| return meanImpl.getResult(); |
| } |
| } |
| |
| /** |
| * Returns the standard deviation of the values that have been added. |
| * <p> |
| * Double.NaN is returned if no values have been added.</p> |
| * |
| * @return the standard deviation |
| */ |
| public double getStandardDeviation() { |
| double stdDev = Double.NaN; |
| if (getN() > 0) { |
| if (getN() > 1) { |
| stdDev = Math.sqrt(getVariance()); |
| } else { |
| stdDev = 0.0; |
| } |
| } |
| return (stdDev); |
| } |
| |
| /** |
| * Returns the variance of the values that have been added. |
| * <p> |
| * Double.NaN is returned if no values have been added.</p> |
| * |
| * @return the variance |
| */ |
| public double getVariance() { |
| if (varianceImpl == variance) { |
| return new Variance(secondMoment).getResult(); |
| } else { |
| return varianceImpl.getResult(); |
| } |
| } |
| |
| /** |
| * Returns the maximum of the values that have been added. |
| * <p> |
| * Double.NaN is returned if no values have been added.</p> |
| * |
| * @return the maximum |
| */ |
| public double getMax() { |
| return maxImpl.getResult(); |
| } |
| |
| /** |
| * Returns the minimum of the values that have been added. |
| * <p> |
| * Double.NaN is returned if no values have been added.</p> |
| * |
| * @return the minimum |
| */ |
| public double getMin() { |
| return minImpl.getResult(); |
| } |
| |
| /** |
| * Returns the geometric mean of the values that have been added. |
| * <p> |
| * Double.NaN is returned if no values have been added.</p> |
| * |
| * @return the geometric mean |
| */ |
| public double getGeometricMean() { |
| return geoMeanImpl.getResult(); |
| } |
| |
| /** |
| * Returns the sum of the logs of the values that have been added. |
| * <p> |
| * Double.NaN is returned if no values have been added.</p> |
| * |
| * @return the sum of logs |
| * @since 1.2 |
| */ |
| public double getSumOfLogs() { |
| return sumLogImpl.getResult(); |
| } |
| |
| /** |
| * Generates a text report displaying |
| * summary statistics from values that |
| * have been added. |
| * @return String with line feeds displaying statistics |
| * @since 1.2 |
| */ |
| public String toString() { |
| StringBuffer outBuffer = new StringBuffer(); |
| outBuffer.append("SummaryStatistics:\n"); |
| outBuffer.append("n: " + getN() + "\n"); |
| outBuffer.append("min: " + getMin() + "\n"); |
| outBuffer.append("max: " + getMax() + "\n"); |
| outBuffer.append("mean: " + getMean() + "\n"); |
| outBuffer.append("geometric mean: " + getGeometricMean() + "\n"); |
| outBuffer.append("variance: " + getVariance() + "\n"); |
| outBuffer.append("sum of squares: " + getSumsq() + "\n"); |
| outBuffer.append("standard deviation: " + getStandardDeviation() + "\n"); |
| outBuffer.append("sum of logs: " + getSumOfLogs() + "\n"); |
| return outBuffer.toString(); |
| } |
| |
| /** |
| * Resets all statistics and storage |
| */ |
| public void clear() { |
| this.n = 0; |
| minImpl.clear(); |
| maxImpl.clear(); |
| sumImpl.clear(); |
| sumLogImpl.clear(); |
| sumsqImpl.clear(); |
| geoMeanImpl.clear(); |
| secondMoment.clear(); |
| if (meanImpl != mean) { |
| meanImpl.clear(); |
| } |
| if (varianceImpl != variance) { |
| varianceImpl.clear(); |
| } |
| } |
| |
| /** |
| * Returns true iff <code>object</code> is a <code>SummaryStatistics</code> |
| * instance and all statistics have the same values as this. |
| * @param object the object to test equality against. |
| * @return true if object equals this |
| */ |
| public boolean equals(Object object) { |
| if (object == this ) { |
| return true; |
| } |
| if (object instanceof SummaryStatistics == false) { |
| return false; |
| } |
| SummaryStatistics stat = (SummaryStatistics) object; |
| return (MathUtils.equals(stat.getGeometricMean(), |
| this.getGeometricMean()) && |
| MathUtils.equals(stat.getMax(), this.getMax()) && |
| MathUtils.equals(stat.getMean(),this.getMean()) && |
| MathUtils.equals(stat.getMin(),this.getMin()) && |
| MathUtils.equals(stat.getN(), this.getN()) && |
| MathUtils.equals(stat.getSum(), this.getSum()) && |
| MathUtils.equals(stat.getSumsq(),this.getSumsq()) && |
| MathUtils.equals(stat.getVariance(),this.getVariance())); |
| } |
| |
| /** |
| * Returns hash code based on values of statistics |
| * |
| * @return hash code |
| */ |
| public int hashCode() { |
| int result = 31 + MathUtils.hash(getGeometricMean()); |
| result = result * 31 + MathUtils.hash(getGeometricMean()); |
| result = result * 31 + MathUtils.hash(getMax()); |
| result = result * 31 + MathUtils.hash(getMean()); |
| result = result * 31 + MathUtils.hash(getMin()); |
| result = result * 31 + MathUtils.hash(getN()); |
| result = result * 31 + MathUtils.hash(getSum()); |
| result = result * 31 + MathUtils.hash(getSumsq()); |
| result = result * 31 + MathUtils.hash(getVariance()); |
| return result; |
| } |
| |
| // Getters and setters for statistics implementations |
| /** |
| * Returns the currently configured Sum implementation |
| * |
| * @return the StorelessUnivariateStatistic implementing the sum |
| * @since 1.2 |
| */ |
| public StorelessUnivariateStatistic getSumImpl() { |
| return sumImpl; |
| } |
| |
| /** |
| * <p>Sets the implementation for the Sum.</p> |
| * <p>This method must be activated before any data has been added - i.e., |
| * before {@link #addValue(double) addValue} has been used to add data; |
| * otherwise an IllegalStateException will be thrown.</p> |
| * |
| * @param sumImpl the StorelessUnivariateStatistic instance to use |
| * for computing the Sum |
| * @throws IllegalStateException if data has already been added |
| * (i.e if n > 0) |
| * @since 1.2 |
| */ |
| public void setSumImpl(StorelessUnivariateStatistic sumImpl) { |
| checkEmpty(); |
| this.sumImpl = sumImpl; |
| } |
| |
| /** |
| * Returns the currently configured sum of squares implementation |
| * |
| * @return the StorelessUnivariateStatistic implementing the sum of squares |
| * @since 1.2 |
| */ |
| public StorelessUnivariateStatistic getSumsqImpl() { |
| return sumsqImpl; |
| } |
| |
| /** |
| * <p>Sets the implementation for the sum of squares.</p> |
| * <p>This method must be activated before any data has been added - i.e., |
| * before {@link #addValue(double) addValue} has been used to add data; |
| * otherwise an IllegalStateException will be thrown.</p> |
| * |
| * @param sumsqImpl the StorelessUnivariateStatistic instance to use |
| * for computing the sum of squares |
| * @throws IllegalStateException if data has already been added |
| * (i.e if n > 0) |
| * @since 1.2 |
| */ |
| public void setSumsqImpl( |
| StorelessUnivariateStatistic sumsqImpl) { |
| checkEmpty(); |
| this.sumsqImpl = sumsqImpl; |
| } |
| |
| /** |
| * Returns the currently configured minimum implementation |
| * |
| * @return the StorelessUnivariateStatistic implementing the minimum |
| * @since 1.2 |
| */ |
| public StorelessUnivariateStatistic getMinImpl() { |
| return minImpl; |
| } |
| |
| /** |
| * <p>Sets the implementation for the minimum.</p> |
| * <p>This method must be activated before any data has been added - i.e., |
| * before {@link #addValue(double) addValue} has been used to add data; |
| * otherwise an IllegalStateException will be thrown.</p> |
| * |
| * @param minImpl the StorelessUnivariateStatistic instance to use |
| * for computing the minimum |
| * @throws IllegalStateException if data has already been added |
| * (i.e if n > 0) |
| * @since 1.2 |
| */ |
| public void setMinImpl(StorelessUnivariateStatistic minImpl) { |
| checkEmpty(); |
| this.minImpl = minImpl; |
| } |
| |
| /** |
| * Returns the currently configured maximum implementation |
| * |
| * @return the StorelessUnivariateStatistic implementing the maximum |
| * @since 1.2 |
| */ |
| public StorelessUnivariateStatistic getMaxImpl() { |
| return maxImpl; |
| } |
| |
| /** |
| * <p>Sets the implementation for the maximum.</p> |
| * <p>This method must be activated before any data has been added - i.e., |
| * before {@link #addValue(double) addValue} has been used to add data; |
| * otherwise an IllegalStateException will be thrown.</p> |
| * |
| * @param maxImpl the StorelessUnivariateStatistic instance to use |
| * for computing the maximum |
| * @throws IllegalStateException if data has already been added |
| * (i.e if n > 0) |
| * @since 1.2 |
| */ |
| public void setMaxImpl(StorelessUnivariateStatistic maxImpl) { |
| checkEmpty(); |
| this.maxImpl = maxImpl; |
| } |
| |
| /** |
| * Returns the currently configured sum of logs implementation |
| * |
| * @return the StorelessUnivariateStatistic implementing the log sum |
| * @since 1.2 |
| */ |
| public StorelessUnivariateStatistic getSumLogImpl() { |
| return sumLogImpl; |
| } |
| |
| /** |
| * <p>Sets the implementation for the sum of logs.</p> |
| * <p>This method must be activated before any data has been added - i.e., |
| * before {@link #addValue(double) addValue} has been used to add data; |
| * otherwise an IllegalStateException will be thrown.</p> |
| * |
| * @param sumLogImpl the StorelessUnivariateStatistic instance to use |
| * for computing the log sum |
| * @throws IllegalStateException if data has already been added |
| * (i.e if n > 0) |
| * @since 1.2 |
| */ |
| public void setSumLogImpl( |
| StorelessUnivariateStatistic sumLogImpl) { |
| checkEmpty(); |
| this.sumLogImpl = sumLogImpl; |
| geoMean.setSumLogImpl(sumLogImpl); |
| } |
| |
| /** |
| * Returns the currently configured geometric mean implementation |
| * |
| * @return the StorelessUnivariateStatistic implementing the geometric mean |
| * @since 1.2 |
| */ |
| public StorelessUnivariateStatistic getGeoMeanImpl() { |
| return geoMeanImpl; |
| } |
| |
| /** |
| * <p>Sets the implementation for the geometric mean.</p> |
| * <p>This method must be activated before any data has been added - i.e., |
| * before {@link #addValue(double) addValue} has been used to add data; |
| * otherwise an IllegalStateException will be thrown.</p> |
| * |
| * @param geoMeanImpl the StorelessUnivariateStatistic instance to use |
| * for computing the geometric mean |
| * @throws IllegalStateException if data has already been added |
| * (i.e if n > 0) |
| * @since 1.2 |
| */ |
| public void setGeoMeanImpl( |
| StorelessUnivariateStatistic geoMeanImpl) { |
| checkEmpty(); |
| this.geoMeanImpl = geoMeanImpl; |
| } |
| |
| /** |
| * Returns the currently configured mean implementation |
| * |
| * @return the StorelessUnivariateStatistic implementing the mean |
| * @since 1.2 |
| */ |
| public StorelessUnivariateStatistic getMeanImpl() { |
| return meanImpl; |
| } |
| |
| /** |
| * <p>Sets the implementation for the mean.</p> |
| * <p>This method must be activated before any data has been added - i.e., |
| * before {@link #addValue(double) addValue} has been used to add data; |
| * otherwise an IllegalStateException will be thrown.</p> |
| * |
| * @param meanImpl the StorelessUnivariateStatistic instance to use |
| * for computing the mean |
| * @throws IllegalStateException if data has already been added |
| * (i.e if n > 0) |
| * @since 1.2 |
| */ |
| public void setMeanImpl( |
| StorelessUnivariateStatistic meanImpl) { |
| checkEmpty(); |
| this.meanImpl = meanImpl; |
| } |
| |
| /** |
| * Returns the currently configured variance implementation |
| * |
| * @return the StorelessUnivariateStatistic implementing the variance |
| * @since 1.2 |
| */ |
| public StorelessUnivariateStatistic getVarianceImpl() { |
| return varianceImpl; |
| } |
| |
| /** |
| * <p>Sets the implementation for the variance.</p> |
| * <p>This method must be activated before any data has been added - i.e., |
| * before {@link #addValue(double) addValue} has been used to add data; |
| * otherwise an IllegalStateException will be thrown.</p> |
| * |
| * @param varianceImpl the StorelessUnivariateStatistic instance to use |
| * for computing the variance |
| * @throws IllegalStateException if data has already been added |
| * (i.e if n > 0) |
| * @since 1.2 |
| */ |
| public void setVarianceImpl( |
| StorelessUnivariateStatistic varianceImpl) { |
| checkEmpty(); |
| this.varianceImpl = varianceImpl; |
| } |
| |
| /** |
| * Throws IllegalStateException if n > 0. |
| */ |
| private void checkEmpty() { |
| if (n > 0) { |
| throw new IllegalStateException( |
| "Implementations must be configured before values are added."); |
| } |
| } |
| |
| } |