com.datatorrent.lib.statistics.StandardDeviation Maven / Gradle / Ivy
/**
* Licensed to the Apache Software Foundation (ASF) under one
* or more contributor license agreements. See the NOTICE file
* distributed with this work for additional information
* regarding copyright ownership. The ASF 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.datatorrent.lib.statistics;
import java.util.ArrayList;
import com.datatorrent.api.DefaultInputPort;
import com.datatorrent.api.DefaultOutputPort;
import com.datatorrent.api.annotation.OperatorAnnotation;
import com.datatorrent.api.annotation.OutputPortFieldAnnotation;
import com.datatorrent.common.util.BaseOperator;
/**
* An implementation of BaseOperator that computes variance and standard deviation over incoming data.
*
* Input Port(s) :
* data : Data values input port.
*
* Output Port(s) :
* variance : Variance value output port.
* standardDeviatin : Variance value output port.
*
* StateFull : Yes, value are aggregated over application window.
* Partitions : No, no will yield wrong results.
*
* @displayName Standard Deviation
* @category Stats and Aggregations
* @tags numeric, math, calculation, sum, count
* @since 0.3.4
*/
@OperatorAnnotation(partitionable = false)
public class StandardDeviation extends BaseOperator
{
private ArrayList values = new ArrayList();
/**
* Input data port that takes in a number.
*/
public final transient DefaultInputPort data = new DefaultInputPort()
{
/**
* Computes sum and count with each tuple
*/
@Override
public void process(Number tuple)
{
values.add(tuple.doubleValue());
}
};
/**
* Variance output port.
*/
@OutputPortFieldAnnotation(optional = true)
public final transient DefaultOutputPort variance = new DefaultOutputPort();
/**
* Standard deviation output port.
*/
public final transient DefaultOutputPort standardDeviation = new DefaultOutputPort();
/**
* End window.
*/
@Override
public void endWindow()
{
// no values.
if (values.size() == 0) {
return;
}
// get mean first.
double mean = 0.0;
for (Double value : values) {
mean += value;
}
mean = mean / values.size();
// get variance
double outVal = 0.0;
for (Double value : values) {
outVal += (value - mean) * (value - mean);
}
outVal = outVal / values.size();
if (variance.isConnected()) {
variance.emit(outVal);
}
// get standard deviation
standardDeviation.emit(Math.sqrt(outVal));
values = new ArrayList();
}
}