org.apache.commons.statistics.descriptive.Mean Maven / Gradle / Ivy
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* 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 org.apache.commons.statistics.descriptive;
/**
* Computes the arithmetic mean of the available values. Uses the following definition
* of the sample mean:
*
* \[ \frac{1}{n} \sum_{i=1}^n x_i \]
*
*
where \( n \) is the number of samples.
*
*
* - The result is {@code NaN} if no values are added.
*
- The result is {@code NaN} if any of the values is {@code NaN}, or the values include
* infinite values of opposite sign.
*
- The result is {@code +/-infinity} if values include infinite values of same sign.
*
- The result is finite if all input values are finite.
*
*
* The {@link #accept(double)} method uses the following recursive updating algorithm
* that protects the mean from overflow:
*
* - Initialize \( m_1 \) using the first value
* - For each additional value, update using
* \( m_{i+1} = m_i + (x - m_i) / (i + 1) \)
*
*
* The {@link #of(double...)} method uses an extended precision sum if the sum is finite.
* Otherwise uses a corrected two-pass algorithm, starting with
* the recursive updating algorithm mentioned above, and then correcting this by adding the
* mean deviation of the data values from the one-pass mean (see Ling (1974)).
*
*
Supports up to 263 (exclusive) observations.
* This implementation does not check for overflow of the count.
*
*
This class is designed to work with (though does not require)
* {@linkplain java.util.stream streams}.
*
*
Note that this implementation is not synchronized. If
* multiple threads access an instance of this class concurrently, and at least
* one of the threads invokes the {@link java.util.function.DoubleConsumer#accept(double) accept} or
* {@link StatisticAccumulator#combine(StatisticResult) combine} method, it must be synchronized externally.
*
*
However, it is safe to use {@link java.util.function.DoubleConsumer#accept(double) accept}
* and {@link StatisticAccumulator#combine(StatisticResult) combine}
* as {@code accumulator} and {@code combiner} functions of
* {@link java.util.stream.Collector Collector} on a parallel stream,
* because the parallel implementation of {@link java.util.stream.Stream#collect Stream.collect()}
* provides the necessary partitioning, isolation, and merging of results for
* safe and efficient parallel execution.
*
*
References:
*
* - Ling, R.F. (1974)
* Comparison of Several Algorithms for Computing Sample Means and Variances.
* Journal of the American Statistical Association, 69, 859-866.
* doi: 10.2307/2286154
*
*
* @see Mean (Wikipedia)
* @since 1.1
*/
public final class Mean implements DoubleStatistic, StatisticAccumulator {
/**
* First moment used to compute the mean.
*/
private final FirstMoment firstMoment;
/**
* Create an instance.
*/
private Mean() {
this(new FirstMoment());
}
/**
* Creates an instance with a moment.
*
* @param m1 First moment.
*/
Mean(FirstMoment m1) {
firstMoment = m1;
}
/**
* Creates an instance.
*
* The initial result is {@code NaN}.
*
* @return {@code Mean} instance.
*/
public static Mean create() {
return new Mean();
}
/**
* Returns an instance populated using the input {@code values}.
*
*
Note: {@code Mean} computed using {@link #accept(double) accept} may be
* different from this mean.
*
*
See {@link Mean} for details on the computing algorithm.
*
* @param values Values.
* @return {@code Mean} instance.
*/
public static Mean of(double... values) {
return new Mean(FirstMoment.of(values));
}
/**
* Updates the state of the statistic to reflect the addition of {@code value}.
*
* @param value Value.
*/
@Override
public void accept(double value) {
firstMoment.accept(value);
}
/**
* Gets the mean of all input values.
*
*
When no values have been added, the result is {@code NaN}.
*
* @return mean of all values.
*/
@Override
public double getAsDouble() {
return firstMoment.getFirstMoment();
}
@Override
public Mean combine(Mean other) {
firstMoment.combine(other.firstMoment);
return this;
}
}