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From pste...@apache.org
Subject svn commit: r1206596 - in /commons/proper/math/trunk/src: main/java/org/apache/commons/math/stat/ main/java/org/apache/commons/math/stat/descriptive/ main/java/org/apache/commons/math/stat/descriptive/moment/ site/xdoc/ test/java/org/apache/commons/mat...
Date Sat, 26 Nov 2011 21:23:23 GMT
Author: psteitz
Date: Sat Nov 26 21:23:22 2011
New Revision: 1206596

URL: http://svn.apache.org/viewvc?rev=1206596&view=rev
Log:
Completed implementation of sample variance support in statistical aggregates. JIRA: MATH-693.

Modified:
    commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/StatUtils.java
    commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/descriptive/DescriptiveStatistics.java
    commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/descriptive/SummaryStatistics.java
    commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/descriptive/SynchronizedSummaryStatistics.java
    commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/descriptive/moment/Variance.java
    commons/proper/math/trunk/src/site/xdoc/changes.xml
    commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/descriptive/DescriptiveStatisticsTest.java
    commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/descriptive/SummaryStatisticsTest.java

Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/StatUtils.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/StatUtils.java?rev=1206596&r1=1206595&r2=1206596&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/StatUtils.java (original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/StatUtils.java Sat
Nov 26 21:23:22 2011
@@ -302,6 +302,10 @@ public final class StatUtils {
     /**
      * Returns the variance of the entries in the input array, or
      * <code>Double.NaN</code> if the array is empty.
+     *
+     * <p>This method returns the bias-corrected sample variance (using {@code n -
1} in
+     * the denominator).  Use {@link #populationVariance()} for the non-bias-corrected
+     * population variance.</p>
      * <p>
      * See {@link org.apache.commons.math.stat.descriptive.moment.Variance} for
      * details on the computing algorithm.</p>
@@ -322,6 +326,10 @@ public final class StatUtils {
      * Returns the variance of the entries in the specified portion of
      * the input array, or <code>Double.NaN</code> if the designated subarray
      * is empty.
+     *
+     * <p>This method returns the bias-corrected sample variance (using {@code n -
1} in
+     * the denominator).  Use {@link #populationVariance()} for the non-bias-corrected
+     * population variance.</p>
      * <p>
      * See {@link org.apache.commons.math.stat.descriptive.moment.Variance} for
      * details on the computing algorithm.</p>
@@ -347,6 +355,10 @@ public final class StatUtils {
      * Returns the variance of the entries in the specified portion of
      * the input array, using the precomputed mean value.  Returns
      * <code>Double.NaN</code> if the designated subarray is empty.
+     *
+     * <p>This method returns the bias-corrected sample variance (using {@code n -
1} in
+     * the denominator).  Use {@link #populationVariance()} for the non-bias-corrected
+     * population variance.</p>
      * <p>
      * See {@link org.apache.commons.math.stat.descriptive.moment.Variance} for
      * details on the computing algorithm.</p>
@@ -378,6 +390,10 @@ public final class StatUtils {
      * Returns the variance of the entries in the input array, using the
      * precomputed mean value.  Returns <code>Double.NaN</code> if the array
      * is empty.
+     *
+     * <p>This method returns the bias-corrected sample variance (using {@code n -
1} in
+     * the denominator).  Use {@link #populationVariance()} for the non-bias-corrected
+     * population variance.</p>
      * <p>
      * See {@link org.apache.commons.math.stat.descriptive.moment.Variance} for
      * details on the computing algorithm.</p>

Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/descriptive/DescriptiveStatistics.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/descriptive/DescriptiveStatistics.java?rev=1206596&r1=1206595&r2=1206596&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/descriptive/DescriptiveStatistics.java
(original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/descriptive/DescriptiveStatistics.java
Sat Nov 26 21:23:22 2011
@@ -207,7 +207,12 @@ public class DescriptiveStatistics imple
     }
 
     /**
-     * Returns the variance of the available values.
+     * Returns the (sample) variance of the available values.
+     *
+     * <p>This method returns the bias-corrected sample variance (using {@code n -
1} in
+     * the denominator).  Use {@link #getPopulationVariance()} for the non-bias-corrected
+     * population variance.</p>
+     *
      * @return The variance, Double.NaN if no values have been added
      * or 0.0 for a single value set.
      */
@@ -216,6 +221,17 @@ public class DescriptiveStatistics imple
     }
 
     /**
+     * Returns the <a href="http://en.wikibooks.org/wiki/Statistics/Summary/Variance">
+     * population variance</a> of the available values.
+     *
+     * @return The population variance, Double.NaN if no values have been added,
+     * or 0.0 for a single value set.
+     */
+    public double getPopulationVariance() {
+        return apply(new Variance(false));
+    }
+
+    /**
      * Returns the standard deviation of the available values.
      * @return The standard deviation, Double.NaN if no values have been added
      * or 0.0 for a single value set.

Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/descriptive/SummaryStatistics.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/descriptive/SummaryStatistics.java?rev=1206596&r1=1206595&r2=1206596&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/descriptive/SummaryStatistics.java
(original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/descriptive/SummaryStatistics.java
Sat Nov 26 21:23:22 2011
@@ -225,10 +225,14 @@ public class SummaryStatistics implement
     }
 
     /**
-     * Returns the variance of the values that have been added.
-     * <p>
-     * Double.NaN is returned if no values have been added.
-     * </p>
+     * Returns the (sample) variance of the available values.
+     *
+     * <p>This method returns the bias-corrected sample variance (using {@code n -
1} in
+     * the denominator).  Use {@link #getPopulationVariance()} for the non-bias-corrected
+     * population variance.</p>
+     *
+     * <p>Double.NaN is returned if no values have been added.</p>
+     *
      * @return the variance
      */
     public double getVariance() {
@@ -236,6 +240,20 @@ public class SummaryStatistics implement
     }
 
     /**
+     * Returns the <a href="http://en.wikibooks.org/wiki/Statistics/Summary/Variance">
+     * population variance</a> of the values that have been added.
+     *
+     * <p>Double.NaN is returned if no values have been added.</p>
+     *
+     * @return the population variance
+     */
+    public double getPopulationVariance() {
+        Variance populationVariance = new Variance(secondMoment);
+        populationVariance.setBiasCorrected(false);
+        return populationVariance.getResult();
+    }
+
+    /**
      * Returns the maximum of the values that have been added.
      * <p>
      * Double.NaN is returned if no values have been added.

Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/descriptive/SynchronizedSummaryStatistics.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/descriptive/SynchronizedSummaryStatistics.java?rev=1206596&r1=1206595&r2=1206596&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/descriptive/SynchronizedSummaryStatistics.java
(original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/descriptive/SynchronizedSummaryStatistics.java
Sat Nov 26 21:23:22 2011
@@ -121,6 +121,14 @@ public class SynchronizedSummaryStatisti
      * {@inheritDoc}
      */
     @Override
+    public synchronized double getPopulationVariance() {
+        return super.getPopulationVariance();
+    }
+
+    /**
+     * {@inheritDoc}
+     */
+    @Override
     public synchronized double getMax() {
         return super.getMax();
     }

Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/descriptive/moment/Variance.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/descriptive/moment/Variance.java?rev=1206596&r1=1206595&r2=1206596&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/descriptive/moment/Variance.java
(original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/descriptive/moment/Variance.java
Sat Nov 26 21:23:22 2011
@@ -159,7 +159,7 @@ public class Variance extends AbstractSt
      * <code>evaluate</code> leverages the fact that is has the full
      * list of values together to execute a two-pass algorithm.
      * See {@link Variance}.</p>
-     * 
+     *
      * <p>Note also that when {@link #Variance(SecondMoment)} is used to
      * create a Variance, this method does nothing. In that case, the
      * SecondMoment should be incremented directly.</p>

Modified: commons/proper/math/trunk/src/site/xdoc/changes.xml
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/site/xdoc/changes.xml?rev=1206596&r1=1206595&r2=1206596&view=diff
==============================================================================
--- commons/proper/math/trunk/src/site/xdoc/changes.xml (original)
+++ commons/proper/math/trunk/src/site/xdoc/changes.xml Sat Nov 26 21:23:22 2011
@@ -52,6 +52,11 @@ The <action> type attribute can be add,u
     If the output is not quite correct, check for invisible trailing spaces!
      -->
     <release version="3.0" date="TBD" description="TBD">
+      <action dev="psteitz" type="update" issue="MATH-693">
+        Added support for population variance in StatUtils, SummaryStatistics
+        and DescriptiveStatistics and clarified javadoc to make it clear that
+        'variance' means sample variance.
+      </action>
       <action dev="luc" type="fix" issue="MATH-709">
         Fixed BigFraction percentage method which did not work at all.
       </action>

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/descriptive/DescriptiveStatisticsTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/descriptive/DescriptiveStatisticsTest.java?rev=1206596&r1=1206595&r2=1206596&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/descriptive/DescriptiveStatisticsTest.java
(original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/descriptive/DescriptiveStatisticsTest.java
Sat Nov 26 21:23:22 2011
@@ -16,7 +16,15 @@ package org.apache.commons.math.stat.des
 import java.util.Locale;
 
 
+import org.apache.commons.math.TestUtils;
 import org.apache.commons.math.stat.descriptive.rank.Percentile;
+import org.apache.commons.math.stat.descriptive.moment.GeometricMean;
+import org.apache.commons.math.stat.descriptive.moment.Mean;
+import org.apache.commons.math.stat.descriptive.moment.Variance;
+import org.apache.commons.math.stat.descriptive.rank.Max;
+import org.apache.commons.math.stat.descriptive.rank.Min;
+import org.apache.commons.math.stat.descriptive.summary.Sum;
+import org.apache.commons.math.stat.descriptive.summary.SumOfSquares;
 import org.apache.commons.math.util.Precision;
 import org.junit.Assert;
 import org.junit.Test;
@@ -203,6 +211,40 @@ public class DescriptiveStatisticsTest {
         checkremoval(dstat, DescriptiveStatistics.INFINITE_WINDOW, 3.5, 2.5, 3.0);
 
     }
+    
+    @Test
+    public void testSummaryConsistency() {
+        final DescriptiveStatistics dstats = new DescriptiveStatistics();
+        final SummaryStatistics sstats = new SummaryStatistics();
+        final int windowSize = 5;
+        dstats.setWindowSize(windowSize);
+        final double tol = 1E-12;
+        for (int i = 0; i < 20; i++) {
+            dstats.addValue(i);
+            sstats.clear();
+            double[] values = dstats.getValues();
+            for (int j = 0; j < values.length; j++) {
+                sstats.addValue(values[j]);
+            }
+            TestUtils.assertEquals(dstats.getMean(), sstats.getMean(), tol);
+            TestUtils.assertEquals(new Mean().evaluate(values), dstats.getMean(), tol);
+            TestUtils.assertEquals(dstats.getMax(), sstats.getMax(), tol);
+            TestUtils.assertEquals(new Max().evaluate(values), dstats.getMax(), tol);
+            TestUtils.assertEquals(dstats.getGeometricMean(), sstats.getGeometricMean(),
tol);
+            TestUtils.assertEquals(new GeometricMean().evaluate(values), dstats.getGeometricMean(),
tol);
+            TestUtils.assertEquals(dstats.getMin(), sstats.getMin(), tol);
+            TestUtils.assertEquals(new Min().evaluate(values), dstats.getMin(), tol);
+            TestUtils.assertEquals(dstats.getStandardDeviation(), sstats.getStandardDeviation(),
tol);
+            TestUtils.assertEquals(dstats.getVariance(), sstats.getVariance(), tol);
+            TestUtils.assertEquals(new Variance().evaluate(values), dstats.getVariance(),
tol);
+            TestUtils.assertEquals(dstats.getSum(), sstats.getSum(), tol);
+            TestUtils.assertEquals(new Sum().evaluate(values), dstats.getSum(), tol);
+            TestUtils.assertEquals(dstats.getSumsq(), sstats.getSumsq(), tol);
+            TestUtils.assertEquals(new SumOfSquares().evaluate(values), dstats.getSumsq(),
tol);
+            TestUtils.assertEquals(dstats.getPopulationVariance(), sstats.getPopulationVariance(),
tol);
+            TestUtils.assertEquals(new Variance(false).evaluate(values), dstats.getPopulationVariance(),
tol);
+        }
+    }
 
     public void checkremoval(DescriptiveStatistics dstat, int wsize,
                              double mean1, double mean2, double mean3) {

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/descriptive/SummaryStatisticsTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/descriptive/SummaryStatisticsTest.java?rev=1206596&r1=1206595&r2=1206596&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/descriptive/SummaryStatisticsTest.java
(original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/descriptive/SummaryStatisticsTest.java
Sat Nov 26 21:23:22 2011
@@ -39,6 +39,7 @@ public class SummaryStatisticsTest {
     private double sumSq = 18;
     private double sum = 8;
     private double var = 0.666666666666666666667;
+    private double popVar = 0.5;
     private double std = FastMath.sqrt(var);
     private double n = 4;
     private double min = 1;
@@ -62,6 +63,7 @@ public class SummaryStatisticsTest {
         Assert.assertEquals("sum",sum,u.getSum(),tolerance);
         Assert.assertEquals("sumsq",sumSq,u.getSumsq(),tolerance);
         Assert.assertEquals("var",var,u.getVariance(),tolerance);
+        Assert.assertEquals("population var",popVar,u.getPopulationVariance(),tolerance);
         Assert.assertEquals("std",std,u.getStandardDeviation(),tolerance);
         Assert.assertEquals("mean",mean,u.getMean(),tolerance);
         Assert.assertEquals("min",min,u.getMin(),tolerance);



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