DoubleStatistics.java
- /*
- * Licensed to the Apache Software Foundation (ASF) under one or more
- * contributor license agreements. See the NOTICE file distributed with
- * this work for additional information regarding copyright ownership.
- * The ASF licenses this file to You 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.apache.commons.statistics.descriptive;
- import java.util.Objects;
- import java.util.Set;
- import java.util.function.BiFunction;
- import java.util.function.DoubleConsumer;
- import java.util.function.Function;
- /**
- * Statistics for {@code double} values.
- *
- * <p>This class provides combinations of individual statistic implementations in the
- * {@code org.apache.commons.statistics.descriptive} package.
- *
- * <p>Supports up to 2<sup>63</sup> (exclusive) observations.
- * This implementation does not check for overflow of the count.
- *
- * @since 1.1
- */
- public final class DoubleStatistics implements DoubleConsumer {
- /** Error message for non configured statistics. */
- private static final String NO_CONFIGURED_STATISTICS = "No configured statistics";
- /** Error message for an unsupported statistic. */
- private static final String UNSUPPORTED_STATISTIC = "Unsupported statistic: ";
- /** Count of values recorded. */
- private long count;
- /** The consumer of values. */
- private final DoubleConsumer consumer;
- /** The {@link Min} implementation. */
- private final Min min;
- /** The {@link Max} implementation. */
- private final Max max;
- /** The moment implementation. May be any instance of {@link FirstMoment}. */
- private final FirstMoment moment;
- /** The {@link Sum} implementation. */
- private final Sum sum;
- /** The {@link Product} implementation. */
- private final Product product;
- /** The {@link SumOfSquares} implementation. */
- private final SumOfSquares sumOfSquares;
- /** The {@link SumOfLogs} implementation. */
- private final SumOfLogs sumOfLogs;
- /** Configuration options for computation of statistics. */
- private StatisticsConfiguration config;
- /**
- * A builder for {@link DoubleStatistics}.
- */
- public static final class Builder {
- /** An empty double array. */
- private static final double[] NO_VALUES = {};
- /** The {@link Min} constructor. */
- private Function<double[], Min> min;
- /** The {@link Max} constructor. */
- private Function<double[], Max> max;
- /** The moment constructor. May return any instance of {@link FirstMoment}. */
- private BiFunction<org.apache.commons.numbers.core.Sum, double[], FirstMoment> moment;
- /** The {@link Sum} constructor. */
- private Function<org.apache.commons.numbers.core.Sum, Sum> sum;
- /** The {@link Product} constructor. */
- private Function<double[], Product> product;
- /** The {@link SumOfSquares} constructor. */
- private Function<double[], SumOfSquares> sumOfSquares;
- /** The {@link SumOfLogs} constructor. */
- private Function<double[], SumOfLogs> sumOfLogs;
- /** The order of the moment. It corresponds to the power computed by the {@link FirstMoment}
- * instance constructed by {@link #moment}. This should only be increased from the default
- * of zero (corresponding to no moment computation). */
- private int momentOrder;
- /** Configuration options for computation of statistics. */
- private StatisticsConfiguration config = StatisticsConfiguration.withDefaults();
- /**
- * Create an instance.
- */
- Builder() {
- // Do nothing
- }
- /**
- * Add the statistic to the statistics to compute.
- *
- * @param statistic Statistic to compute.
- * @return {@code this} instance
- */
- Builder add(Statistic statistic) {
- switch (statistic) {
- case GEOMETRIC_MEAN:
- case SUM_OF_LOGS:
- sumOfLogs = SumOfLogs::of;
- break;
- case KURTOSIS:
- createMoment(4);
- break;
- case MAX:
- max = Max::of;
- break;
- case MEAN:
- createMoment(1);
- break;
- case MIN:
- min = Min::of;
- break;
- case PRODUCT:
- product = Product::of;
- break;
- case SKEWNESS:
- createMoment(3);
- break;
- case STANDARD_DEVIATION:
- case VARIANCE:
- createMoment(2);
- break;
- case SUM:
- sum = Sum::new;
- break;
- case SUM_OF_SQUARES:
- sumOfSquares = SumOfSquares::of;
- break;
- default:
- throw new IllegalArgumentException(UNSUPPORTED_STATISTIC + statistic);
- }
- return this;
- }
- /**
- * Creates the moment constructor for the specified {@code order},
- * e.g. order=2 is sum of squared deviations.
- *
- * @param order Order.
- */
- private void createMoment(int order) {
- if (order > momentOrder) {
- momentOrder = order;
- if (order == 4) {
- moment = SumOfFourthDeviations::create;
- } else if (order == 3) {
- moment = SumOfCubedDeviations::create;
- } else if (order == 2) {
- moment = SumOfSquaredDeviations::create;
- } else {
- // Assume order == 1
- moment = FirstMoment::create;
- }
- }
- }
- /**
- * Sets the statistics configuration options for computation of statistics.
- *
- * @param v Value.
- * @return the builder
- * @throws NullPointerException if the value is null
- */
- public Builder setConfiguration(StatisticsConfiguration v) {
- config = Objects.requireNonNull(v);
- return this;
- }
- /**
- * Builds a {@code DoubleStatistics} instance.
- *
- * @return {@code DoubleStatistics} instance.
- */
- public DoubleStatistics build() {
- return build(NO_VALUES);
- }
- /**
- * Builds a {@code DoubleStatistics} instance using the input {@code values}.
- *
- * <p>Note: {@code DoubleStatistics} computed using
- * {@link DoubleStatistics#accept(double) accept} may be
- * different from this instance.
- *
- * @param values Values.
- * @return {@code DoubleStatistics} instance.
- */
- public DoubleStatistics build(double... values) {
- Objects.requireNonNull(values, "values");
- // Create related statistics
- FirstMoment m = null;
- Sum sumStat = null;
- if (moment != null || sum != null) {
- final org.apache.commons.numbers.core.Sum s =
- org.apache.commons.numbers.core.Sum.of(values);
- m = create(moment, s, values);
- sumStat = create(sum, s);
- }
- return new DoubleStatistics(
- values.length,
- create(min, values),
- create(max, values),
- m,
- sumStat,
- create(product, values),
- create(sumOfSquares, values),
- create(sumOfLogs, values),
- config);
- }
- /**
- * Creates the object from the {@code values}.
- *
- * @param <S> value type
- * @param <T> object type
- * @param constructor Constructor.
- * @param values Values
- * @return the instance
- */
- private static <S, T> T create(Function<S, T> constructor, S values) {
- if (constructor != null) {
- return constructor.apply(values);
- }
- return null;
- }
- /**
- * Creates the object from the values {@code r} and {@code s}.
- *
- * @param <R> value type
- * @param <S> value type
- * @param <T> object type
- * @param constructor Constructor.
- * @param r Value.
- * @param s Value.
- * @return the instance
- */
- private static <R, S, T> T create(BiFunction<R, S, T> constructor, R r, S s) {
- if (constructor != null) {
- return constructor.apply(r, s);
- }
- return null;
- }
- }
- /**
- * Create an instance.
- *
- * @param count Count of values.
- * @param min Min implementation.
- * @param max Max implementation.
- * @param moment Moment implementation.
- * @param sum Sum implementation.
- * @param product Product implementation.
- * @param sumOfSquares Sum of squares implementation.
- * @param sumOfLogs Sum of logs implementation.
- * @param config Statistics configuration.
- */
- DoubleStatistics(long count, Min min, Max max, FirstMoment moment, Sum sum,
- Product product, SumOfSquares sumOfSquares, SumOfLogs sumOfLogs,
- StatisticsConfiguration config) {
- this.count = count;
- this.min = min;
- this.max = max;
- this.moment = moment;
- this.sum = sum;
- this.product = product;
- this.sumOfSquares = sumOfSquares;
- this.sumOfLogs = sumOfLogs;
- this.config = config;
- consumer = Statistics.compose(min, max, moment, sum, product, sumOfSquares, sumOfLogs);
- }
- /**
- * Returns a new instance configured to compute the specified {@code statistics}.
- *
- * <p>The statistics will be empty and so will return the default values for each
- * computed statistic.
- *
- * @param statistics Statistics to compute.
- * @return the instance
- * @throws IllegalArgumentException if there are no {@code statistics} to compute.
- */
- public static DoubleStatistics of(Statistic... statistics) {
- return builder(statistics).build();
- }
- /**
- * Returns a new instance configured to compute the specified {@code statistics}
- * populated using the input {@code values}.
- *
- * <p>Use this method to create an instance populated with a (variable) array of
- * {@code double[]} data:
- *
- * <pre>
- * DoubleStatistics stats = DoubleStatistics.of(
- * EnumSet.of(Statistic.MIN, Statistic.MAX),
- * 1, 1, 2, 3, 5, 8, 13);
- * </pre>
- *
- * @param statistics Statistics to compute.
- * @param values Values.
- * @return the instance
- * @throws IllegalArgumentException if there are no {@code statistics} to compute.
- */
- public static DoubleStatistics of(Set<Statistic> statistics, double... values) {
- if (statistics.isEmpty()) {
- throw new IllegalArgumentException(NO_CONFIGURED_STATISTICS);
- }
- final Builder b = new Builder();
- statistics.forEach(b::add);
- return b.build(values);
- }
- /**
- * Returns a new builder configured to create instances to compute the specified
- * {@code statistics}.
- *
- * <p>Use this method to create an instance populated with an array of {@code double[]}
- * data using the {@link Builder#build(double...)} method:
- *
- * <pre>
- * double[] data = ...
- * DoubleStatistics stats = DoubleStatistics.builder(
- * Statistic.MIN, Statistic.MAX, Statistic.VARIANCE)
- * .build(data);
- * </pre>
- *
- * <p>The builder can be used to create multiple instances of {@link DoubleStatistics}
- * to be used in parallel, or on separate arrays of {@code double[]} data. These may
- * be {@link #combine(DoubleStatistics) combined}. For example:
- *
- * <pre>
- * double[][] data = ...
- * DoubleStatistics.Builder builder = DoubleStatistics.builder(
- * Statistic.MIN, Statistic.MAX, Statistic.VARIANCE);
- * DoubleStatistics stats = Arrays.stream(data)
- * .parallel()
- * .map(builder::build)
- * .reduce(DoubleStatistics::combine)
- * .get();
- * </pre>
- *
- * <p>The builder can be used to create a {@link java.util.stream.Collector} for repeat
- * use on multiple data:
- *
- * <pre>{@code
- * DoubleStatistics.Builder builder = DoubleStatistics.builder(
- * Statistic.MIN, Statistic.MAX, Statistic.VARIANCE);
- * Collector<double[], DoubleStatistics, DoubleStatistics> collector =
- * Collector.of(builder::build,
- * (s, d) -> s.combine(builder.build(d)),
- * DoubleStatistics::combine);
- *
- * // Repeated
- * double[][] data = ...
- * DoubleStatistics stats = Arrays.stream(data).collect(collector);
- * }</pre>
- *
- * @param statistics Statistics to compute.
- * @return the builder
- * @throws IllegalArgumentException if there are no {@code statistics} to compute.
- */
- public static Builder builder(Statistic... statistics) {
- if (statistics.length == 0) {
- throw new IllegalArgumentException(NO_CONFIGURED_STATISTICS);
- }
- final Builder b = new Builder();
- for (final Statistic s : statistics) {
- b.add(s);
- }
- return b;
- }
- /**
- * Updates the state of the statistics to reflect the addition of {@code value}.
- *
- * @param value Value.
- */
- @Override
- public void accept(double value) {
- count++;
- consumer.accept(value);
- }
- /**
- * Return the count of values recorded.
- *
- * @return the count of values
- */
- public long getCount() {
- return count;
- }
- /**
- * Check if the specified {@code statistic} is supported.
- *
- * <p>Note: This method will not return {@code false} if the argument is {@code null}.
- *
- * @param statistic Statistic.
- * @return {@code true} if supported
- * @throws NullPointerException if the {@code statistic} is {@code null}
- * @see #getAsDouble(Statistic)
- */
- public boolean isSupported(Statistic statistic) {
- // Check for the appropriate underlying implementation
- switch (statistic) {
- case GEOMETRIC_MEAN:
- case SUM_OF_LOGS:
- return sumOfLogs != null;
- case KURTOSIS:
- return moment instanceof SumOfFourthDeviations;
- case MAX:
- return max != null;
- case MEAN:
- return moment != null;
- case MIN:
- return min != null;
- case PRODUCT:
- return product != null;
- case SKEWNESS:
- return moment instanceof SumOfCubedDeviations;
- case STANDARD_DEVIATION:
- case VARIANCE:
- return moment instanceof SumOfSquaredDeviations;
- case SUM:
- return sum != null;
- case SUM_OF_SQUARES:
- return sumOfSquares != null;
- default:
- return false;
- }
- }
- /**
- * Gets the value of the specified {@code statistic} as a {@code double}.
- *
- * @param statistic Statistic.
- * @return the value
- * @throws IllegalArgumentException if the {@code statistic} is not supported
- * @see #isSupported(Statistic)
- * @see #getResult(Statistic)
- */
- public double getAsDouble(Statistic statistic) {
- return getResult(statistic).getAsDouble();
- }
- /**
- * Gets a supplier for the value of the specified {@code statistic}.
- *
- * <p>The returned function will supply the correct result after
- * calls to {@link #accept(double) accept} or
- * {@link #combine(DoubleStatistics) combine} further values into
- * {@code this} instance.
- *
- * <p>This method can be used to perform a one-time look-up of the statistic
- * function to compute statistics as values are dynamically added.
- *
- * @param statistic Statistic.
- * @return the supplier
- * @throws IllegalArgumentException if the {@code statistic} is not supported
- * @see #isSupported(Statistic)
- * @see #getAsDouble(Statistic)
- */
- public StatisticResult getResult(Statistic statistic) {
- // Locate the implementation.
- // Statistics that wrap an underlying implementation are created in methods.
- // The return argument should be a method reference and not an instance
- // of DoubleStatistic. This ensures the statistic implementation cannot
- // be updated with new values by casting the result and calling accept(double).
- StatisticResult stat = null;
- switch (statistic) {
- case GEOMETRIC_MEAN:
- stat = getGeometricMean();
- break;
- case KURTOSIS:
- stat = getKurtosis();
- break;
- case MAX:
- stat = max;
- break;
- case MEAN:
- stat = getMean();
- break;
- case MIN:
- stat = min;
- break;
- case PRODUCT:
- stat = product;
- break;
- case SKEWNESS:
- stat = getSkewness();
- break;
- case STANDARD_DEVIATION:
- stat = getStandardDeviation();
- break;
- case SUM:
- stat = sum;
- break;
- case SUM_OF_LOGS:
- stat = sumOfLogs;
- break;
- case SUM_OF_SQUARES:
- stat = sumOfSquares;
- break;
- case VARIANCE:
- stat = getVariance();
- break;
- default:
- break;
- }
- if (stat != null) {
- return stat instanceof DoubleStatistic ?
- ((DoubleStatistic) stat)::getAsDouble :
- stat;
- }
- throw new IllegalArgumentException(UNSUPPORTED_STATISTIC + statistic);
- }
- /**
- * Gets the geometric mean.
- *
- * @return a geometric mean supplier (or null if unsupported)
- */
- private StatisticResult getGeometricMean() {
- if (sumOfLogs != null) {
- // Return a function that has access to the count and sumOfLogs
- return () -> GeometricMean.computeGeometricMean(count, sumOfLogs);
- }
- return null;
- }
- /**
- * Gets the kurtosis.
- *
- * @return a kurtosis supplier (or null if unsupported)
- */
- private StatisticResult getKurtosis() {
- if (moment instanceof SumOfFourthDeviations) {
- return new Kurtosis((SumOfFourthDeviations) moment)
- .setBiased(config.isBiased())::getAsDouble;
- }
- return null;
- }
- /**
- * Gets the mean.
- *
- * @return a mean supplier (or null if unsupported)
- */
- private StatisticResult getMean() {
- if (moment != null) {
- // Special case where wrapping with a Mean is not required
- return moment::getFirstMoment;
- }
- return null;
- }
- /**
- * Gets the skewness.
- *
- * @return a skewness supplier (or null if unsupported)
- */
- private StatisticResult getSkewness() {
- if (moment instanceof SumOfCubedDeviations) {
- return new Skewness((SumOfCubedDeviations) moment)
- .setBiased(config.isBiased())::getAsDouble;
- }
- return null;
- }
- /**
- * Gets the standard deviation.
- *
- * @return a standard deviation supplier (or null if unsupported)
- */
- private StatisticResult getStandardDeviation() {
- if (moment instanceof SumOfSquaredDeviations) {
- return new StandardDeviation((SumOfSquaredDeviations) moment)
- .setBiased(config.isBiased())::getAsDouble;
- }
- return null;
- }
- /**
- * Gets the variance.
- *
- * @return a variance supplier (or null if unsupported)
- */
- private StatisticResult getVariance() {
- if (moment instanceof SumOfSquaredDeviations) {
- return new Variance((SumOfSquaredDeviations) moment)
- .setBiased(config.isBiased())::getAsDouble;
- }
- return null;
- }
- /**
- * Combines the state of the {@code other} statistics into this one.
- * Only {@code this} instance is modified by the {@code combine} operation.
- *
- * <p>The {@code other} instance must be <em>compatible</em>. This is {@code true} if the
- * {@code other} instance returns {@code true} for {@link #isSupported(Statistic)} for
- * all values of the {@link Statistic} enum which are supported by {@code this}
- * instance.
- *
- * <p>Note that this operation is <em>not symmetric</em>. It may be possible to perform
- * {@code a.combine(b)} but not {@code b.combine(a)}. In the event that the {@code other}
- * instance is not compatible then an exception is raised before any state is modified.
- *
- * @param other Another set of statistics to be combined.
- * @return {@code this} instance after combining {@code other}.
- * @throws IllegalArgumentException if the {@code other} is not compatible
- */
- public DoubleStatistics combine(DoubleStatistics other) {
- // Check compatibility
- Statistics.checkCombineCompatible(min, other.min);
- Statistics.checkCombineCompatible(max, other.max);
- Statistics.checkCombineCompatible(sum, other.sum);
- Statistics.checkCombineCompatible(product, other.product);
- Statistics.checkCombineCompatible(sumOfSquares, other.sumOfSquares);
- Statistics.checkCombineCompatible(sumOfLogs, other.sumOfLogs);
- Statistics.checkCombineAssignable(moment, other.moment);
- // Combine
- count += other.count;
- Statistics.combine(min, other.min);
- Statistics.combine(max, other.max);
- Statistics.combine(sum, other.sum);
- Statistics.combine(product, other.product);
- Statistics.combine(sumOfSquares, other.sumOfSquares);
- Statistics.combine(sumOfLogs, other.sumOfLogs);
- Statistics.combineMoment(moment, other.moment);
- return this;
- }
- /**
- * Sets the statistics configuration.
- *
- * <p>These options only control the final computation of statistics. The configuration
- * will not affect compatibility between instances during a
- * {@link #combine(DoubleStatistics) combine} operation.
- *
- * <p>Note: These options will affect any future computation of statistics. Supplier functions
- * that have been previously created will not be updated with the new configuration.
- *
- * @param v Value.
- * @return {@code this} instance
- * @throws NullPointerException if the value is null
- * @see #getResult(Statistic)
- */
- public DoubleStatistics setConfiguration(StatisticsConfiguration v) {
- config = Objects.requireNonNull(v);
- return this;
- }
- }