org.codelibs.elasticsearch.taste.common.WeightedRunningAverageAndStdDev 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.codelibs.elasticsearch.taste.common;

/**
 * This subclass also provides for a weighted estimate of the sample standard deviation.
 * See estimate formulae here.
 */
public final class WeightedRunningAverageAndStdDev extends
        WeightedRunningAverage implements RunningAverageAndStdDev {

    /**
     *
     */
    private static final long serialVersionUID = 1L;

    private double totalSquaredWeight;

    private double totalWeightedData;

    private double totalWeightedSquaredData;

    public WeightedRunningAverageAndStdDev() {
        totalSquaredWeight = 0.0;
        totalWeightedData = 0.0;
        totalWeightedSquaredData = 0.0;
    }

    @Override
    public synchronized void addDatum(final double datum, final double weight) {
        super.addDatum(datum, weight);
        totalSquaredWeight += weight * weight;
        final double weightedData = datum * weight;
        totalWeightedData += weightedData;
        totalWeightedSquaredData += weightedData * datum;
    }

    @Override
    public synchronized void removeDatum(final double datum, final double weight) {
        super.removeDatum(datum, weight);
        totalSquaredWeight -= weight * weight;
        if (totalSquaredWeight <= 0.0) {
            totalSquaredWeight = 0.0;
        }
        final double weightedData = datum * weight;
        totalWeightedData -= weightedData;
        if (totalWeightedData <= 0.0) {
            totalWeightedData = 0.0;
        }
        totalWeightedSquaredData -= weightedData * datum;
        if (totalWeightedSquaredData <= 0.0) {
            totalWeightedSquaredData = 0.0;
        }
    }

    /**
     * @throws UnsupportedOperationException
     */
    @Override
    public synchronized void changeDatum(final double delta, final double weight) {
        throw new UnsupportedOperationException();
    }

    @Override
    public synchronized double getStandardDeviation() {
        final double totalWeight = getTotalWeight();
        return Math
                .sqrt((totalWeightedSquaredData * totalWeight - totalWeightedData
                        * totalWeightedData)
                        / (totalWeight * totalWeight - totalSquaredWeight));
    }

    @Override
    public RunningAverageAndStdDev inverse() {
        return new InvertedRunningAverageAndStdDev(this);
    }

    @Override
    public synchronized String toString() {
        return String.valueOf(String.valueOf(getAverage()) + ','
                + getStandardDeviation());
    }

}