Package org.hipparchus.stat.descriptive

Class DescriptiveStatistics

  • All Implemented Interfaces:
    Serializable, DoubleConsumer, StatisticalSummary
    public class DescriptiveStatistics
extends Object
implements StatisticalSummary, DoubleConsumer, Serializable
    Maintains a dataset of values of a single variable and computes descriptive statistics based on stored data.

    The windowSize property sets a limit on the number of values that can be stored in the dataset. The default value, INFINITE_WINDOW, puts no limit on the size of the dataset. This value should be used with caution, as the backing store will grow without bound in this case.

    For very large datasets, StreamingStatistics, which does not store the dataset, should be used instead of this class. If windowSize is not INFINITE_WINDOW and more values are added than can be stored in the dataset, new values are added in a "rolling" manner, with new values replacing the "oldest" values in the dataset.

    Note: this class is not threadsafe.

    See Also:
    Serialized Form

    • Field Summary

      Fields 
      Modifier and Type Field Description
      protected static int INFINITE_WINDOW
      Represents an infinite window size.

    • Constructor Summary

      Constructors 
      Modifier Constructor Description
        DescriptiveStatistics()
      Construct a DescriptiveStatistics instance with an infinite window.
        DescriptiveStatistics​(double[] initialDoubleArray)
      Construct a DescriptiveStatistics instance with an infinite window and the initial data values in double[] initialDoubleArray.
        DescriptiveStatistics​(int size)
      Construct a DescriptiveStatistics instance with the specified window.
      protected DescriptiveStatistics​(DescriptiveStatistics original)
      Copy constructor.

    • Method Summary

      All Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      void accept​(double v)
      void addValue​(double v)
      Adds the value to the dataset.
      double apply​(UnivariateStatistic stat)
      Apply the given statistic to the data associated with this set of statistics.
      void clear()
      Resets all statistics and storage.
      DescriptiveStatistics copy()
      Returns a copy of this DescriptiveStatistics instance with the same internal state.
      double getElement​(int index)
      Returns the element at the specified index
      double getGeometricMean()
      Returns the geometric mean of the available values.
      double getKurtosis()
      Returns the Kurtosis of the available values.
      double getMax()
      Returns the maximum of the available values
      double getMean()
      Returns the arithmetic mean of the available values
      double getMin()
      Returns the minimum of the available values
      long getN()
      Returns the number of available values
      double getPercentile​(double p)
      Returns an estimate for the pth percentile of the stored values.
      double getPopulationVariance()
      Returns the population variance of the available values.
      double getQuadraticMean()
      Returns the quadratic mean of the available values.
      double getSkewness()
      Returns the skewness of the available values.
      double[] getSortedValues()
      Returns the current set of values in an array of double primitives, sorted in ascending order.
      double getStandardDeviation()
      Returns the standard deviation of the available values.
      double getSum()
      Returns the sum of the values that have been added to Univariate.
      double getSumOfSquares()
      Returns the sum of the squares of the available values.
      double[] getValues()
      Returns the current set of values in an array of double primitives.
      double getVariance()
      Returns the variance of the available values.
      int getWindowSize()
      Returns the maximum number of values that can be stored in the dataset, or INFINITE_WINDOW (-1) if there is no limit.
      void removeMostRecentValue()
      Removes the most recent value from the dataset.
      double replaceMostRecentValue​(double v)
      Replaces the most recently stored value with the given value.
      void setWindowSize​(int windowSize)
      WindowSize controls the number of values that contribute to the reported statistics.
      String toString()
      Generates a text report displaying univariate statistics from values that have been added.

    • Field Detail

      • INFINITE_WINDOW

        protected static final int INFINITE_WINDOW
        Represents an infinite window size. When the getWindowSize() returns this value, there is no limit to the number of data values that can be stored in the dataset.
        See Also:
        Constant Field Values

    • Constructor Detail

      • DescriptiveStatistics

        public DescriptiveStatistics()
        Construct a DescriptiveStatistics instance with an infinite window.

      • DescriptiveStatistics

        public DescriptiveStatistics​(double[] initialDoubleArray)
        Construct a DescriptiveStatistics instance with an infinite window and the initial data values in double[] initialDoubleArray.
        Parameters:
        initialDoubleArray - the initial double[].
        Throws:
        NullArgumentException - if the input array is null

      • DescriptiveStatistics

        protected DescriptiveStatistics​(DescriptiveStatistics original)
        Copy constructor.

        Construct a new DescriptiveStatistics instance that is a copy of original.

        Parameters:
        original - DescriptiveStatistics instance to copy
        Throws:
        NullArgumentException - if original is null

    • Method Detail

      • copy

        public DescriptiveStatistics copy()
        Returns a copy of this DescriptiveStatistics instance with the same internal state.
        Returns:
        a copy of this

      • addValue

        public void addValue​(double v)
        Adds the value to the dataset. If the dataset is at the maximum size (i.e., the number of stored elements equals the currently configured windowSize), the first (oldest) element in the dataset is discarded to make room for the new value.
        Parameters:
        v - the value to be added

      • clear

        public void clear()
        Resets all statistics and storage.

      • replaceMostRecentValue

        public double replaceMostRecentValue​(double v)
                              throws MathIllegalStateException
        Replaces the most recently stored value with the given value. There must be at least one element stored to call this method.
        Parameters:
        v - the value to replace the most recent stored value
        Returns:
        replaced value
        Throws:
        MathIllegalStateException - if there are no elements stored

      • apply

        public double apply​(UnivariateStatistic stat)
        Apply the given statistic to the data associated with this set of statistics.
        Parameters:
        stat - the statistic to apply
        Returns:
        the computed value of the statistic.

      • getGeometricMean

        public double getGeometricMean()
        Returns the geometric mean of the available values.

        See GeometricMean for details on the computing algorithm.

        Returns:
        The geometricMean, Double.NaN if no values have been added, or if any negative values have been added.
        See Also:
        Geometric mean

      • getStandardDeviation

        public double getStandardDeviation()
        Returns the standard deviation of the available values.
        Specified by:
        getStandardDeviation in interface StatisticalSummary
        Returns:
        The standard deviation, Double.NaN if no values have been added or 0.0 for a single value set.

      • getQuadraticMean

        public double getQuadraticMean()
        Returns the quadratic mean of the available values.
        Returns:
        The quadratic mean or Double.NaN if no values have been added.
        See Also:
        Root Mean Square

      • getVariance

        public double getVariance()
        Returns the variance of the available values.
        Specified by:
        getVariance in interface StatisticalSummary
        Returns:
        The variance, Double.NaN if no values have been added or 0.0 for a single value set.

      • getPopulationVariance

        public double getPopulationVariance()
        Returns the population variance of the available values.
        Returns:
        The population variance, Double.NaN if no values have been added, or 0.0 for a single value set.
        See Also:
        Population variance

      • getSkewness

        public double getSkewness()
        Returns the skewness of the available values. Skewness is a measure of the asymmetry of a given distribution.
        Returns:
        The skewness, Double.NaN if less than 3 values have been added.

      • getKurtosis

        public double getKurtosis()
        Returns the Kurtosis of the available values. Kurtosis is a measure of the "peakedness" of a distribution.
        Returns:
        The kurtosis, Double.NaN if less than 4 values have been added.

      • getMax

        public double getMax()
        Returns the maximum of the available values
        Specified by:
        getMax in interface StatisticalSummary
        Returns:
        The max or Double.NaN if no values have been added.

      • getMin

        public double getMin()
        Returns the minimum of the available values
        Specified by:
        getMin in interface StatisticalSummary
        Returns:
        The min or Double.NaN if no values have been added.

      • getSum

        public double getSum()
        Returns the sum of the values that have been added to Univariate.
        Specified by:
        getSum in interface StatisticalSummary
        Returns:
        The sum or Double.NaN if no values have been added

      • getSumOfSquares

        public double getSumOfSquares()
        Returns the sum of the squares of the available values.
        Returns:
        The sum of the squares or Double.NaN if no values have been added.

      • getPercentile

        public double getPercentile​(double p)
                     throws MathIllegalArgumentException
        Returns an estimate for the pth percentile of the stored values.

        The implementation provided here follows the first estimation procedure presented here.

        Preconditions:

        • 0 < p ≤ 100 (otherwise an MathIllegalArgumentException is thrown)
        • at least one value must be stored (returns Double.NaN otherwise)
        Parameters:
        p - the requested percentile (scaled from 0 - 100)
        Returns:
        An estimate for the pth percentile of the stored data
        Throws:
        MathIllegalArgumentException - if p is not a valid quantile

      • getN

        public long getN()
        Returns the number of available values
        Specified by:
        getN in interface StatisticalSummary
        Returns:
        The number of available values

      • getWindowSize

        public int getWindowSize()
        Returns the maximum number of values that can be stored in the dataset, or INFINITE_WINDOW (-1) if there is no limit.
        Returns:
        The current window size or -1 if its Infinite.

      • setWindowSize

        public void setWindowSize​(int windowSize)
                   throws MathIllegalArgumentException
        WindowSize controls the number of values that contribute to the reported statistics. For example, if windowSize is set to 3 and the values {1,2,3,4,5} have been added in that order then the available values are {3,4,5} and all reported statistics will be based on these values. If windowSize is decreased as a result of this call and there are more than the new value of elements in the current dataset, values from the front of the array are discarded to reduce the dataset to windowSize elements.
        Parameters:
        windowSize - sets the size of the window.
        Throws:
        MathIllegalArgumentException - if window size is less than 1 but not equal to INFINITE_WINDOW

      • getValues

        public double[] getValues()
        Returns the current set of values in an array of double primitives. The order of addition is preserved. The returned array is a fresh copy of the underlying data -- i.e., it is not a reference to the stored data.
        Returns:
        the current set of numbers in the order in which they were added to this set

      • getSortedValues

        public double[] getSortedValues()
        Returns the current set of values in an array of double primitives, sorted in ascending order. The returned array is a fresh copy of the underlying data -- i.e., it is not a reference to the stored data.
        Returns:
        returns the current set of numbers sorted in ascending order

      • getElement

        public double getElement​(int index)
        Returns the element at the specified index
        Parameters:
        index - The Index of the element
        Returns:
        return the element at the specified index

      • toString

        public String toString()
        Generates a text report displaying univariate statistics from values that have been added. Each statistic is displayed on a separate line.
        Overrides:
        toString in class Object
        Returns:
        String with line feeds displaying statistics