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Provides common utility functions
/*
* Copyright (c) CQSE GmbH
*
* Licensed 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 org.conqat.lib.commons.math;
import java.util.Collection;
/**
* Calculates the variance with a two-pass algorithm. Implementation is highly similar to the one
* used in Apache Commons.
*/
public class VarianceAggregator implements IAggregator {
/**
* If true, sample variance is calculated, population variance otherwise.
*/
private final boolean sample;
/**
* Constructor.
*
* @param sample
* if true sample variance is calculated, population variance otherwise.
*/
public VarianceAggregator(boolean sample) {
this.sample = sample;
}
/**
* Aggregates by finding the average value
*
* @return {@link Double#NaN} for empty input collection
*/
@Override
public double aggregate(Collection values) {
if (values.isEmpty()) {
return Double.NaN;
}
return calcVariance(values, MathUtils.mean(values));
}
/**
* Calculate variance. The implementation is based on the algorithm described at
* http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance
*/
private double calcVariance(Collection values, double mean) {
if (values.size() == 1) {
return 0;
}
double totalDeviationSquared = 0.0;
double totalDeviation = 0.0;
for (Number value : values) {
double deviation = value.doubleValue() - mean;
totalDeviationSquared += deviation * deviation;
totalDeviation += deviation;
}
double x = totalDeviationSquared - (totalDeviation * totalDeviation / values.size());
if (sample) {
return x / (values.size() - 1);
}
return x / values.size();
}
/** Returns {@link Double#NaN}. */
@Override
public double getNeutralElement() {
return Double.NaN;
}
}