001/* 002 * Licensed to the Apache Software Foundation (ASF) under one or more 003 * contributor license agreements. See the NOTICE file distributed with 004 * this work for additional information regarding copyright ownership. 005 * The ASF licenses this file to You under the Apache License, Version 2.0 006 * (the "License"); you may not use this file except in compliance with 007 * the License. You may obtain a copy of the License at 008 * 009 * http://www.apache.org/licenses/LICENSE-2.0 010 * 011 * Unless required by applicable law or agreed to in writing, software 012 * distributed under the License is distributed on an "AS IS" BASIS, 013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 014 * See the License for the specific language governing permissions and 015 * limitations under the License. 016 */ 017package org.apache.commons.math3.stat.descriptive.moment; 018 019import java.io.Serializable; 020 021import org.apache.commons.math3.exception.MathIllegalArgumentException; 022import org.apache.commons.math3.exception.NullArgumentException; 023import org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic; 024import org.apache.commons.math3.stat.descriptive.WeightedEvaluation; 025import org.apache.commons.math3.stat.descriptive.summary.Sum; 026import org.apache.commons.math3.util.MathUtils; 027 028/** 029 * <p>Computes the arithmetic mean of a set of values. Uses the definitional 030 * formula:</p> 031 * <p> 032 * mean = sum(x_i) / n 033 * </p> 034 * <p>where <code>n</code> is the number of observations. 035 * </p> 036 * <p>When {@link #increment(double)} is used to add data incrementally from a 037 * stream of (unstored) values, the value of the statistic that 038 * {@link #getResult()} returns is computed using the following recursive 039 * updating algorithm: </p> 040 * <ol> 041 * <li>Initialize <code>m = </code> the first value</li> 042 * <li>For each additional value, update using <br> 043 * <code>m = m + (new value - m) / (number of observations)</code></li> 044 * </ol> 045 * <p> If {@link #evaluate(double[])} is used to compute the mean of an array 046 * of stored values, a two-pass, corrected algorithm is used, starting with 047 * the definitional formula computed using the array of stored values and then 048 * correcting this by adding the mean deviation of the data values from the 049 * arithmetic mean. See, e.g. "Comparison of Several Algorithms for Computing 050 * Sample Means and Variances," Robert F. Ling, Journal of the American 051 * Statistical Association, Vol. 69, No. 348 (Dec., 1974), pp. 859-866. </p> 052 * <p> 053 * Returns <code>Double.NaN</code> if the dataset is empty. Note that 054 * Double.NaN may also be returned if the input includes NaN and / or infinite 055 * values. 056 * </p> 057 * <strong>Note that this implementation is not synchronized.</strong> If 058 * multiple threads access an instance of this class concurrently, and at least 059 * one of the threads invokes the <code>increment()</code> or 060 * <code>clear()</code> method, it must be synchronized externally. 061 * 062 */ 063public class Mean extends AbstractStorelessUnivariateStatistic 064 implements Serializable, WeightedEvaluation { 065 066 /** Serializable version identifier */ 067 private static final long serialVersionUID = -1296043746617791564L; 068 069 /** First moment on which this statistic is based. */ 070 protected FirstMoment moment; 071 072 /** 073 * Determines whether or not this statistic can be incremented or cleared. 074 * <p> 075 * Statistics based on (constructed from) external moments cannot 076 * be incremented or cleared.</p> 077 */ 078 protected boolean incMoment; 079 080 /** Constructs a Mean. */ 081 public Mean() { 082 incMoment = true; 083 moment = new FirstMoment(); 084 } 085 086 /** 087 * Constructs a Mean with an External Moment. 088 * 089 * @param m1 the moment 090 */ 091 public Mean(final FirstMoment m1) { 092 this.moment = m1; 093 incMoment = false; 094 } 095 096 /** 097 * Copy constructor, creates a new {@code Mean} identical 098 * to the {@code original} 099 * 100 * @param original the {@code Mean} instance to copy 101 * @throws NullArgumentException if original is null 102 */ 103 public Mean(Mean original) throws NullArgumentException { 104 copy(original, this); 105 } 106 107 /** 108 * {@inheritDoc} 109 * <p>Note that when {@link #Mean(FirstMoment)} is used to 110 * create a Mean, this method does nothing. In that case, the 111 * FirstMoment should be incremented directly.</p> 112 */ 113 @Override 114 public void increment(final double d) { 115 if (incMoment) { 116 moment.increment(d); 117 } 118 } 119 120 /** 121 * {@inheritDoc} 122 */ 123 @Override 124 public void clear() { 125 if (incMoment) { 126 moment.clear(); 127 } 128 } 129 130 /** 131 * {@inheritDoc} 132 */ 133 @Override 134 public double getResult() { 135 return moment.m1; 136 } 137 138 /** 139 * {@inheritDoc} 140 */ 141 public long getN() { 142 return moment.getN(); 143 } 144 145 /** 146 * Returns the arithmetic mean of the entries in the specified portion of 147 * the input array, or <code>Double.NaN</code> if the designated subarray 148 * is empty. 149 * <p> 150 * Throws <code>IllegalArgumentException</code> if the array is null.</p> 151 * <p> 152 * See {@link Mean} for details on the computing algorithm.</p> 153 * 154 * @param values the input array 155 * @param begin index of the first array element to include 156 * @param length the number of elements to include 157 * @return the mean of the values or Double.NaN if length = 0 158 * @throws MathIllegalArgumentException if the array is null or the array index 159 * parameters are not valid 160 */ 161 @Override 162 public double evaluate(final double[] values,final int begin, final int length) 163 throws MathIllegalArgumentException { 164 if (test(values, begin, length)) { 165 Sum sum = new Sum(); 166 double sampleSize = length; 167 168 // Compute initial estimate using definitional formula 169 double xbar = sum.evaluate(values, begin, length) / sampleSize; 170 171 // Compute correction factor in second pass 172 double correction = 0; 173 for (int i = begin; i < begin + length; i++) { 174 correction += values[i] - xbar; 175 } 176 return xbar + (correction/sampleSize); 177 } 178 return Double.NaN; 179 } 180 181 /** 182 * Returns the weighted arithmetic mean of the entries in the specified portion of 183 * the input array, or <code>Double.NaN</code> if the designated subarray 184 * is empty. 185 * <p> 186 * Throws <code>IllegalArgumentException</code> if either array is null.</p> 187 * <p> 188 * See {@link Mean} for details on the computing algorithm. The two-pass algorithm 189 * described above is used here, with weights applied in computing both the original 190 * estimate and the correction factor.</p> 191 * <p> 192 * Throws <code>IllegalArgumentException</code> if any of the following are true: 193 * <ul><li>the values array is null</li> 194 * <li>the weights array is null</li> 195 * <li>the weights array does not have the same length as the values array</li> 196 * <li>the weights array contains one or more infinite values</li> 197 * <li>the weights array contains one or more NaN values</li> 198 * <li>the weights array contains negative values</li> 199 * <li>the start and length arguments do not determine a valid array</li> 200 * </ul></p> 201 * 202 * @param values the input array 203 * @param weights the weights array 204 * @param begin index of the first array element to include 205 * @param length the number of elements to include 206 * @return the mean of the values or Double.NaN if length = 0 207 * @throws MathIllegalArgumentException if the parameters are not valid 208 * @since 2.1 209 */ 210 public double evaluate(final double[] values, final double[] weights, 211 final int begin, final int length) throws MathIllegalArgumentException { 212 if (test(values, weights, begin, length)) { 213 Sum sum = new Sum(); 214 215 // Compute initial estimate using definitional formula 216 double sumw = sum.evaluate(weights,begin,length); 217 double xbarw = sum.evaluate(values, weights, begin, length) / sumw; 218 219 // Compute correction factor in second pass 220 double correction = 0; 221 for (int i = begin; i < begin + length; i++) { 222 correction += weights[i] * (values[i] - xbarw); 223 } 224 return xbarw + (correction/sumw); 225 } 226 return Double.NaN; 227 } 228 229 /** 230 * Returns the weighted arithmetic mean of the entries in the input array. 231 * <p> 232 * Throws <code>MathIllegalArgumentException</code> if either array is null.</p> 233 * <p> 234 * See {@link Mean} for details on the computing algorithm. The two-pass algorithm 235 * described above is used here, with weights applied in computing both the original 236 * estimate and the correction factor.</p> 237 * <p> 238 * Throws <code>MathIllegalArgumentException</code> if any of the following are true: 239 * <ul><li>the values array is null</li> 240 * <li>the weights array is null</li> 241 * <li>the weights array does not have the same length as the values array</li> 242 * <li>the weights array contains one or more infinite values</li> 243 * <li>the weights array contains one or more NaN values</li> 244 * <li>the weights array contains negative values</li> 245 * </ul></p> 246 * 247 * @param values the input array 248 * @param weights the weights array 249 * @return the mean of the values or Double.NaN if length = 0 250 * @throws MathIllegalArgumentException if the parameters are not valid 251 * @since 2.1 252 */ 253 public double evaluate(final double[] values, final double[] weights) 254 throws MathIllegalArgumentException { 255 return evaluate(values, weights, 0, values.length); 256 } 257 258 /** 259 * {@inheritDoc} 260 */ 261 @Override 262 public Mean copy() { 263 Mean result = new Mean(); 264 // No try-catch or advertised exception because args are guaranteed non-null 265 copy(this, result); 266 return result; 267 } 268 269 270 /** 271 * Copies source to dest. 272 * <p>Neither source nor dest can be null.</p> 273 * 274 * @param source Mean to copy 275 * @param dest Mean to copy to 276 * @throws NullArgumentException if either source or dest is null 277 */ 278 public static void copy(Mean source, Mean dest) 279 throws NullArgumentException { 280 MathUtils.checkNotNull(source); 281 MathUtils.checkNotNull(dest); 282 dest.setData(source.getDataRef()); 283 dest.incMoment = source.incMoment; 284 dest.moment = source.moment.copy(); 285 } 286}