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From l..@apache.org
Subject svn commit: r926176 [12/31] - in /websites/production/commons/content/proper/commons-math: apidocs/org/apache/commons/math3/analysis/interpolation/ apidocs/org/apache/commons/math3/analysis/interpolation/class-use/ apidocs/org/apache/commons/math3/dist...
Date Sat, 18 Oct 2014 20:10:40 GMT
Added: websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/stat/descriptive/rank/PSquarePercentile.html
==============================================================================
--- websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/stat/descriptive/rank/PSquarePercentile.html (added)
+++ websites/production/commons/content/proper/commons-math/apidocs/src-html/org/apache/commons/math3/stat/descriptive/rank/PSquarePercentile.html Sat Oct 18 20:10:38 2014
@@ -0,0 +1,1068 @@
+<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd">
+<html lang="fr">
+<head>
+<title>Source code</title>
+<link rel="stylesheet" type="text/css" href="../../../../../../../../stylesheet.css" title="Style">
+</head>
+<body>
+<div class="sourceContainer">
+<pre><span class="sourceLineNo">001</span>/*<a name="line.1"></a>
+<span class="sourceLineNo">002</span> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a>
+<span class="sourceLineNo">003</span> * contributor license agreements.  See the NOTICE file distributed with<a name="line.3"></a>
+<span class="sourceLineNo">004</span> * this work for additional information regarding copyright ownership.<a name="line.4"></a>
+<span class="sourceLineNo">005</span> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a>
+<span class="sourceLineNo">006</span> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a>
+<span class="sourceLineNo">007</span> * the License.  You may obtain a copy of the License at<a name="line.7"></a>
+<span class="sourceLineNo">008</span> *<a name="line.8"></a>
+<span class="sourceLineNo">009</span> *      http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a>
+<span class="sourceLineNo">010</span> *<a name="line.10"></a>
+<span class="sourceLineNo">011</span> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a>
+<span class="sourceLineNo">012</span> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a>
+<span class="sourceLineNo">013</span> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a>
+<span class="sourceLineNo">014</span> * See the License for the specific language governing permissions and<a name="line.14"></a>
+<span class="sourceLineNo">015</span> * limitations under the License.<a name="line.15"></a>
+<span class="sourceLineNo">016</span> */<a name="line.16"></a>
+<span class="sourceLineNo">017</span>package org.apache.commons.math3.stat.descriptive.rank;<a name="line.17"></a>
+<span class="sourceLineNo">018</span><a name="line.18"></a>
+<span class="sourceLineNo">019</span>import java.io.IOException;<a name="line.19"></a>
+<span class="sourceLineNo">020</span>import java.io.ObjectInputStream;<a name="line.20"></a>
+<span class="sourceLineNo">021</span>import java.io.Serializable;<a name="line.21"></a>
+<span class="sourceLineNo">022</span>import java.text.DecimalFormat;<a name="line.22"></a>
+<span class="sourceLineNo">023</span>import java.util.ArrayList;<a name="line.23"></a>
+<span class="sourceLineNo">024</span>import java.util.Arrays;<a name="line.24"></a>
+<span class="sourceLineNo">025</span>import java.util.Collection;<a name="line.25"></a>
+<span class="sourceLineNo">026</span>import java.util.Collections;<a name="line.26"></a>
+<span class="sourceLineNo">027</span>import java.util.List;<a name="line.27"></a>
+<span class="sourceLineNo">028</span><a name="line.28"></a>
+<span class="sourceLineNo">029</span>import org.apache.commons.math3.analysis.UnivariateFunction;<a name="line.29"></a>
+<span class="sourceLineNo">030</span>import org.apache.commons.math3.analysis.interpolation.LinearInterpolator;<a name="line.30"></a>
+<span class="sourceLineNo">031</span>import org.apache.commons.math3.analysis.interpolation.NevilleInterpolator;<a name="line.31"></a>
+<span class="sourceLineNo">032</span>import org.apache.commons.math3.analysis.interpolation.UnivariateInterpolator;<a name="line.32"></a>
+<span class="sourceLineNo">033</span>import org.apache.commons.math3.exception.InsufficientDataException;<a name="line.33"></a>
+<span class="sourceLineNo">034</span>import org.apache.commons.math3.exception.OutOfRangeException;<a name="line.34"></a>
+<span class="sourceLineNo">035</span>import org.apache.commons.math3.exception.util.LocalizedFormats;<a name="line.35"></a>
+<span class="sourceLineNo">036</span>import org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic;<a name="line.36"></a>
+<span class="sourceLineNo">037</span>import org.apache.commons.math3.stat.descriptive.StorelessUnivariateStatistic;<a name="line.37"></a>
+<span class="sourceLineNo">038</span>import org.apache.commons.math3.util.MathArrays;<a name="line.38"></a>
+<span class="sourceLineNo">039</span>import org.apache.commons.math3.util.MathUtils;<a name="line.39"></a>
+<span class="sourceLineNo">040</span>import org.apache.commons.math3.util.Precision;<a name="line.40"></a>
+<span class="sourceLineNo">041</span><a name="line.41"></a>
+<span class="sourceLineNo">042</span>/**<a name="line.42"></a>
+<span class="sourceLineNo">043</span> * A {@link StorelessUnivariateStatistic} estimating percentiles using the<a name="line.43"></a>
+<span class="sourceLineNo">044</span> * &lt;ahref=http://www.cs.wustl.edu/~jain/papers/ftp/psqr.pdf&gt;P&lt;SUP&gt;2&lt;/SUP&gt;&lt;/a&gt;<a name="line.44"></a>
+<span class="sourceLineNo">045</span> * Algorithm as explained by &lt;a href=http://www.cse.wustl.edu/~jain/&gt;Raj<a name="line.45"></a>
+<span class="sourceLineNo">046</span> * Jain&lt;/a&gt; and Imrich Chlamtac in<a name="line.46"></a>
+<span class="sourceLineNo">047</span> * &lt;a href=http://www.cse.wustl.edu/~jain/papers/psqr.htm&gt;P&lt;SUP&gt;2&lt;/SUP&gt; Algorithm<a name="line.47"></a>
+<span class="sourceLineNo">048</span> * for Dynamic Calculation of Quantiles and Histogram Without Storing<a name="line.48"></a>
+<span class="sourceLineNo">049</span> * Observations&lt;/a&gt;.<a name="line.49"></a>
+<span class="sourceLineNo">050</span> * &lt;p&gt;<a name="line.50"></a>
+<span class="sourceLineNo">051</span> * Note: This implementation is not synchronized and produces an approximate<a name="line.51"></a>
+<span class="sourceLineNo">052</span> * result. For small samples, where data can be stored and processed in memory,<a name="line.52"></a>
+<span class="sourceLineNo">053</span> * {@link Percentile} should be used.&lt;/p&gt;<a name="line.53"></a>
+<span class="sourceLineNo">054</span> *<a name="line.54"></a>
+<span class="sourceLineNo">055</span> */<a name="line.55"></a>
+<span class="sourceLineNo">056</span>public class PSquarePercentile extends AbstractStorelessUnivariateStatistic<a name="line.56"></a>
+<span class="sourceLineNo">057</span>        implements StorelessUnivariateStatistic, Serializable {<a name="line.57"></a>
+<span class="sourceLineNo">058</span><a name="line.58"></a>
+<span class="sourceLineNo">059</span>    /**<a name="line.59"></a>
+<span class="sourceLineNo">060</span>     * The maximum array size used for psquare algorithm<a name="line.60"></a>
+<span class="sourceLineNo">061</span>     */<a name="line.61"></a>
+<span class="sourceLineNo">062</span>    private static final int PSQUARE_CONSTANT = 5;<a name="line.62"></a>
+<span class="sourceLineNo">063</span><a name="line.63"></a>
+<span class="sourceLineNo">064</span>    /**<a name="line.64"></a>
+<span class="sourceLineNo">065</span>     * A Default quantile needed in case if user prefers to use default no<a name="line.65"></a>
+<span class="sourceLineNo">066</span>     * argument constructor.<a name="line.66"></a>
+<span class="sourceLineNo">067</span>     */<a name="line.67"></a>
+<span class="sourceLineNo">068</span>    private static final double DEFAULT_QUANTILE_DESIRED = 50d;<a name="line.68"></a>
+<span class="sourceLineNo">069</span><a name="line.69"></a>
+<span class="sourceLineNo">070</span>    /**<a name="line.70"></a>
+<span class="sourceLineNo">071</span>     * Serial ID<a name="line.71"></a>
+<span class="sourceLineNo">072</span>     */<a name="line.72"></a>
+<span class="sourceLineNo">073</span>    private static final long serialVersionUID = 2283912083175715479L;<a name="line.73"></a>
+<span class="sourceLineNo">074</span><a name="line.74"></a>
+<span class="sourceLineNo">075</span>    /**<a name="line.75"></a>
+<span class="sourceLineNo">076</span>     * A decimal formatter for print convenience<a name="line.76"></a>
+<span class="sourceLineNo">077</span>     */<a name="line.77"></a>
+<span class="sourceLineNo">078</span>    private static final DecimalFormat DECIMAL_FORMAT = new DecimalFormat(<a name="line.78"></a>
+<span class="sourceLineNo">079</span>            "00.00");<a name="line.79"></a>
+<span class="sourceLineNo">080</span><a name="line.80"></a>
+<span class="sourceLineNo">081</span>    /**<a name="line.81"></a>
+<span class="sourceLineNo">082</span>     * Initial list of 5 numbers corresponding to 5 markers. &lt;b&gt;NOTE:&lt;/b&gt;watch<a name="line.82"></a>
+<span class="sourceLineNo">083</span>     * out for the add methods that are overloaded<a name="line.83"></a>
+<span class="sourceLineNo">084</span>     */<a name="line.84"></a>
+<span class="sourceLineNo">085</span>    private final List&lt;Double&gt; initialFive = new FixedCapacityList&lt;Double&gt;(<a name="line.85"></a>
+<span class="sourceLineNo">086</span>            PSQUARE_CONSTANT);<a name="line.86"></a>
+<span class="sourceLineNo">087</span><a name="line.87"></a>
+<span class="sourceLineNo">088</span>    /**<a name="line.88"></a>
+<span class="sourceLineNo">089</span>     * The quantile needed should be in range of 0-1. The constructor<a name="line.89"></a>
+<span class="sourceLineNo">090</span>     * {@link #PSquarePercentile(double)} ensures that passed in percentile is<a name="line.90"></a>
+<span class="sourceLineNo">091</span>     * divided by 100.<a name="line.91"></a>
+<span class="sourceLineNo">092</span>     */<a name="line.92"></a>
+<span class="sourceLineNo">093</span>    private final double quantile;<a name="line.93"></a>
+<span class="sourceLineNo">094</span><a name="line.94"></a>
+<span class="sourceLineNo">095</span>    /**<a name="line.95"></a>
+<span class="sourceLineNo">096</span>     * lastObservation is the last observation value/input sample. No need to<a name="line.96"></a>
+<span class="sourceLineNo">097</span>     * serialize<a name="line.97"></a>
+<span class="sourceLineNo">098</span>     */<a name="line.98"></a>
+<span class="sourceLineNo">099</span>    private transient double lastObservation;<a name="line.99"></a>
+<span class="sourceLineNo">100</span><a name="line.100"></a>
+<span class="sourceLineNo">101</span>    /**<a name="line.101"></a>
+<span class="sourceLineNo">102</span>     * Markers is the marker collection object which comes to effect<a name="line.102"></a>
+<span class="sourceLineNo">103</span>     * only after 5 values are inserted<a name="line.103"></a>
+<span class="sourceLineNo">104</span>     */<a name="line.104"></a>
+<span class="sourceLineNo">105</span>    private PSquareMarkers markers = null;<a name="line.105"></a>
+<span class="sourceLineNo">106</span><a name="line.106"></a>
+<span class="sourceLineNo">107</span>    /**<a name="line.107"></a>
+<span class="sourceLineNo">108</span>     * Computed p value (i,e percentile value of data set hither to received)<a name="line.108"></a>
+<span class="sourceLineNo">109</span>     */<a name="line.109"></a>
+<span class="sourceLineNo">110</span>    private double pValue = Double.NaN;<a name="line.110"></a>
+<span class="sourceLineNo">111</span><a name="line.111"></a>
+<span class="sourceLineNo">112</span>    /**<a name="line.112"></a>
+<span class="sourceLineNo">113</span>     * Counter to count the values/observations accepted into this data set<a name="line.113"></a>
+<span class="sourceLineNo">114</span>     */<a name="line.114"></a>
+<span class="sourceLineNo">115</span>    private long countOfObservations;<a name="line.115"></a>
+<span class="sourceLineNo">116</span><a name="line.116"></a>
+<span class="sourceLineNo">117</span>    /**<a name="line.117"></a>
+<span class="sourceLineNo">118</span>     * Constructs a PSquarePercentile with the specific percentile value.<a name="line.118"></a>
+<span class="sourceLineNo">119</span>     * @param p the percentile<a name="line.119"></a>
+<span class="sourceLineNo">120</span>     * @throws OutOfRangeException  if p is not greater than 0 and less<a name="line.120"></a>
+<span class="sourceLineNo">121</span>     * than or equal to 100<a name="line.121"></a>
+<span class="sourceLineNo">122</span>     */<a name="line.122"></a>
+<span class="sourceLineNo">123</span>    public PSquarePercentile(final double p) {<a name="line.123"></a>
+<span class="sourceLineNo">124</span>        if (p &gt; 100 || p &lt; 0) {<a name="line.124"></a>
+<span class="sourceLineNo">125</span>            throw new OutOfRangeException(LocalizedFormats.OUT_OF_RANGE,<a name="line.125"></a>
+<span class="sourceLineNo">126</span>                    p, 0, 100);<a name="line.126"></a>
+<span class="sourceLineNo">127</span>        }<a name="line.127"></a>
+<span class="sourceLineNo">128</span>        this.quantile = p / 100d;// always set it within (0,1]<a name="line.128"></a>
+<span class="sourceLineNo">129</span>    }<a name="line.129"></a>
+<span class="sourceLineNo">130</span><a name="line.130"></a>
+<span class="sourceLineNo">131</span>    /**<a name="line.131"></a>
+<span class="sourceLineNo">132</span>     * Default constructor that assumes a {@link #DEFAULT_QUANTILE_DESIRED<a name="line.132"></a>
+<span class="sourceLineNo">133</span>     * default quantile} needed<a name="line.133"></a>
+<span class="sourceLineNo">134</span>     */<a name="line.134"></a>
+<span class="sourceLineNo">135</span>    PSquarePercentile() {<a name="line.135"></a>
+<span class="sourceLineNo">136</span>        this(DEFAULT_QUANTILE_DESIRED);<a name="line.136"></a>
+<span class="sourceLineNo">137</span>    }<a name="line.137"></a>
+<span class="sourceLineNo">138</span><a name="line.138"></a>
+<span class="sourceLineNo">139</span>    /**<a name="line.139"></a>
+<span class="sourceLineNo">140</span>     * {@inheritDoc}<a name="line.140"></a>
+<span class="sourceLineNo">141</span>     */<a name="line.141"></a>
+<span class="sourceLineNo">142</span>    @Override<a name="line.142"></a>
+<span class="sourceLineNo">143</span>    public int hashCode() {<a name="line.143"></a>
+<span class="sourceLineNo">144</span>        double result = getResult();<a name="line.144"></a>
+<span class="sourceLineNo">145</span>        result = Double.isNaN(result) ? 37 : result;<a name="line.145"></a>
+<span class="sourceLineNo">146</span>        final double markersHash = markers == null ? 0 : markers.hashCode();<a name="line.146"></a>
+<span class="sourceLineNo">147</span>        final double[] toHash = {result, quantile, markersHash, countOfObservations};<a name="line.147"></a>
+<span class="sourceLineNo">148</span>        return Arrays.hashCode(toHash);<a name="line.148"></a>
+<span class="sourceLineNo">149</span>    }<a name="line.149"></a>
+<span class="sourceLineNo">150</span><a name="line.150"></a>
+<span class="sourceLineNo">151</span>    /**<a name="line.151"></a>
+<span class="sourceLineNo">152</span>     * Returns true iff {@code o} is a {@code PSquarePercentile} returning the<a name="line.152"></a>
+<span class="sourceLineNo">153</span>     * same values as this for {@code getResult()} and {@code getN()} and also<a name="line.153"></a>
+<span class="sourceLineNo">154</span>     * having equal markers<a name="line.154"></a>
+<span class="sourceLineNo">155</span>     *<a name="line.155"></a>
+<span class="sourceLineNo">156</span>     * @param o object to compare<a name="line.156"></a>
+<span class="sourceLineNo">157</span>     * @return true if {@code o} is a {@code PSquarePercentile} with<a name="line.157"></a>
+<span class="sourceLineNo">158</span>     * equivalent internal state<a name="line.158"></a>
+<span class="sourceLineNo">159</span>     */<a name="line.159"></a>
+<span class="sourceLineNo">160</span>    @Override<a name="line.160"></a>
+<span class="sourceLineNo">161</span>    public boolean equals(Object o) {<a name="line.161"></a>
+<span class="sourceLineNo">162</span>        boolean result = false;<a name="line.162"></a>
+<span class="sourceLineNo">163</span>        if (this == o) {<a name="line.163"></a>
+<span class="sourceLineNo">164</span>            result = true;<a name="line.164"></a>
+<span class="sourceLineNo">165</span>        } else if (o != null &amp;&amp; o instanceof PSquarePercentile) {<a name="line.165"></a>
+<span class="sourceLineNo">166</span>            PSquarePercentile that = (PSquarePercentile) o;<a name="line.166"></a>
+<span class="sourceLineNo">167</span>            boolean isNotNull = markers != null &amp;&amp; that.markers != null;<a name="line.167"></a>
+<span class="sourceLineNo">168</span>            boolean isNull = markers == null &amp;&amp; that.markers == null;<a name="line.168"></a>
+<span class="sourceLineNo">169</span>            result = isNotNull ? markers.equals(that.markers) : isNull;<a name="line.169"></a>
+<span class="sourceLineNo">170</span>            // markers as in the case of first<a name="line.170"></a>
+<span class="sourceLineNo">171</span>            // five observations<a name="line.171"></a>
+<span class="sourceLineNo">172</span>            result = result &amp;&amp; getN() == that.getN();<a name="line.172"></a>
+<span class="sourceLineNo">173</span>        }<a name="line.173"></a>
+<span class="sourceLineNo">174</span>        return result;<a name="line.174"></a>
+<span class="sourceLineNo">175</span>    }<a name="line.175"></a>
+<span class="sourceLineNo">176</span><a name="line.176"></a>
+<span class="sourceLineNo">177</span>    /**<a name="line.177"></a>
+<span class="sourceLineNo">178</span>     * {@inheritDoc}The internal state updated due to the new value in this<a name="line.178"></a>
+<span class="sourceLineNo">179</span>     * context is basically of the marker positions and computation of the<a name="line.179"></a>
+<span class="sourceLineNo">180</span>     * approximate quantile.<a name="line.180"></a>
+<span class="sourceLineNo">181</span>     *<a name="line.181"></a>
+<span class="sourceLineNo">182</span>     * @param observation the observation currently being added.<a name="line.182"></a>
+<span class="sourceLineNo">183</span>     */<a name="line.183"></a>
+<span class="sourceLineNo">184</span>    @Override<a name="line.184"></a>
+<span class="sourceLineNo">185</span>    public void increment(final double observation) {<a name="line.185"></a>
+<span class="sourceLineNo">186</span>        // Increment counter<a name="line.186"></a>
+<span class="sourceLineNo">187</span>        countOfObservations++;<a name="line.187"></a>
+<span class="sourceLineNo">188</span><a name="line.188"></a>
+<span class="sourceLineNo">189</span>        // Store last observation<a name="line.189"></a>
+<span class="sourceLineNo">190</span>        this.lastObservation = observation;<a name="line.190"></a>
+<span class="sourceLineNo">191</span><a name="line.191"></a>
+<span class="sourceLineNo">192</span>        // 0. Use Brute force for &lt;5<a name="line.192"></a>
+<span class="sourceLineNo">193</span>        if (markers == null) {<a name="line.193"></a>
+<span class="sourceLineNo">194</span>            if (initialFive.add(observation)) {<a name="line.194"></a>
+<span class="sourceLineNo">195</span>                Collections.sort(initialFive);<a name="line.195"></a>
+<span class="sourceLineNo">196</span>                pValue =<a name="line.196"></a>
+<span class="sourceLineNo">197</span>                        initialFive<a name="line.197"></a>
+<span class="sourceLineNo">198</span>                                .get((int) (quantile * (initialFive.size() - 1)));<a name="line.198"></a>
+<span class="sourceLineNo">199</span>                return;<a name="line.199"></a>
+<span class="sourceLineNo">200</span>            }<a name="line.200"></a>
+<span class="sourceLineNo">201</span>            // 1. Initialize once after 5th observation<a name="line.201"></a>
+<span class="sourceLineNo">202</span>            markers = newMarkers(initialFive, quantile);<a name="line.202"></a>
+<span class="sourceLineNo">203</span>        }<a name="line.203"></a>
+<span class="sourceLineNo">204</span>        // 2. process a Data Point and return pValue<a name="line.204"></a>
+<span class="sourceLineNo">205</span>        pValue = markers.processDataPoint(observation);<a name="line.205"></a>
+<span class="sourceLineNo">206</span>    }<a name="line.206"></a>
+<span class="sourceLineNo">207</span><a name="line.207"></a>
+<span class="sourceLineNo">208</span>    /**<a name="line.208"></a>
+<span class="sourceLineNo">209</span>     * Returns a string containing the last observation, the current estimate<a name="line.209"></a>
+<span class="sourceLineNo">210</span>     * of the quantile and all markers.<a name="line.210"></a>
+<span class="sourceLineNo">211</span>     *<a name="line.211"></a>
+<span class="sourceLineNo">212</span>     * @return string representation of state data<a name="line.212"></a>
+<span class="sourceLineNo">213</span>     */<a name="line.213"></a>
+<span class="sourceLineNo">214</span>    @Override<a name="line.214"></a>
+<span class="sourceLineNo">215</span>    public String toString() {<a name="line.215"></a>
+<span class="sourceLineNo">216</span><a name="line.216"></a>
+<span class="sourceLineNo">217</span>        if (markers == null) {<a name="line.217"></a>
+<span class="sourceLineNo">218</span>            return String.format("obs=%s pValue=%s",<a name="line.218"></a>
+<span class="sourceLineNo">219</span>                    DECIMAL_FORMAT.format(lastObservation),<a name="line.219"></a>
+<span class="sourceLineNo">220</span>                    DECIMAL_FORMAT.format(pValue));<a name="line.220"></a>
+<span class="sourceLineNo">221</span>        } else {<a name="line.221"></a>
+<span class="sourceLineNo">222</span>            return String.format("obs=%s markers=%s",<a name="line.222"></a>
+<span class="sourceLineNo">223</span>                    DECIMAL_FORMAT.format(lastObservation), markers.toString());<a name="line.223"></a>
+<span class="sourceLineNo">224</span>        }<a name="line.224"></a>
+<span class="sourceLineNo">225</span>    }<a name="line.225"></a>
+<span class="sourceLineNo">226</span><a name="line.226"></a>
+<span class="sourceLineNo">227</span>    /**<a name="line.227"></a>
+<span class="sourceLineNo">228</span>     * {@inheritDoc}<a name="line.228"></a>
+<span class="sourceLineNo">229</span>     */<a name="line.229"></a>
+<span class="sourceLineNo">230</span>    public long getN() {<a name="line.230"></a>
+<span class="sourceLineNo">231</span>        return countOfObservations;<a name="line.231"></a>
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[... 127 lines stripped ...]


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