Package org.anchoranalysis.math.statistics

Class VarianceCalculatorDouble

Object

VarianceCalculatorDouble

public class VarianceCalculatorDouble
extends Object

Calculates variance efficiently, as successive values are added, using double to store sums internally.

This is similar to VarianceCalculatorLong but is designed for double values rather than ints.

Efficiency occurs by maintaining a running sum, sum-of-squares and count as values are added.

This is useful for calculating variance in sequential order in an online manner.

Author:

Owen Feehan

Constructor Summary

Constructors

Constructor	Description
VarianceCalculatorDouble()
VarianceCalculatorDouble(double sum, double sumSquares, long count)	Creates a new VarianceCalculatorDouble instance.

Method Summary

Modifier and Type	Method	Description
void	add(double value)	Adds a value to the running sum.
long	getCount()	The running count of values.
double	mean()	Calculate the mean, based on the current state of running-sums.
VarianceCalculatorDouble	subtract(VarianceCalculatorDouble toSubtract)	Subtracts the running-sums and count from another VarianceCalculatorDouble from the current object's state.
double	variance()	Calculate the variance, based on the current state of running-sums.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

VarianceCalculatorDouble

public VarianceCalculatorDouble(double sum,
 double sumSquares,
 long count)

Creates a new VarianceCalculatorDouble instance.

Parameters:

sum - The running sum of values.

sumSquares - The running sum of squares of values.

count - The running count of values.

VarianceCalculatorDouble

public VarianceCalculatorDouble()

Method Details

add

public void add(double value)

Adds a value to the running sum.

Parameters:

value - the value to add.

subtract

public VarianceCalculatorDouble subtract(VarianceCalculatorDouble toSubtract)

Subtracts the running-sums and count from another VarianceCalculatorDouble from the current object's state.

This occurs immutably, and the currently object's state is unaffected.

Parameters:

toSubtract - the other VarianceCalculatorDouble whose state is subtracted.

Returns:

a newly created VarianceCalculatorDouble whose state is the current object minus toSubtract.

mean

public double mean()

Calculate the mean, based on the current state of running-sums.

Returns:

the mean.

variance

public double variance()

Calculate the variance, based on the current state of running-sums.

Returns:

the variance.

getCount

public long getCount()

The running count of values.