Package org.hipparchus.stat

Class StatUtils

java.lang.Object
org.hipparchus.stat.StatUtils
public final class StatUtils extends Object
StatUtils provides static methods for computing statistics based on data stored in double[] arrays.

  • Method Summary

    Modifier and Type
    Method
    Description
    static double
    geometricMean(double... values)
    Returns the geometric mean of the entries in the input array, or Double.NaN if the array is empty.
    static double
    geometricMean(double[] values, int begin, int length)
    Returns the geometric mean of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.
    static double
    max(double... values)
    Returns the maximum of the entries in the input array, or Double.NaN if the array is empty.
    static double
    max(double[] values, int begin, int length)
    Returns the maximum of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.
    static double
    mean(double... values)
    Returns the arithmetic mean of the entries in the input array, or Double.NaN if the array is empty.
    static double
    mean(double[] values, int begin, int length)
    Returns the arithmetic mean of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.
    static double
    meanDifference(double[] sample1, double[] sample2)
    Returns the mean of the (signed) differences between corresponding elements of the input arrays -- i.e., sum(sample1[i] - sample2[i]) / sample1.length.
    static double
    min(double... values)
    Returns the minimum of the entries in the input array, or Double.NaN if the array is empty.
    static double
    min(double[] values, int begin, int length)
    Returns the minimum of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.
    static double[]
    mode(double... sample)
    Returns the sample mode(s).
    static double[]
    mode(double[] sample, int begin, int length)
    Returns the sample mode(s).
    static double[]
    normalize(double... sample)
    Normalize (standardize) the sample, so it is has a mean of 0 and a standard deviation of 1.
    static double
    percentile(double[] values, double p)
    Returns an estimate of the pth percentile of the values in the values array.
    static double
    percentile(double[] values, int begin, int length, double p)
    Returns an estimate of the pth percentile of the values in the values array, starting with the element in (0-based) position begin in the array and including length values.
    static double
    populationVariance(double... values)
    Returns the population variance of the entries in the input array, or Double.NaN if the array is empty.
    static double
    populationVariance(double[] values, double mean)
    Returns the population variance of the entries in the input array, using the precomputed mean value.
    static double
    populationVariance(double[] values, double mean, int begin, int length)
    Returns the population variance of the entries in the specified portion of the input array, using the precomputed mean value.
    static double
    populationVariance(double[] values, int begin, int length)
    Returns the population variance of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.
    static double
    product(double... values)
    Returns the product of the entries in the input array, or Double.NaN if the array is empty.
    static double
    product(double[] values, int begin, int length)
    Returns the product of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.
    static double
    sum(double... values)
    Returns the sum of the values in the input array, or Double.NaN if the array is empty.
    static double
    sum(double[] values, int begin, int length)
    Returns the sum of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.
    static double
    sumDifference(double[] sample1, double[] sample2)
    Returns the sum of the (signed) differences between corresponding elements of the input arrays -- i.e., sum(sample1[i] - sample2[i]).
    static double
    sumLog(double... values)
    Returns the sum of the natural logs of the entries in the input array, or Double.NaN if the array is empty.
    static double
    sumLog(double[] values, int begin, int length)
    Returns the sum of the natural logs of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.
    static double
    sumSq(double... values)
    Returns the sum of the squares of the entries in the input array, or Double.NaN if the array is empty.
    static double
    sumSq(double[] values, int begin, int length)
    Returns the sum of the squares of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.
    static double
    variance(double... values)
    Returns the variance of the entries in the input array, or Double.NaN if the array is empty.
    static double
    variance(double[] values, double mean)
    Returns the variance of the entries in the input array, using the precomputed mean value.
    static double
    variance(double[] values, double mean, int begin, int length)
    Returns the variance of the entries in the specified portion of the input array, using the precomputed mean value.
    static double
    variance(double[] values, int begin, int length)
    Returns the variance of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.
    static double
    varianceDifference(double[] sample1, double[] sample2, double meanDifference)
    Returns the variance of the (signed) differences between corresponding elements of the input arrays -- i.e., var(sample1[i] - sample2[i]).

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Method Details

    • sum

      public static double sum(double... values) throws MathIllegalArgumentException
      Returns the sum of the values in the input array, or Double.NaN if the array is empty.

      Throws IllegalArgumentException if the input array is null.

      Parameters:
      values - array of values to sum
      Returns:
      the sum of the values or Double.NaN if the array is empty
      Throws:
      MathIllegalArgumentException - if the array is null

    • sum

      public static double sum(double[] values, int begin, int length) throws MathIllegalArgumentException
      Returns the sum of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.

      Throws IllegalArgumentException if the array is null.

      Parameters:
      values - the input array
      begin - index of the first array element to include
      length - the number of elements to include
      Returns:
      the sum of the values or Double.NaN if length = 0
      Throws:
      MathIllegalArgumentException - if the array is null or the array index parameters are not valid

    • sumSq

      public static double sumSq(double... values) throws MathIllegalArgumentException
      Returns the sum of the squares of the entries in the input array, or Double.NaN if the array is empty.

      Throws IllegalArgumentException if the array is null.

      Parameters:
      values - input array
      Returns:
      the sum of the squared values or Double.NaN if the array is empty
      Throws:
      MathIllegalArgumentException - if the array is null

    • sumSq

      public static double sumSq(double[] values, int begin, int length) throws MathIllegalArgumentException
      Returns the sum of the squares of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.

      Throws IllegalArgumentException if the array is null.

      Parameters:
      values - the input array
      begin - index of the first array element to include
      length - the number of elements to include
      Returns:
      the sum of the squares of the values or Double.NaN if length = 0
      Throws:
      MathIllegalArgumentException - if the array is null or the array index parameters are not valid

    • product

      public static double product(double... values) throws MathIllegalArgumentException
      Returns the product of the entries in the input array, or Double.NaN if the array is empty.

      Throws IllegalArgumentException if the array is null.

      Parameters:
      values - the input array
      Returns:
      the product of the values or Double.NaN if the array is empty
      Throws:
      MathIllegalArgumentException - if the array is null

    • product

      public static double product(double[] values, int begin, int length) throws MathIllegalArgumentException
      Returns the product of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.

      Throws IllegalArgumentException if the array is null.

      Parameters:
      values - the input array
      begin - index of the first array element to include
      length - the number of elements to include
      Returns:
      the product of the values or Double.NaN if length = 0
      Throws:
      MathIllegalArgumentException - if the array is null or the array index parameters are not valid

    • sumLog

      public static double sumLog(double... values) throws MathIllegalArgumentException
      Returns the sum of the natural logs of the entries in the input array, or Double.NaN if the array is empty.

      Throws IllegalArgumentException if the array is null.

      See SumOfLogs.

      Parameters:
      values - the input array
      Returns:
      the sum of the natural logs of the values or Double.NaN if the array is empty
      Throws:
      MathIllegalArgumentException - if the array is null

    • sumLog

      public static double sumLog(double[] values, int begin, int length) throws MathIllegalArgumentException
      Returns the sum of the natural logs of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.

      Throws IllegalArgumentException if the array is null.

      See SumOfLogs.

      Parameters:
      values - the input array
      begin - index of the first array element to include
      length - the number of elements to include
      Returns:
      the sum of the natural logs of the values or Double.NaN if length = 0
      Throws:
      MathIllegalArgumentException - if the array is null or the array index parameters are not valid

    • mean

      public static double mean(double... values) throws MathIllegalArgumentException
      Returns the arithmetic mean of the entries in the input array, or Double.NaN if the array is empty.

      Throws IllegalArgumentException if the array is null.

      See Mean for details on the computing algorithm.

      Parameters:
      values - the input array
      Returns:
      the mean of the values or Double.NaN if the array is empty
      Throws:
      MathIllegalArgumentException - if the array is null

    • mean

      public static double mean(double[] values, int begin, int length) throws MathIllegalArgumentException
      Returns the arithmetic mean of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.

      Throws IllegalArgumentException if the array is null.

      See Mean for details on the computing algorithm.

      Parameters:
      values - the input array
      begin - index of the first array element to include
      length - the number of elements to include
      Returns:
      the mean of the values or Double.NaN if length = 0
      Throws:
      MathIllegalArgumentException - if the array is null or the array index parameters are not valid

    • geometricMean

      public static double geometricMean(double... values) throws MathIllegalArgumentException
      Returns the geometric mean of the entries in the input array, or Double.NaN if the array is empty.

      Throws IllegalArgumentException if the array is null.

      See GeometricMean for details on the computing algorithm.

      Parameters:
      values - the input array
      Returns:
      the geometric mean of the values or Double.NaN if the array is empty
      Throws:
      MathIllegalArgumentException - if the array is null

    • geometricMean

      public static double geometricMean(double[] values, int begin, int length) throws MathIllegalArgumentException
      Returns the geometric mean of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.

      Throws IllegalArgumentException if the array is null.

      See GeometricMean for details on the computing algorithm.

      Parameters:
      values - the input array
      begin - index of the first array element to include
      length - the number of elements to include
      Returns:
      the geometric mean of the values or Double.NaN if length = 0
      Throws:
      MathIllegalArgumentException - if the array is null or the array index parameters are not valid

    • variance

      public static double variance(double... values) throws MathIllegalArgumentException
      Returns the variance of the entries in the input array, or Double.NaN if the array is empty.

      This method returns the bias-corrected sample variance (using n - 1 in the denominator). Use populationVariance(double[]) for the non-bias-corrected population variance.

      See Variance for details on the computing algorithm.

      Returns 0 for a single-value (i.e. length = 1) sample.

      Throws MathIllegalArgumentException if the array is null.

      Parameters:
      values - the input array
      Returns:
      the variance of the values or Double.NaN if the array is empty
      Throws:
      MathIllegalArgumentException - if the array is null

    • variance

      public static double variance(double[] values, int begin, int length) throws MathIllegalArgumentException
      Returns the variance of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.

      This method returns the bias-corrected sample variance (using n - 1 in the denominator). Use populationVariance(double[], int, int) for the non-bias-corrected population variance.

      See Variance for details on the computing algorithm.

      Returns 0 for a single-value (i.e. length = 1) sample.

      Throws MathIllegalArgumentException if the array is null or the array index parameters are not valid.

      Parameters:
      values - the input array
      begin - index of the first array element to include
      length - the number of elements to include
      Returns:
      the variance of the values or Double.NaN if length = 0
      Throws:
      MathIllegalArgumentException - if the array is null or the array index parameters are not valid

    • variance

      public static double variance(double[] values, double mean, int begin, int length) throws MathIllegalArgumentException
      Returns the variance 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.

      This method returns the bias-corrected sample variance (using n - 1 in the denominator). Use populationVariance(double[], double, int, int) for the non-bias-corrected population variance.

      See Variance for details on the computing algorithm.

      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.

      Returns 0 for a single-value (i.e. length = 1) sample.

      Throws MathIllegalArgumentException if the array is null or the array index parameters are not valid.

      Parameters:
      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
      Returns:
      the variance of the values or Double.NaN if length = 0
      Throws:
      MathIllegalArgumentException - if the array is null or the array index parameters are not valid

    • variance

      public static double variance(double[] values, double mean) throws MathIllegalArgumentException
      Returns the variance of the entries in the input array, using the precomputed mean value. Returns Double.NaN if the array is empty.

      This method returns the bias-corrected sample variance (using n - 1 in the denominator). Use populationVariance(double[], double) for the non-bias-corrected population variance.

      See Variance for details on the computing algorithm.

      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.

      Returns 0 for a single-value (i.e. length = 1) sample.

      Throws MathIllegalArgumentException if the array is null.

      Parameters:
      values - the input array
      mean - the precomputed mean value
      Returns:
      the variance of the values or Double.NaN if the array is empty
      Throws:
      MathIllegalArgumentException - if the array is null

    • populationVariance

      public static double populationVariance(double... values) throws MathIllegalArgumentException
      Returns the population variance of the entries in the input array, or Double.NaN if the array is empty.

      See Variance for details on the formula and computing algorithm.

      Returns 0 for a single-value (i.e. length = 1) sample.

      Throws MathIllegalArgumentException if the array is null.

      Parameters:
      values - the input array
      Returns:
      the population variance of the values or Double.NaN if the array is empty
      Throws:
      MathIllegalArgumentException - if the array is null

    • populationVariance

      public static double populationVariance(double[] values, int begin, int length) throws MathIllegalArgumentException
      Returns the population variance of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.

      See Variance for details on the computing algorithm.

      Returns 0 for a single-value (i.e. length = 1) sample.

      Throws MathIllegalArgumentException if the array is null or the array index parameters are not valid.

      Parameters:
      values - the input array
      begin - index of the first array element to include
      length - the number of elements to include
      Returns:
      the population variance of the values or Double.NaN if length = 0
      Throws:
      MathIllegalArgumentException - if the array is null or the array index parameters are not valid

    • populationVariance

      public static double populationVariance(double[] values, double mean, int begin, int length) throws MathIllegalArgumentException
      Returns the population variance 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.

      See Variance for details on the computing algorithm.

      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.

      Returns 0 for a single-value (i.e. length = 1) sample.

      Throws MathIllegalArgumentException if the array is null or the array index parameters are not valid.

      Parameters:
      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
      Returns:
      the population variance of the values or Double.NaN if length = 0
      Throws:
      MathIllegalArgumentException - if the array is null or the array index parameters are not valid

    • populationVariance

      public static double populationVariance(double[] values, double mean) throws MathIllegalArgumentException
      Returns the population variance of the entries in the input array, using the precomputed mean value. Returns Double.NaN if the array is empty.

      See Variance for details on the computing algorithm.

      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.

      Returns 0 for a single-value (i.e. length = 1) sample.

      Throws MathIllegalArgumentException if the array is null.

      Parameters:
      values - the input array
      mean - the precomputed mean value
      Returns:
      the population variance of the values or Double.NaN if the array is empty
      Throws:
      MathIllegalArgumentException - if the array is null

    • max

      public static double max(double... values) throws MathIllegalArgumentException
      Returns the maximum of the entries in the input array, or Double.NaN if the array is empty.

      Throws MathIllegalArgumentException if the array is null.

      • The result is NaN iff all values are NaN (i.e. NaN values have no impact on the value of the statistic).
      • If any of the values equals Double.POSITIVE_INFINITY, the result is Double.POSITIVE_INFINITY.
      Parameters:
      values - the input array
      Returns:
      the maximum of the values or Double.NaN if the array is empty
      Throws:
      MathIllegalArgumentException - if the array is null

    • max

      public static double max(double[] values, int begin, int length) throws MathIllegalArgumentException
      Returns the maximum of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.

      Throws MathIllegalArgumentException if the array is null or the array index parameters are not valid.

      • The result is NaN iff all values are NaN (i.e. NaN values have no impact on the value of the statistic).
      • If any of the values equals Double.POSITIVE_INFINITY, the result is Double.POSITIVE_INFINITY.
      Parameters:
      values - the input array
      begin - index of the first array element to include
      length - the number of elements to include
      Returns:
      the maximum of the values or Double.NaN if length = 0
      Throws:
      MathIllegalArgumentException - if the array is null or the array index parameters are not valid

    • min

      public static double min(double... values) throws MathIllegalArgumentException
      Returns the minimum of the entries in the input array, or Double.NaN if the array is empty.

      Throws MathIllegalArgumentException if the array is null.

      • The result is NaN iff all values are NaN (i.e. NaN values have no impact on the value of the statistic).
      • If any of the values equals Double.NEGATIVE_INFINITY, the result is Double.NEGATIVE_INFINITY.
      Parameters:
      values - the input array
      Returns:
      the minimum of the values or Double.NaN if the array is empty
      Throws:
      MathIllegalArgumentException - if the array is null

    • min

      public static double min(double[] values, int begin, int length) throws MathIllegalArgumentException
      Returns the minimum of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.

      Throws MathIllegalArgumentException if the array is null or the array index parameters are not valid.

      • The result is NaN iff all values are NaN (i.e. NaN values have no impact on the value of the statistic).
      • If any of the values equals Double.NEGATIVE_INFINITY, the result is Double.NEGATIVE_INFINITY.
      Parameters:
      values - the input array
      begin - index of the first array element to include
      length - the number of elements to include
      Returns:
      the minimum of the values or Double.NaN if length = 0
      Throws:
      MathIllegalArgumentException - if the array is null or the array index parameters are not valid

    • percentile

      public static double percentile(double[] values, double p) throws MathIllegalArgumentException
      Returns an estimate of the pth percentile of the values in the values array.
      • Returns Double.NaN if values has length 0
      • Returns (for any value of p) values[0] if values has length 1
      • Throws IllegalArgumentException if values is null or p is not a valid quantile value (p must be greater than 0 and less than or equal to 100)

      See Percentile for a description of the percentile estimation algorithm used.

      Parameters:
      values - input array of values
      p - the percentile value to compute
      Returns:
      the percentile value or Double.NaN if the array is empty
      Throws:
      MathIllegalArgumentException - if values is null or p is invalid

    • percentile

      public static double percentile(double[] values, int begin, int length, double p) throws MathIllegalArgumentException
      Returns an estimate of the pth percentile of the values in the values array, starting with the element in (0-based) position begin in the array and including length values.
      • Returns Double.NaN if length = 0
      • Returns (for any value of p) values[begin] if length = 1
      • Throws MathIllegalArgumentException if values is null, begin or length is invalid, or p is not a valid quantile value (p must be greater than 0 and less than or equal to 100)

      See Percentile for a description of the percentile estimation algorithm used.

      Parameters:
      values - array of input values
      p - the percentile to compute
      begin - the first (0-based) element to include in the computation
      length - the number of array elements to include
      Returns:
      the percentile value
      Throws:
      MathIllegalArgumentException - if the parameters are not valid or the input array is null

    • sumDifference

      public static double sumDifference(double[] sample1, double[] sample2) throws MathIllegalArgumentException
      Returns the sum of the (signed) differences between corresponding elements of the input arrays -- i.e., sum(sample1[i] - sample2[i]).
      Parameters:
      sample1 - the first array
      sample2 - the second array
      Returns:
      sum of paired differences
      Throws:
      MathIllegalArgumentException - if the arrays do not have the same (positive) length.
      MathIllegalArgumentException - if the sample arrays are empty.

    • meanDifference

      public static double meanDifference(double[] sample1, double[] sample2) throws MathIllegalArgumentException
      Returns the mean of the (signed) differences between corresponding elements of the input arrays -- i.e., sum(sample1[i] - sample2[i]) / sample1.length.
      Parameters:
      sample1 - the first array
      sample2 - the second array
      Returns:
      mean of paired differences
      Throws:
      MathIllegalArgumentException - if the arrays do not have the same (positive) length.
      MathIllegalArgumentException - if the sample arrays are empty.

    • varianceDifference

      public static double varianceDifference(double[] sample1, double[] sample2, double meanDifference) throws MathIllegalArgumentException
      Returns the variance of the (signed) differences between corresponding elements of the input arrays -- i.e., var(sample1[i] - sample2[i]).
      Parameters:
      sample1 - the first array
      sample2 - the second array
      meanDifference - the mean difference between corresponding entries
      Returns:
      variance of paired differences
      Throws:
      MathIllegalArgumentException - if the arrays do not have the same length.
      MathIllegalArgumentException - if the arrays length is less than 2.
      See Also:

    • normalize

      public static double[] normalize(double... sample)
      Normalize (standardize) the sample, so it is has a mean of 0 and a standard deviation of 1.
      Parameters:
      sample - Sample to normalize.
      Returns:
      normalized (standardized) sample.

    • mode

      public static double[] mode(double... sample) throws MathIllegalArgumentException
      Returns the sample mode(s).

      The mode is the most frequently occurring value in the sample. If there is a unique value with maximum frequency, this value is returned as the only element of the output array. Otherwise, the returned array contains the maximum frequency elements in increasing order.

      For example, if sample is {0, 12, 5, 6, 0, 13, 5, 17}, the returned array will have length two, with 0 in the first element and 5 in the second.

      NaN values are ignored when computing the mode - i.e., NaNs will never appear in the output array. If the sample includes only NaNs or has length 0, an empty array is returned.

      Parameters:
      sample - input data
      Returns:
      array of array of the most frequently occurring element(s) sorted in ascending order.
      Throws:
      MathIllegalArgumentException - if the indices are invalid or the array is null

    • mode

      public static double[] mode(double[] sample, int begin, int length)
      Returns the sample mode(s).

      The mode is the most frequently occurring value in the sample. If there is a unique value with maximum frequency, this value is returned as the only element of the output array. Otherwise, the returned array contains the maximum frequency elements in increasing order.

      For example, if sample is {0, 12, 5, 6, 0, 13, 5, 17}, the returned array will have length two, with 0 in the first element and 5 in the second.

      NaN values are ignored when computing the mode - i.e., NaNs will never appear in the output array. If the sample includes only NaNs or has length 0, an empty array is returned.

      Parameters:
      sample - input data
      begin - index (0-based) of the first array element to include
      length - the number of elements to include
      Returns:
      array of array of the most frequently occurring element(s) sorted in ascending order.
      Throws:
      MathIllegalArgumentException - if the indices are invalid or the array is null