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From Phil Steitz <stei...@yahoo.com>
Subject Re: [math] StatUtils
Date Tue, 17 Jun 2003 21:24:02 GMT

--- "Mark R. Diggory" <mdiggory@latte.harvard.edu> wrote:
> I've roughed out the beginnings of StatUtils (based on implementations 
> found in AbstractStoreUnivariate). I will add this if all seem to agree 
> on its usage.
> 
+1 for this approach, rolling back previous changes and having
AbstractStoreUnivariate and UnivariateImpl in the finite window case delegate
to these methods.

Obviously need full javadoc including NaN conditions, etc.  Also should
probably improve the sumsq and  variance computations using corrected two-pass.

 
> -Mark
> > Index: StatUtils.java
> ===================================================================
> RCS file: StatUtils.java
> diff -N StatUtils.java
> --- /dev/null	1 Jan 1970 00:00:00 -0000
> +++ StatUtils.java	17 Jun 2003 19:17:26 -0000
> @@ -0,0 +1,135 @@
> +/* ====================================================================
> + * The Apache Software License, Version 1.1
> + *
> + * Copyright (c) 2003 The Apache Software Foundation.  All rights
> + * reserved.
> + *
> + * Redistribution and use in source and binary forms, with or without
> + * modification, are permitted provided that the following conditions
> + * are met:
> + *
> + * 1. Redistributions of source code must retain the above copyright
> + *    notice, this list of conditions and the following disclaimer.
> + *
> + * 2. Redistributions in binary form must reproduce the above copyright
> + *    notice, this list of conditions and the following disclaimer in
> + *    the documentation and/or other materials provided with the
> + *    distribution.
> + *
> + * 3. The end-user documentation included with the redistribution, if
> + *    any, must include the following acknowlegement:
> + *       "This product includes software developed by the
> + *        Apache Software Foundation (http://www.apache.org/)."
> + *    Alternately, this acknowlegement may appear in the software itself,
> + *    if and wherever such third-party acknowlegements normally appear.
> + *
> + * 4. The names "The Jakarta Project", "Commons", and "Apache Software
> + *    Foundation" must not be used to endorse or promote products derived
> + *    from this software without prior written permission. For written
> + *    permission, please contact apache@apache.org.
> + *
> + * 5. Products derived from this software may not be called "Apache"
> + *    nor may "Apache" appear in their names without prior written
> + *    permission of the Apache Software Foundation.
> + *
> + * THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
> + * WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
> + * OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
> + * DISCLAIMED.  IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR
> + * ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
> + * SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
> + * LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
> + * USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
> + * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
> + * OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
> + * OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
> + * SUCH DAMAGE.
> + * ====================================================================
> + *
> + * This software consists of voluntary contributions made by many
> + * individuals on behalf of the Apache Software Foundation.  For more
> + * information on the Apache Software Foundation, please see
> + * <http://www.apache.org/>.
> + */
> +package org.apache.commons.math.stat;
> +
> +/**
> + * StatUtils provides fast static implementation of common double[] based
> + * statistical methods
> + *
> + * @author <a href="mailto:mdiggory@apache.org">Mark Diggory</a>
> + */
> +public class StatUtils {
> +
> +	public static int getN(double[] values) {
> +		return values.length;
> +	}
> +
> +	public static double getSum(double[] values) {
> +		double accum = 0.0;
> +		for (int i = 0; i < getN(values); i++) {
> +			accum += values[i];
> +		}
> +		return accum;
> +	}
> +
> +	public static double getSumSq(double[] values) {
> +		double accum = 0.0;
> +		for (int i = 0; i < getN(values); i++) {
> +			accum += Math.pow(values[i], 2.0);
> +		}
> +		return accum;
> +	}
> +
> +	public static double getMean(double[] values) {
> +		return getSum(values) / getN(values);
> +	}
> +
> +	public static double getVariance(double[] values) {
> +		double variance = Double.NaN;
> +        
> +		if (getN(values) == 1) {
> +			variance = 0;
> +		} else if (getN(values) > 1) {
> +			double mean = getMean(values);
> +			double accum = 0.0;
> +			for (int i = 0; i < getN(values); i++) {
> +				accum += Math.pow((values[i] - mean), 2.0);
> +			}
> +			variance = accum / (getN(values) - 1);
> +		}
> +		return variance;
> +	}
> +
> +	public static double getStandardDeviation(double[] values) {
> +		double stdDev = Double.NaN;
> +		if (getN(values) != 0) {
> +			stdDev = Math.sqrt(getVariance(values));
> +		}
> +		return (stdDev);
> +	}
> +
> +	public static double getMax(double[] values) {
> +		double max = Double.NaN;
> +		for (int i = 0; i < getN(values); i++) {
> +			if (i == 0) {
> +				max = values[i];
> +			} else {
> +				max = Math.max(max, values[i]);
> +			}
> +		}
> +		return max;
> +	}
> +
> +	public static double getMin(double[] values) {
> +		double min = Double.NaN;
> +		for (int i = 0; i < getN(values); i++) {
> +			if (i == 0) {
> +				min = values[i];
> +			} else {
> +				min = Math.min(min, values[i]);
> +			}
> +		}
> +		return min;
> +	}
> +}
> \ No newline at end of file
> 
> > ---------------------------------------------------------------------
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