org.drools.core.base.accumulators.VarianceAccumulateFunction Maven / Gradle / Ivy
/*
* Copyright 2017 Red Hat, Inc. and/or its affiliates.
*
* 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.drools.core.base.accumulators;
import java.io.Externalizable;
import java.io.IOException;
import java.io.ObjectInput;
import java.io.ObjectOutput;
import java.io.Serializable;
/**
* An implementation of an accumulator capable of calculating variance.
*/
public class VarianceAccumulateFunction extends AbstractAccumulateFunction {
@Override
public void readExternal(ObjectInput in) throws IOException, ClassNotFoundException {
}
@Override
public void writeExternal(ObjectOutput out) throws IOException {
}
protected static class VarianceData implements Serializable {
protected int count;
protected double mean;
protected double squaredSum;
}
@Override
public VarianceData createContext() {
return new VarianceData();
}
@Override
public void init(VarianceData data) {
data.count = 0;
data.mean = 0;
data.squaredSum = 0.0;
}
@Override
public void accumulate(VarianceData data, Object value) {
double x = ((Number) value).doubleValue();
// Incremental algorithm to calculate variance:
// https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Online_algorithm
data.count++;
double lowerDelta = x - data.mean;
data.mean += lowerDelta / data.count;
double higherDelta = x - data.mean;
data.squaredSum += lowerDelta * higherDelta;
}
@Override
public void reverse(VarianceData data, Object value) {
double x = ((Number) value).doubleValue();
double higherDelta = x - data.mean;
data.mean = data.mean * data.count / (data.count - 1.0) - x / (data.count -1.0);
double lowerDelta = x - data.mean;
data.count--;
data.squaredSum -= lowerDelta * higherDelta;
}
@Override
public Double getResult(VarianceData data) {
return data.squaredSum / data.count;
}
@Override
public boolean supportsReverse() {
return true;
}
@Override
public Class getResultType() {
return Double.class;
}
}