org.hipparchus.stat.descriptive.rank

Class PSquarePercentile

java.lang.Object

org.hipparchus.stat.descriptive.AbstractStorelessUnivariateStatistic

org.hipparchus.stat.descriptive.rank.PSquarePercentile

All Implemented Interfaces:

Serializable, DoubleConsumer, StorelessUnivariateStatistic, UnivariateStatistic, MathArrays.Function

public class PSquarePercentile
extends AbstractStorelessUnivariateStatistic
implements StorelessUnivariateStatistic, Serializable

A StorelessUnivariateStatistic estimating percentiles using the P² Algorithm as explained by Raj Jain and Imrich Chlamtac in P² Algorithm for Dynamic Calculation of Quantiles and Histogram Without Storing Observations.

Note: This implementation is not synchronized and produces an approximate result. For small samples, where data can be stored and processed in memory, Percentile should be used.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
protected static interface	PSquarePercentile.PSquareMarkers An interface that encapsulates abstractions of the P-square algorithm markers as is explained in the original works.

Constructor Summary

Constructors

Constructor and Description
PSquarePercentile(double p) Constructs a PSquarePercentile with the specific percentile value.
PSquarePercentile(PSquarePercentile original) Copy constructor, creates a new PSquarePercentile identical to the original.

Method Summary

Modifier and Type	Method and Description
void	clear() Clears the internal state of the Statistic
PSquarePercentile	copy() Returns a copy of the statistic with the same internal state.
boolean	equals(Object o) Returns true iff o is a PSquarePercentile returning the same values as this for getResult() and getN() and also having equal markers
long	getN() Returns the number of values that have been added.
double	getQuantile()
double	getResult() Returns the current value of the Statistic.
int	hashCode() Returns hash code based on getResult() and getN().
void	increment(double observation) Updates the internal state of the statistic to reflect the addition of the new value.
static PSquarePercentile.PSquareMarkers	newMarkers(List<Double> initialFive, double p) A creation method to build Markers
double	quantile() Returns the quantile estimated by this statistic in the range [0.0-1.0]
String	toString() Returns a string containing the last observation, the current estimate of the quantile and all markers.

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.hipparchus.stat.descriptive.StorelessUnivariateStatistic

accept, evaluate, incrementAll, incrementAll

Methods inherited from interface org.hipparchus.stat.descriptive.UnivariateStatistic

evaluate

Methods inherited from interface java.util.function.DoubleConsumer

andThen

Constructor Detail

PSquarePercentile

public PSquarePercentile(double p)

Constructs a PSquarePercentile with the specific percentile value.

Parameters:

p - the percentile

Throws:

MathIllegalArgumentException - if p is not greater than 0 and less than or equal to 100

PSquarePercentile

public PSquarePercentile(PSquarePercentile original)

Copy constructor, creates a new PSquarePercentile identical to the original.

Parameters:

original - the PSquarePercentile instance to copy

Throws:

NullArgumentException - if original is null

Method Detail

hashCode

public int hashCode()

Returns hash code based on getResult() and getN().

Overrides:

hashCode in class AbstractStorelessUnivariateStatistic

Returns:

hash code

equals

public boolean equals(Object o)

Returns true iff o is a PSquarePercentile returning the same values as this for getResult() and getN() and also having equal markers

Overrides:

equals in class AbstractStorelessUnivariateStatistic

Parameters:

o - object to compare

Returns:

true if o is a PSquarePercentile with equivalent internal state

increment

public void increment(double observation)

Updates the internal state of the statistic to reflect the addition of the new value.The internal state updated due to the new value in this context is basically of the marker positions and computation of the approximate quantile.

Specified by:

increment in interface StorelessUnivariateStatistic

Specified by:

increment in class AbstractStorelessUnivariateStatistic

Parameters:

observation - the observation currently being added.

toString

public String toString()

Returns a string containing the last observation, the current estimate of the quantile and all markers.

Overrides:

toString in class AbstractStorelessUnivariateStatistic

Returns:

string representation of state data

getN

public long getN()

Returns the number of values that have been added.

Specified by:

getN in interface StorelessUnivariateStatistic

Returns:

the number of values.

copy

public PSquarePercentile copy()

Returns a copy of the statistic with the same internal state.

Specified by:

copy in interface StorelessUnivariateStatistic

Specified by:

copy in interface UnivariateStatistic

Specified by:

copy in class AbstractStorelessUnivariateStatistic

Returns:

a copy of the statistic

quantile

public double quantile()

Returns the quantile estimated by this statistic in the range [0.0-1.0]

Returns:

quantile estimated by getResult()

clear

public void clear()

Clears the internal state of the Statistic. This basically clears all the markers, the initialFive list and sets countOfObservations to 0.

Specified by:

clear in interface StorelessUnivariateStatistic

Specified by:

clear in class AbstractStorelessUnivariateStatistic

getResult

public double getResult()

Returns the current value of the Statistic.

Specified by:

getResult in interface StorelessUnivariateStatistic

Specified by:

getResult in class AbstractStorelessUnivariateStatistic

Returns:

value of the statistic, Double.NaN if it has been cleared or just instantiated.

getQuantile

public double getQuantile()

Returns:

the quantile estimated by this statistic

newMarkers

public static PSquarePercentile.PSquareMarkers newMarkers(List<Double> initialFive,
                                                          double p)

A creation method to build Markers

Parameters:

initialFive - list of initial five elements

p - the quantile desired

Returns:

an instance of PSquareMarkers