Raymond | dee0849 | 2015-04-02 10:43:13 -0700 | [diff] [blame] | 1 | /* |
| 2 | * Licensed to the Apache Software Foundation (ASF) under one or more |
| 3 | * contributor license agreements. See the NOTICE file distributed with |
| 4 | * this work for additional information regarding copyright ownership. |
| 5 | * The ASF licenses this file to You under the Apache License, Version 2.0 |
| 6 | * (the "License"); you may not use this file except in compliance with |
| 7 | * the License. You may obtain a copy of the License at |
| 8 | * |
| 9 | * http://www.apache.org/licenses/LICENSE-2.0 |
| 10 | * |
| 11 | * Unless required by applicable law or agreed to in writing, software |
| 12 | * distributed under the License is distributed on an "AS IS" BASIS, |
| 13 | * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| 14 | * See the License for the specific language governing permissions and |
| 15 | * limitations under the License. |
| 16 | */ |
| 17 | package org.apache.commons.math.stat.descriptive.moment; |
| 18 | |
| 19 | import java.io.Serializable; |
| 20 | |
| 21 | import org.apache.commons.math.MathRuntimeException; |
| 22 | import org.apache.commons.math.exception.util.LocalizedFormats; |
| 23 | import org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic; |
| 24 | import org.apache.commons.math.stat.descriptive.StorelessUnivariateStatistic; |
| 25 | import org.apache.commons.math.stat.descriptive.summary.SumOfLogs; |
| 26 | import org.apache.commons.math.util.FastMath; |
| 27 | |
| 28 | /** |
| 29 | * Returns the <a href="http://www.xycoon.com/geometric_mean.htm"> |
| 30 | * geometric mean </a> of the available values. |
| 31 | * <p> |
| 32 | * Uses a {@link SumOfLogs} instance to compute sum of logs and returns |
| 33 | * <code> exp( 1/n (sum of logs) ).</code> Therefore, </p> |
| 34 | * <ul> |
| 35 | * <li>If any of values are < 0, the result is <code>NaN.</code></li> |
| 36 | * <li>If all values are non-negative and less than |
| 37 | * <code>Double.POSITIVE_INFINITY</code>, but at least one value is 0, the |
| 38 | * result is <code>0.</code></li> |
| 39 | * <li>If both <code>Double.POSITIVE_INFINITY</code> and |
| 40 | * <code>Double.NEGATIVE_INFINITY</code> are among the values, the result is |
| 41 | * <code>NaN.</code></li> |
| 42 | * </ul> </p> |
| 43 | * <p> |
| 44 | * <strong>Note that this implementation is not synchronized.</strong> If |
| 45 | * multiple threads access an instance of this class concurrently, and at least |
| 46 | * one of the threads invokes the <code>increment()</code> or |
| 47 | * <code>clear()</code> method, it must be synchronized externally.</p> |
| 48 | * |
| 49 | * |
| 50 | * @version $Revision: 1006299 $ $Date: 2010-10-10 16:47:17 +0200 (dim. 10 oct. 2010) $ |
| 51 | */ |
| 52 | public class GeometricMean extends AbstractStorelessUnivariateStatistic implements Serializable { |
| 53 | |
| 54 | /** Serializable version identifier */ |
| 55 | private static final long serialVersionUID = -8178734905303459453L; |
| 56 | |
| 57 | /** Wrapped SumOfLogs instance */ |
| 58 | private StorelessUnivariateStatistic sumOfLogs; |
| 59 | |
| 60 | /** |
| 61 | * Create a GeometricMean instance |
| 62 | */ |
| 63 | public GeometricMean() { |
| 64 | sumOfLogs = new SumOfLogs(); |
| 65 | } |
| 66 | |
| 67 | /** |
| 68 | * Copy constructor, creates a new {@code GeometricMean} identical |
| 69 | * to the {@code original} |
| 70 | * |
| 71 | * @param original the {@code GeometricMean} instance to copy |
| 72 | */ |
| 73 | public GeometricMean(GeometricMean original) { |
| 74 | super(); |
| 75 | copy(original, this); |
| 76 | } |
| 77 | |
| 78 | /** |
| 79 | * Create a GeometricMean instance using the given SumOfLogs instance |
| 80 | * @param sumOfLogs sum of logs instance to use for computation |
| 81 | */ |
| 82 | public GeometricMean(SumOfLogs sumOfLogs) { |
| 83 | this.sumOfLogs = sumOfLogs; |
| 84 | } |
| 85 | |
| 86 | /** |
| 87 | * {@inheritDoc} |
| 88 | */ |
| 89 | @Override |
| 90 | public GeometricMean copy() { |
| 91 | GeometricMean result = new GeometricMean(); |
| 92 | copy(this, result); |
| 93 | return result; |
| 94 | } |
| 95 | |
| 96 | /** |
| 97 | * {@inheritDoc} |
| 98 | */ |
| 99 | @Override |
| 100 | public void increment(final double d) { |
| 101 | sumOfLogs.increment(d); |
| 102 | } |
| 103 | |
| 104 | /** |
| 105 | * {@inheritDoc} |
| 106 | */ |
| 107 | @Override |
| 108 | public double getResult() { |
| 109 | if (sumOfLogs.getN() > 0) { |
| 110 | return FastMath.exp(sumOfLogs.getResult() / sumOfLogs.getN()); |
| 111 | } else { |
| 112 | return Double.NaN; |
| 113 | } |
| 114 | } |
| 115 | |
| 116 | /** |
| 117 | * {@inheritDoc} |
| 118 | */ |
| 119 | @Override |
| 120 | public void clear() { |
| 121 | sumOfLogs.clear(); |
| 122 | } |
| 123 | |
| 124 | /** |
| 125 | * Returns the geometric mean of the entries in the specified portion |
| 126 | * of the input array. |
| 127 | * <p> |
| 128 | * See {@link GeometricMean} for details on the computing algorithm.</p> |
| 129 | * <p> |
| 130 | * Throws <code>IllegalArgumentException</code> if the array is null.</p> |
| 131 | * |
| 132 | * @param values input array containing the values |
| 133 | * @param begin first array element to include |
| 134 | * @param length the number of elements to include |
| 135 | * @return the geometric mean or Double.NaN if length = 0 or |
| 136 | * any of the values are <= 0. |
| 137 | * @throws IllegalArgumentException if the input array is null or the array |
| 138 | * index parameters are not valid |
| 139 | */ |
| 140 | @Override |
| 141 | public double evaluate( |
| 142 | final double[] values, final int begin, final int length) { |
| 143 | return FastMath.exp( |
| 144 | sumOfLogs.evaluate(values, begin, length) / length); |
| 145 | } |
| 146 | |
| 147 | /** |
| 148 | * {@inheritDoc} |
| 149 | */ |
| 150 | public long getN() { |
| 151 | return sumOfLogs.getN(); |
| 152 | } |
| 153 | |
| 154 | /** |
| 155 | * <p>Sets the implementation for the sum of logs.</p> |
| 156 | * <p>This method must be activated before any data has been added - i.e., |
| 157 | * before {@link #increment(double) increment} has been used to add data; |
| 158 | * otherwise an IllegalStateException will be thrown.</p> |
| 159 | * |
| 160 | * @param sumLogImpl the StorelessUnivariateStatistic instance to use |
| 161 | * for computing the log sum |
| 162 | * @throws IllegalStateException if data has already been added |
| 163 | * (i.e if n > 0) |
| 164 | */ |
| 165 | public void setSumLogImpl( |
| 166 | StorelessUnivariateStatistic sumLogImpl) { |
| 167 | checkEmpty(); |
| 168 | this.sumOfLogs = sumLogImpl; |
| 169 | } |
| 170 | |
| 171 | /** |
| 172 | * Returns the currently configured sum of logs implementation |
| 173 | * |
| 174 | * @return the StorelessUnivariateStatistic implementing the log sum |
| 175 | */ |
| 176 | public StorelessUnivariateStatistic getSumLogImpl() { |
| 177 | return sumOfLogs; |
| 178 | } |
| 179 | |
| 180 | /** |
| 181 | * Copies source to dest. |
| 182 | * <p>Neither source nor dest can be null.</p> |
| 183 | * |
| 184 | * @param source GeometricMean to copy |
| 185 | * @param dest GeometricMean to copy to |
| 186 | * @throws NullPointerException if either source or dest is null |
| 187 | */ |
| 188 | public static void copy(GeometricMean source, GeometricMean dest) { |
| 189 | dest.setData(source.getDataRef()); |
| 190 | dest.sumOfLogs = source.sumOfLogs.copy(); |
| 191 | } |
| 192 | |
| 193 | |
| 194 | /** |
| 195 | * Throws IllegalStateException if n > 0. |
| 196 | */ |
| 197 | private void checkEmpty() { |
| 198 | if (getN() > 0) { |
| 199 | throw MathRuntimeException.createIllegalStateException( |
| 200 | LocalizedFormats.VALUES_ADDED_BEFORE_CONFIGURING_STATISTIC, |
| 201 | getN()); |
| 202 | } |
| 203 | } |
| 204 | |
| 205 | } |