jaitools.numeric.StreamingSampleStats Maven / Gradle / Ivy
/*
* Copyright 2009 Michael Bedward
*
* This file is part of jai-tools.
*
* jai-tools is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as
* published by the Free Software Foundation, either version 3 of the
* License, or (at your option) any later version.
*
* jai-tools is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with jai-tools. If not, see
* Two options are offered to calculate sample median. Where it is known a priori
* that the data stream can be accomodated in memory, the exact median can be
* requested with Statistic.MEDIAN. Where the length of the data stream is unknown,
* or known to be too large to be held in memory, an approximate median can be
* calculated using the 'remedian' estimator as described in:
*
* PJ Rousseeuw and GW Bassett (1990)
* The remedian: a robust averaging method for large data sets.
* Journal of the American Statistical Society 85:97-104
*
* This is requested with Statistic.APPROX_MEDIAN.
*
* Note: the 'remedian' estimator performs badly with non-stationary data, e.g. a
* data stream that is monotonically increasing will result in an estimate for the
* median that is too high. If possible, it is best to de-trend or randomly order
* the data prior to streaming it.
*
* Example of use:
*
* StreamingSampleStats strmStats = new StreamingSampleStats();
*
* // set the statistics that will be calculated
* Statistic[] stats = {
* Statistic.MEAN,
* Statistic.SDEV,
* Statistic.RANGE,
* Statistic.APPROX_MEDIAN
* };
* strmStats.setStatistics(stats);
*
* // some process that generates a long stream of data
* while (somethingBigIsRunning) {
* double value = ...
* strmStats.offer(value);
* }
*
* // report the results
* for (Statistic s : stats) {
* System.out.println(String.format("%s: %.4f", s, strmStats.getStatisticValue(s)));
* }
*
*
*
* @author Michael Bedward
* @since 1.0
* @source $URL: https://jai-tools.googlecode.com/svn/tags/1.0.0/utils/src/main/java/jaitools/numeric/StreamingSampleStats.java $
* @version $Id: StreamingSampleStats.java 1100 2010-02-10 07:28:08Z michael.bedward $
*/
public class StreamingSampleStats {
private static final Logger LOGGER = Logger.getLogger("jaitools.numeric");
private ProcessorFactory factory = new ProcessorFactory();
private List processors;
private List> excludedRanges;
/**
* Constructor
*/
public StreamingSampleStats() {
processors = CollectionFactory.list();
excludedRanges = CollectionFactory.list();
}
/**
* Set a statistic to be calculated as sample values are added.
* If the same statistic was previously set then calling this method
* has no effect.
*
* @param stat the requested statistic
* @see Statistic
*/
public void setStatistic(Statistic stat) {
Processor p = findProcessor(stat);
if (p == null) {
p = factory.getForStatistic(stat);
if (p == null) {
LOGGER.severe("Unsupported Statistic: " + stat);
} else {
processors.add(p);
// apply cached excluded ranges to the new processor
for (Range excluded : excludedRanges) {
p.addExcludedRange(excluded);
}
}
}
}
/**
* Convenience method: sets the specified statistics.
*
* @param stats the statistics
* @see #setStatistic(Statistic)
*/
public void setStatistics(Statistic[] stats) {
for (Statistic stat : stats) {
setStatistic(stat);
}
}
/**
* Query whether the specified statistic is currently set. Note that
* statistics can be set indirectly because of logical groupings. For
* example, if {@code Statistic.MEAN} is set then {@code SDEV} and
* {@code VARIANCE} will also be set as these three are calculated
* together. The same is true for {@code MIN}, {@code MAX} and {@code RANGE}.
*
* @param stat the statistic
*
* @return true if the statistic has been set; false otherwise.
*/
public boolean isSet(Statistic stat) {
return findProcessor(stat) != null;
}
/**
* Add a range of values to exclude from the calculation of all
* statistics. If further statistics are set after calling this method
* the excluded range will be applied to them as well.
*
* @param exclude the {@code Range} to exclude
*/
public void addExcludedRange(Range exclude) {
excludedRanges.add(new Range(exclude));
for (Processor p : processors) {
p.addExcludedRange(exclude);
}
}
/**
* Get the statistics that are currently set.
*
* @return the statistics
*/
public Set getStatistics() {
Set stats = CollectionFactory.orderedSet();
for (Processor p : processors) {
for (Statistic s : p.getSupported()) {
stats.add(s);
}
}
return stats;
}
/**
* Get the (current) value of a running statistic. If there have not
* been enough samples provided to compute the statistic, Double.NaN
* is returned.
*
* @param stat
* @return the (current) value of the statistic
*
* @throws IllegalStateException if stat was not previously set
*/
public Double getStatisticValue(Statistic stat) {
Processor p = findProcessor(stat);
if (p == null) {
throw new IllegalStateException(
"requesting a result for a statistic that hasn't been set: " + stat);
}
return p.get(stat);
}
/**
* Get the number of sample values that have been accepted for the
* specified {@code Statistic}.
*
* Note that different statistics might have been set at different
* times in the sampling process.
*
* @param stat the statistic
*
* @return number of samples that have been accepted
*
* @throws IllegalArgumentException if the statistic hasn't been set
*/
public long getNumAccepted(Statistic stat) {
Processor p = findProcessor(stat);
if (p == null) {
throw new IllegalArgumentException(
"requesting sample size for a statistic that is not set: " + stat);
}
return p.getNumAccepted();
}
/**
* Get the number of sample values that have been offered for the
* specified {@code Statistic}. This might be higher than the value
* returned by {@linkplain #getNumAccepted} due to {@code nulls},
* {@code Double.NaNs} and excluded values in the data stream.
*
* Note that different statistics might have been set at different
* times in the sampling process.
*
* @param stat the statistic
*
* @return number of samples that have been accepted
*
* @throws IllegalArgumentException if the statistic hasn't been set
*/
public long getNumOffered(Statistic stat) {
Processor p = findProcessor(stat);
if (p == null) {
throw new IllegalArgumentException(
"requesting sample size for a statistic that is not set: " + stat);
}
return p.getNumOffered();
}
/**
* Offer a sample value. Offered values are filtered through excluded ranges.
* {@code Double.NaNs} and {@code nulls} are excluded by default.
*
* @param sample the sample value
*
* @see #getNumOffered
* @see #getNumAccepted
*/
public void offer(Double sample) {
for (Processor p : processors) {
p.offer(sample);
}
}
/**
* Convenience method: adds an array of new sample values and
* updates all currently set statistics.
*
* @param samples the new sample values
*/
public void addSamples(Double[] samples) {
for (Processor p : processors) {
for (int i = 0; i < samples.length; i++) {
offer(samples[i]);
}
}
}
/**
* Search the list of {@code Processors} for one that supports
* the given {@code Statistic}.
*
* @param stat the statistic
*
* @return the supporting {@code Processor} or null if one has not
* been set for the statistic
*/
private Processor findProcessor(Statistic stat) {
for (Processor p : processors) {
if (p.getSupported().contains(stat)) {
return p;
}
}
return null;
}
public Map getStatisticValues() {
Map results = CollectionFactory.orderedMap();
for (Statistic s : getStatistics()) {
results.put(s, getStatisticValue(s));
}
return results;
}
}