org.apache.commons.math.stat

Class StatUtils

java.lang.Object

org.apache.commons.math.stat.StatUtils

public final class StatUtils
extends java.lang.Object

StatUtils provides static methods for computing statistics based on data stored in double[] arrays.

Method Summary

Modifier and Type	Method and Description
static double	geometricMean(double[] values) Returns the geometric mean of the entries in the input array, or Double.NaN if the array is empty.
static double	geometricMean(double[] values, int begin, int length) Returns the geometric mean of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.
static double	max(double[] values) Returns the maximum of the entries in the input array, or Double.NaN if the array is empty.
static double	max(double[] values, int begin, int length) Returns the maximum of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.
static double	mean(double[] values) Returns the arithmetic mean of the entries in the input array, or Double.NaN if the array is empty.
static double	mean(double[] values, int begin, int length) Returns the arithmetic mean of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.
static double	meanDifference(double[] sample1, double[] sample2) Returns the mean of the (signed) differences between corresponding elements of the input arrays -- i.e., sum(sample1[i] - sample2[i]) / sample1.length.
static double	min(double[] values) Returns the minimum of the entries in the input array, or Double.NaN if the array is empty.
static double	min(double[] values, int begin, int length) Returns the minimum of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.
static double[]	normalize(double[] sample) Normalize (standardize) the series, so in the end it is having a mean of 0 and a standard deviation of 1.
static double	percentile(double[] values, double p) Returns an estimate of the pth percentile of the values in the values array.
static double	percentile(double[] values, int begin, int length, double p) Returns an estimate of the pth percentile of the values in the values array, starting with the element in (0-based) position begin in the array and including length values.
static double	product(double[] values) Returns the product of the entries in the input array, or Double.NaN if the array is empty.
static double	product(double[] values, int begin, int length) Returns the product of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.
static double	sum(double[] values) Returns the sum of the values in the input array, or Double.NaN if the array is empty.
static double	sum(double[] values, int begin, int length) Returns the sum of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.
static double	sumDifference(double[] sample1, double[] sample2) Returns the sum of the (signed) differences between corresponding elements of the input arrays -- i.e., sum(sample1[i] - sample2[i]).
static double	sumLog(double[] values) Returns the sum of the natural logs of the entries in the input array, or Double.NaN if the array is empty.
static double	sumLog(double[] values, int begin, int length) Returns the sum of the natural logs of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.
static double	sumSq(double[] values) Returns the sum of the squares of the entries in the input array, or Double.NaN if the array is empty.
static double	sumSq(double[] values, int begin, int length) Returns the sum of the squares of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.
static double	variance(double[] values) Returns the variance of the entries in the input array, or Double.NaN if the array is empty.
static double	variance(double[] values, double mean) Returns the variance of the entries in the input array, using the precomputed mean value.
static double	variance(double[] values, double mean, int begin, int length) Returns the variance of the entries in the specified portion of the input array, using the precomputed mean value.
static double	variance(double[] values, int begin, int length) Returns the variance of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.
static double	varianceDifference(double[] sample1, double[] sample2, double meanDifference) Returns the variance of the (signed) differences between corresponding elements of the input arrays -- i.e., var(sample1[i] - sample2[i]).

Methods inherited from class java.lang.Object

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

Method Detail

sum

public static double sum(double[] values)

Returns the sum of the values in the input array, or Double.NaN if the array is empty.

Throws IllegalArgumentException if the input array is null.

Parameters:

values - array of values to sum

Returns:

the sum of the values or Double.NaN if the array is empty

Throws:

java.lang.IllegalArgumentException - if the array is null

sum

public static double sum(double[] values,
                         int begin,
                         int length)

Returns the sum of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.

Throws IllegalArgumentException if the array is null.

Parameters:

values - the input array

begin - index of the first array element to include

length - the number of elements to include

Returns:

the sum of the values or Double.NaN if length = 0

Throws:

java.lang.IllegalArgumentException - if the array is null or the array index parameters are not valid

sumSq

public static double sumSq(double[] values)

Returns the sum of the squares of the entries in the input array, or Double.NaN if the array is empty.

Throws IllegalArgumentException if the array is null.

Parameters:

values - input array

Returns:

the sum of the squared values or Double.NaN if the array is empty

Throws:

java.lang.IllegalArgumentException - if the array is null

sumSq

public static double sumSq(double[] values,
                           int begin,
                           int length)

Returns the sum of the squares of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.

Throws IllegalArgumentException if the array is null.

Parameters:

values - the input array

begin - index of the first array element to include

length - the number of elements to include

Returns:

the sum of the squares of the values or Double.NaN if length = 0

Throws:

java.lang.IllegalArgumentException - if the array is null or the array index parameters are not valid

product

public static double product(double[] values)

Returns the product of the entries in the input array, or Double.NaN if the array is empty.

Throws IllegalArgumentException if the array is null.

Parameters:

values - the input array

Returns:

the product of the values or Double.NaN if the array is empty

Throws:

java.lang.IllegalArgumentException - if the array is null

product

public static double product(double[] values,
                             int begin,
                             int length)

Returns the product of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.

Throws IllegalArgumentException if the array is null.

Parameters:

values - the input array

begin - index of the first array element to include

length - the number of elements to include

Returns:

the product of the values or Double.NaN if length = 0

Throws:

java.lang.IllegalArgumentException - if the array is null or the array index parameters are not valid

sumLog

public static double sumLog(double[] values)

Returns the sum of the natural logs of the entries in the input array, or Double.NaN if the array is empty.

Throws IllegalArgumentException if the array is null.

See SumOfLogs.

Parameters:

values - the input array

Returns:

the sum of the natural logs of the values or Double.NaN if the array is empty

Throws:

java.lang.IllegalArgumentException - if the array is null

sumLog

public static double sumLog(double[] values,
                            int begin,
                            int length)

Returns the sum of the natural logs of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.

Throws IllegalArgumentException if the array is null.

See SumOfLogs.

Parameters:

values - the input array

begin - index of the first array element to include

length - the number of elements to include

Returns:

the sum of the natural logs of the values or Double.NaN if length = 0

Throws:

java.lang.IllegalArgumentException - if the array is null or the array index parameters are not valid

mean

public static double mean(double[] values)

Returns the arithmetic mean of the entries in the input array, or Double.NaN if the array is empty.

Throws IllegalArgumentException if the array is null.

See Mean for details on the computing algorithm.

Parameters:

values - the input array

Returns:

the mean of the values or Double.NaN if the array is empty

Throws:

java.lang.IllegalArgumentException - if the array is null

mean

public static double mean(double[] values,
                          int begin,
                          int length)

Returns the arithmetic mean of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.

Throws IllegalArgumentException if the array is null.

See Mean for details on the computing algorithm.

Parameters:

values - the input array

begin - index of the first array element to include

length - the number of elements to include

Returns:

the mean of the values or Double.NaN if length = 0

Throws:

java.lang.IllegalArgumentException - if the array is null or the array index parameters are not valid

geometricMean

public static double geometricMean(double[] values)

Returns the geometric mean of the entries in the input array, or Double.NaN if the array is empty.

Throws IllegalArgumentException if the array is null.

See GeometricMean for details on the computing algorithm.

Parameters:

values - the input array

Returns:

the geometric mean of the values or Double.NaN if the array is empty

Throws:

java.lang.IllegalArgumentException - if the array is null

geometricMean

public static double geometricMean(double[] values,
                                   int begin,
                                   int length)

Returns the geometric mean of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.

Throws IllegalArgumentException if the array is null.

See GeometricMean for details on the computing algorithm.

Parameters:

values - the input array

begin - index of the first array element to include

length - the number of elements to include

Returns:

the geometric mean of the values or Double.NaN if length = 0

Throws:

java.lang.IllegalArgumentException - if the array is null or the array index parameters are not valid

variance

public static double variance(double[] values)

Returns the variance of the entries in the input array, or Double.NaN if the array is empty.

See Variance for details on the computing algorithm.

Returns 0 for a single-value (i.e. length = 1) sample.

Throws IllegalArgumentException if the array is null.

Parameters:

values - the input array

Returns:

the variance of the values or Double.NaN if the array is empty

Throws:

java.lang.IllegalArgumentException - if the array is null

variance

public static double variance(double[] values,
                              int begin,
                              int length)

Returns the variance of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.

See Variance for details on the computing algorithm.

Returns 0 for a single-value (i.e. length = 1) sample.

Throws IllegalArgumentException if the array is null or the array index parameters are not valid.

Parameters:

values - the input array

begin - index of the first array element to include

length - the number of elements to include

Returns:

the variance of the values or Double.NaN if length = 0

Throws:

java.lang.IllegalArgumentException - if the array is null or the array index parameters are not valid

variance

public static double variance(double[] values,
                              double mean,
                              int begin,
                              int length)

Returns the variance of the entries in the specified portion of the input array, using the precomputed mean value. Returns Double.NaN if the designated subarray is empty.

See Variance for details on the computing algorithm.

The formula used assumes that the supplied mean value is the arithmetic mean of the sample data, not a known population parameter. This method is supplied only to save computation when the mean has already been computed.

Returns 0 for a single-value (i.e. length = 1) sample.

Throws IllegalArgumentException if the array is null or the array index parameters are not valid.

Parameters:

values - the input array

mean - the precomputed mean value

begin - index of the first array element to include

length - the number of elements to include

Returns:

the variance of the values or Double.NaN if length = 0

Throws:

java.lang.IllegalArgumentException - if the array is null or the array index parameters are not valid

variance

public static double variance(double[] values,
                              double mean)

Returns the variance of the entries in the input array, using the precomputed mean value. Returns Double.NaN if the array is empty.

See Variance for details on the computing algorithm.

The formula used assumes that the supplied mean value is the arithmetic mean of the sample data, not a known population parameter. This method is supplied only to save computation when the mean has already been computed.

Returns 0 for a single-value (i.e. length = 1) sample.

Throws IllegalArgumentException if the array is null.

Parameters:

values - the input array

mean - the precomputed mean value

Returns:

the variance of the values or Double.NaN if the array is empty

Throws:

java.lang.IllegalArgumentException - if the array is null

max

public static double max(double[] values)

Returns the maximum of the entries in the input array, or Double.NaN if the array is empty.

Throws IllegalArgumentException if the array is null.

• The result is NaN iff all values are NaN (i.e. NaN values have no impact on the value of the statistic).
• If any of the values equals Double.POSITIVE_INFINITY, the result is Double.POSITIVE_INFINITY.

Parameters:

values - the input array

Returns:

the maximum of the values or Double.NaN if the array is empty

Throws:

java.lang.IllegalArgumentException - if the array is null

max

public static double max(double[] values,
                         int begin,
                         int length)

Returns the maximum of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.

Throws IllegalArgumentException if the array is null or the array index parameters are not valid.

• The result is NaN iff all values are NaN (i.e. NaN values have no impact on the value of the statistic).
• If any of the values equals Double.POSITIVE_INFINITY, the result is Double.POSITIVE_INFINITY.

Parameters:

values - the input array

begin - index of the first array element to include

length - the number of elements to include

Returns:

the maximum of the values or Double.NaN if length = 0

Throws:

java.lang.IllegalArgumentException - if the array is null or the array index parameters are not valid

min

public static double min(double[] values)

Returns the minimum of the entries in the input array, or Double.NaN if the array is empty.

Throws IllegalArgumentException if the array is null.

• The result is NaN iff all values are NaN (i.e. NaN values have no impact on the value of the statistic).
• If any of the values equals Double.NEGATIVE_INFINITY, the result is Double.NEGATIVE_INFINITY.

Parameters:

values - the input array

Returns:

the minimum of the values or Double.NaN if the array is empty

Throws:

java.lang.IllegalArgumentException - if the array is null

min

public static double min(double[] values,
                         int begin,
                         int length)

Returns the minimum of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.

Throws IllegalArgumentException if the array is null or the array index parameters are not valid.

• The result is NaN iff all values are NaN (i.e. NaN values have no impact on the value of the statistic).
• If any of the values equals Double.NEGATIVE_INFINITY, the result is Double.NEGATIVE_INFINITY.

Parameters:

values - the input array

begin - index of the first array element to include

length - the number of elements to include

Returns:

the minimum of the values or Double.NaN if length = 0

Throws:

java.lang.IllegalArgumentException - if the array is null or the array index parameters are not valid

percentile

public static double percentile(double[] values,
                                double p)

Returns an estimate of the pth percentile of the values in the values array.

• Returns Double.NaN if values has length 0
• Returns (for any value of p) values[0] if values has length 1
• Throws IllegalArgumentException if values is null or p is not a valid quantile value (p must be greater than 0 and less than or equal to 100)

See Percentile for a description of the percentile estimation algorithm used.

Parameters:

values - input array of values

p - the percentile value to compute

Returns:

the percentile value or Double.NaN if the array is empty

Throws:

java.lang.IllegalArgumentException - if values is null or p is invalid

percentile

public static double percentile(double[] values,
                                int begin,
                                int length,
                                double p)

Returns an estimate of the pth percentile of the values in the values array, starting with the element in (0-based) position begin in the array and including length values.

• Returns Double.NaN if length = 0
• Returns (for any value of p) values[begin] if length = 1
• Throws IllegalArgumentException if values is null , begin or length is invalid, or p is not a valid quantile value (p must be greater than 0 and less than or equal to 100)

See Percentile for a description of the percentile estimation algorithm used.

Parameters:

values - array of input values

p - the percentile to compute

begin - the first (0-based) element to include in the computation

length - the number of array elements to include

Returns:

the percentile value

Throws:

java.lang.IllegalArgumentException - if the parameters are not valid or the input array is null

sumDifference

public static double sumDifference(double[] sample1,
                                   double[] sample2)
                            throws java.lang.IllegalArgumentException

Returns the sum of the (signed) differences between corresponding elements of the input arrays -- i.e., sum(sample1[i] - sample2[i]).

Parameters:

sample1 - the first array

sample2 - the second array

Returns:

sum of paired differences

Throws:

java.lang.IllegalArgumentException - if the arrays do not have the same (positive) length

meanDifference

public static double meanDifference(double[] sample1,
                                    double[] sample2)
                             throws java.lang.IllegalArgumentException

Returns the mean of the (signed) differences between corresponding elements of the input arrays -- i.e., sum(sample1[i] - sample2[i]) / sample1.length.

Parameters:

sample1 - the first array

sample2 - the second array

Returns:

mean of paired differences

Throws:

java.lang.IllegalArgumentException - if the arrays do not have the same (positive) length

varianceDifference

public static double varianceDifference(double[] sample1,
                                        double[] sample2,
                                        double meanDifference)
                                 throws java.lang.IllegalArgumentException

Returns the variance of the (signed) differences between corresponding elements of the input arrays -- i.e., var(sample1[i] - sample2[i]).

Parameters:

sample1 - the first array

sample2 - the second array

meanDifference - the mean difference between corresponding entries

Returns:

variance of paired differences

Throws:

java.lang.IllegalArgumentException - if the arrays do not have the same length or their common length is less than 2.

See Also:

meanDifference(double[],double[])

normalize

public static double[] normalize(double[] sample)

Normalize (standardize) the series, so in the end it is having a mean of 0 and a standard deviation of 1.

Parameters:

sample - sample to normalize

Returns:

normalized (standardized) sample

Since:

2.2