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Miscellaneous Utilities (Pure Java)
/*
* Copyright (c) 2018 by Andrew Charneski.
*
* The author licenses this file to you under the
* Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance
* with the License. You may obtain a copy
* of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing,
* software distributed under the License is distributed on an
* "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
* KIND, either express or implied. See the License for the
* specific language governing permissions and limitations
* under the License.
*/
package com.simiacryptus.util.data;
import com.google.gson.JsonObject;
import com.simiacryptus.util.MonitoredItem;
import javax.annotation.Nullable;
import java.io.Serializable;
import java.util.Arrays;
import java.util.HashMap;
import java.util.Map;
/**
* The type Scalar statistics.
*/
@SuppressWarnings("serial")
public class ScalarStatistics implements MonitoredItem, Serializable {
private static final double zeroTol = 1e-20;
private volatile double max = -Double.POSITIVE_INFINITY;
private volatile double min = Double.POSITIVE_INFINITY;
private volatile int negatives = 0;
private volatile int positives = 0;
private volatile int sum0 = 0;
private volatile double sum1 = 0;
private volatile double sum2 = 0;
private volatile double sumLog = 0;
private volatile int zeros = 0;
/**
* Stats scalar statistics.
*
* @param data the data
* @return the scalar statistics
*/
@javax.annotation.Nonnull
public static com.simiacryptus.util.data.ScalarStatistics stats(@javax.annotation.Nonnull final double[] data) {
@javax.annotation.Nonnull final com.simiacryptus.util.data.ScalarStatistics statistics = new PercentileStatistics();
Arrays.stream(data).forEach(statistics::add);
return statistics;
}
/**
* Add.
*
* @param values the values
* @return the scalar statistics
*/
@Nullable
public com.simiacryptus.util.data.ScalarStatistics add(@javax.annotation.Nonnull final double... values) {
double v1 = 0;
double v2 = 0;
double vmax = max;
double vmin = min;
int z = 0;
double vlog = 0;
int n = 0;
int p = 0;
for (final double v : values) {
v1 += v;
v2 += v * v;
vmin = Math.min(vmin, v);
vmax = Math.max(vmax, v);
if (Math.abs(v) < com.simiacryptus.util.data.ScalarStatistics.zeroTol) {
z++;
}
else {
if (v < 0) {
n++;
}
else {
p++;
}
vlog += Math.log10(Math.abs(v));
}
}
synchronized (this) {
sum0 += values.length;
sum1 += v1;
sum2 += v2;
min = Math.min(min, vmin);
max = Math.max(max, vmax);
negatives += n;
positives += p;
sumLog += vlog;
zeros += z;
}
return this;
}
/**
* Add.
*
* @param v the v
*/
public final synchronized void add(final double v) {
sum0 += 1;
sum1 += v;
sum2 += v * v;
min = Math.min(min, v);
max = Math.max(max, v);
if (Math.abs(v) < com.simiacryptus.util.data.ScalarStatistics.zeroTol) {
zeros++;
}
else {
if (v < 0) {
negatives++;
}
else {
positives++;
}
sumLog += Math.log10(Math.abs(v));
}
}
/**
* Add scalar statistics.
*
* @param right the right
* @return the scalar statistics
*/
@javax.annotation.Nonnull
public final synchronized com.simiacryptus.util.data.ScalarStatistics add(@javax.annotation.Nonnull final com.simiacryptus.util.data.ScalarStatistics right) {
@javax.annotation.Nonnull final com.simiacryptus.util.data.ScalarStatistics sum = new com.simiacryptus.util.data.ScalarStatistics();
sum.sum0 += sum0;
sum.sum0 += right.sum0;
sum.sum1 += sum1;
sum.sum1 += right.sum1;
sum.sum2 += sum2;
sum.sum2 += right.sum2;
return sum;
}
/**
* Clear.
*/
public void clear() {
min = Double.POSITIVE_INFINITY;
max = -Double.POSITIVE_INFINITY;
negatives = 0;
positives = 0;
zeros = 0;
sum0 = 0;
sum1 = 0;
sum2 = 0;
sumLog = 0;
}
/**
* Gets count.
*
* @return the count
*/
public int getCount() {
return sum0;
}
/**
* Gets json.
*
* @return the json
*/
@javax.annotation.Nonnull
public JsonObject getJson() {
@javax.annotation.Nonnull final JsonObject json = new JsonObject();
json.addProperty("min", min);
json.addProperty("max", max);
json.addProperty("negatives", negatives);
json.addProperty("positives", positives);
json.addProperty("zeros", zeros);
json.addProperty("sum0", sum0);
json.addProperty("sum1", sum1);
json.addProperty("sum2", sum2);
json.addProperty("sumLog", sumLog);
return json;
}
/**
* Gets mean.
*
* @return the mean
*/
public double getMean() {
return sum1 / sum0;
}
/**
* Gets mean power.
*
* @return the mean power
*/
public double getMeanPower() {
return sumLog / (sum0 - zeros);
}
@Override
public Map getMetrics() {
@javax.annotation.Nonnull final HashMap map = new HashMap<>();
map.put("count", sum0);
map.put("sum", sum1);
map.put("negative", negatives);
map.put("positive", positives);
map.put("min", min);
map.put("max", max);
map.put("mean", getMean());
map.put("stdDev", getStdDev());
map.put("meanExponent", getMeanPower());
map.put("zeros", zeros);
return map;
}
/**
* Gets std dev.
*
* @return the std dev
*/
public double getStdDev() {
return Math.sqrt(Math.abs(Math.pow(getMean(), 2) - sum2 / sum0));
}
/**
* Read json.
*
* @param json the json
*/
public void readJson(@Nullable final JsonObject json) {
if (null == json) return;
min = json.get("min").getAsDouble();
max = json.get("max").getAsDouble();
negatives = json.get("negatives").getAsInt();
positives = json.get("positives").getAsInt();
zeros = json.get("zeros").getAsInt();
sum0 = json.get("sum0").getAsInt();
sum1 = json.get("sum1").getAsDouble();
sum2 = json.get("sum2").getAsDouble();
sumLog = json.get("sumLog").getAsDouble();
}
/**
* Subtract scalar statistics.
*
* @param right the right
* @return the scalar statistics
*/
@javax.annotation.Nonnull
public final synchronized com.simiacryptus.util.data.ScalarStatistics subtract(@javax.annotation.Nonnull final com.simiacryptus.util.data.ScalarStatistics right) {
@javax.annotation.Nonnull final com.simiacryptus.util.data.ScalarStatistics sum = new com.simiacryptus.util.data.ScalarStatistics();
sum.sum0 += sum0;
sum.sum0 -= right.sum0;
sum.sum1 += sum1;
sum.sum1 -= right.sum1;
sum.sum2 += sum2;
sum.sum2 -= right.sum2;
return sum;
}
@Override
public String toString() {
return getMetrics().toString();
}
}