src.it.unimi.dsi.stat.SummaryStats Maven / Gradle / Ivy

Go to download

Show more of this group Show more artifacts with this name
Show all versions of dsiutils Show documentation

The DSI utilities are a mish mash of classes accumulated during the last ten years in projects developed at the DSI (Dipartimento di Scienze dell'Informazione, i.e., Information Sciences Department), now DI (Dipartimento di Informatica, i.e., Informatics Department), of the Universita` degli Studi di Milano.

There is a newer version: 2.7.3

Show newest version

package it.unimi.dsi.stat;

/*		 
 * DSI utilities
 *
 * Copyright (C) 2011-2016 Sebastiano Vigna 
 *
 *  This library 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.
 *
 *  This library 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 this program; if not, see .
 *
 */

import it.unimi.dsi.Util;
import it.unimi.dsi.fastutil.Size64;
import it.unimi.dsi.fastutil.doubles.DoubleList;

/** A simple class digesting a stream of numbers and providing basic statistics about the stream.
 * You just have to create an instance, call {@link #add(double)} or {@link #addAll(DoubleList)} to
 * add elements.
 * 
 * This class is thread-safe. All methods can be invoked concurrently.
 * 
 * @author Sebastiano Vigna
 */

public class SummaryStats implements Size64 {
	/** Mean */
	private double a;
	/** A statistics used to compute the variance (see here). */
	private double q;
	/** The minimum value in the stream. */
	private double min = Double.POSITIVE_INFINITY;
	/** The maximum value in the stream. */
	private double max = Double.NEGATIVE_INFINITY;
	/** The number of elements in the stream. */
	private long size;
	
	/** Adds a value to the stream.
	 * 
	 * @param x the new value.
	 */
	public synchronized void add( double x ) {
		final double oldA = a;
		a += ( x - a ) / ++size;
		q += ( x - a ) * ( x - oldA );
		if ( x < min ) min = x ;
		if ( x > max ) max = x ;
	}

	/** Adds values to the stream.
	 * 
	 * @param a an array of new values.
	 */
	public void addAll( double[] a ) {
		for( double x: a ) add( x );
	}

	/** Adds values to the stream.
	 * 
	 * @param l a list of new values.
	 */
	public void addAll( final DoubleList l ) {
		for( double x: l ) add( x );
	}

	/** Returns the mean of the values added so far.
	 * 
	 * @return the mean of the values added so far.
	 */
	public synchronized double mean() {
		return a;
	}

	/** Returns the sum of the values added so far.
	 * 
	 * @return the sum of the values added so far.
	 */
	public synchronized double sum() {
		return a * size;
	}

	/** Returns the sample variance of the values added so far.
	 * 
	 * @return the sample variance of the values added so far.
	 * @see #variance()
	 */
	public synchronized double sampleVariance() {
		return q / ( size - 1 );
	}

	/** Returns the variance of the values added so far.
	 * 
	 * @return the variance of the values added so far.
	 * @see #sampleVariance()
	 */
	public synchronized double variance() {
		return q / size;
	}

	/** Returns the sample standard deviation of the values added so far.
	 * 
	 * @return the sample standard deviation of the values added so far.
	 * @see #standardDeviation()
	 */
	public synchronized double sampleStandardDeviation() {
		return Math.sqrt( sampleVariance() );
	}

	/** Returns the standard deviation of the values added so far.
	 * 
	 * @return the standard deviation of the values added so far.
	 * @see #sampleStandardDeviation()
	 */
	public synchronized double standardDeviation() {
		return Math.sqrt( variance() );
	}
	
	/** Returns the sample relative standard deviation of the values added so far.
	 * 
	 * @return the sample relative standard deviation of the values added so far.
	 * @see #relativeStandardDeviation()
	 */
	public synchronized double sampleRelativeStandardDeviation() {
		return Math.sqrt( sampleVariance() ) / mean();
	}

	/** Returns the relative standard deviation of the values added so far.
	 * 
	 * @return the relative standard deviation of the values added so far.
	 * @see #sampleRelativeStandardDeviation()
	 */
	public synchronized double relativeStandardDeviation() {
		return Math.sqrt( variance() ) / mean();
	}
	
	/** Returns the minimum of the values added so far.
	 * 
	 * @return the minimum of the values added so far.
	 */
	public synchronized double min() {
		return min;
	}
	
	/** Returns the maximum of the values added so far.
	 * 
	 * @return the maximum of the values added so far.
	 */
	public synchronized double max() {
		return max;
	}
	
	/** Returns the number of values added so far.
	 * 
	 * @return the number of values added so far.
	 */
	public synchronized long size64() {
		return size;
	}
	
	@Deprecated
	public int size() {
		throw new UnsupportedOperationException();
	}
	
	public String toString() {
		return "[size: " + Util.format( size64() ) + " min: " + min + " max: " + max + " \u03BC: " + mean() + " \u03C3: " + sampleStandardDeviation() + " (" + Util.format( 100 * sampleRelativeStandardDeviation() ) + " %)]";
	}
}