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Time Series Analysis in Java
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/*
* Copyright (c) 2016 Jacob Rachiele
*
* Permission is hereby granted, free of charge, to any person obtaining a copy of this software
* and associated documentation files (the "Software"), to deal in the Software without restriction
* including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense
* and/or sell copies of the Software, and to permit persons to whom the Software is furnished to
* do so, subject to the following conditions:
*
* The above copyright notice and this permission notice shall be included in all copies or
* substantial portions of the Software.
*
* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED
* INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR
* PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
* LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
* TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE
* USE OR OTHER DEALINGS IN THE SOFTWARE.
*
* Contributors:
*
* Jacob Rachiele
*/
package data;
import math.operations.Operators;
import math.stats.Statistics;
import java.text.DecimalFormat;
import java.util.Arrays;
/**
* A collection of numerical observations represented as primitive doubles. This class is immutable and thread-safe.
*
* @author Jacob Rachiele
*/
public final class DoubleDataSet implements DataSet {
private final double[] data;
/**
* Construct a new data set from the given data.
*
* @param data the collection of observations.
*/
public DoubleDataSet(final double... data) {
if (data == null) {
throw new NullPointerException("Null array passed to DoubleDataSet constructor.");
}
this.data = data.clone();
}
@Override
public final double sum() {
return Statistics.sumOf(this.data);
}
@Override
public final double sumOfSquares() {
return Statistics.sumOfSquared(this.data);
}
@Override
public final double mean() {
return Statistics.meanOf(this.data);
}
@Override
public final double median() {
return Statistics.medianOf(this.data);
}
@Override
public final int size() {
return this.data.length;
}
@Override
public final DataSet times(final DataSet otherData) {
return new DoubleDataSet(Operators.productOf(this.data, otherData.asArray()));
}
@Override
public final DataSet plus(final DataSet otherData) {
return new DoubleDataSet(Operators.sumOf(this.data, otherData.asArray()));
}
@Override
public final double variance() {
return Statistics.varianceOf(this.data);
}
@Override
public final double stdDeviation() {
return Statistics.stdDeviationOf(this.data);
}
@Override
public final double covariance(final DataSet otherData) {
return Statistics.covarianceOf(this.data, otherData.asArray());
}
@Override
public final double correlation(DataSet otherData) {
return Statistics.correlationOf(this.data, otherData.asArray());
}
@Override
public final double[] asArray() {
return this.data.clone();
}
@Override
public String toString() {
DecimalFormat df = new DecimalFormat("0.##");
return "\nValues: " + Arrays.toString(data) + "\nLength: " + data.length + "\nMean: " + mean() +
"\nStandard deviation: " + df.format(stdDeviation());
}
@Override
public int hashCode() {
final int prime = 31;
int result = 1;
result = prime * result + Arrays.hashCode(data);
return result;
}
@Override
public boolean equals(Object obj) {
if (this == obj) {
return true;
}
if (obj == null) {
return false;
}
if (getClass() != obj.getClass()) {
return false;
}
DoubleDataSet other = (DoubleDataSet) obj;
return Arrays.equals(data, other.data);
}
}
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