org.apache.commons.math.stat.descriptive.moment
Class StandardDeviation

java.lang.Object
  extended byorg.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic
      extended byorg.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic
          extended byorg.apache.commons.math.stat.descriptive.moment.StandardDeviation
All Implemented Interfaces:
java.io.Serializable, StorelessUnivariateStatistic, UnivariateStatistic

public class StandardDeviation
extends AbstractStorelessUnivariateStatistic
implements java.io.Serializable

Computes the sample standard deviation. The standard deviation is the positive square root of the variance. This implementation wraps a Variance instance. The isBiasCorrected property of the wrapped Variance instance is exposed, so that this class can be used to compute both the "sample standard deviation" (the square root of the bias-corrected "sample variance") or the "population standard deviation" (the square root of the non-bias-corrected "population variance"). See Variance for more information.

Note that this implementation is not synchronized. If multiple threads access an instance of this class concurrently, and at least one of the threads invokes the increment() or clear() method, it must be synchronized externally.

Version:
$Revision: 1.2 $ $Date: 2004/10/11 06:54:05 $
See Also:
Serialized Form

Field Summary
(package private) static long serialVersionUID
          Serializable version identifier
private  Variance variance
          Wrapped Variance instance
 
Constructor Summary
StandardDeviation()
          Constructs a StandardDeviation.
StandardDeviation(boolean isBiasCorrected)
          Contructs a StandardDeviation with the specified value for the isBiasCorrected property.
StandardDeviation(boolean isBiasCorrected, SecondMoment m2)
          Contructs a StandardDeviation with the specified value for the isBiasCorrected property and the supplied external moment.
StandardDeviation(SecondMoment m2)
          Constructs a StandardDeviation from an external second moment.
 
Method Summary
 void clear()
          Clears the internal state of the Statistic
 double evaluate(double[] values)
          Returns the Standard Deviation of the entries in the input array, or Double.NaN if the array is empty.
 double evaluate(double[] values, double mean)
          Returns the Standard Deviation of the entries in the input array, using the precomputed mean value.
 double evaluate(double[] values, double mean, int begin, int length)
          Returns the Standard Deviation of the entries in the specified portion of the input array, using the precomputed mean value.
 double evaluate(double[] values, int begin, int length)
          Returns the Standard Deviation of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.
 long getN()
          Returns the number of values that have been added.
 double getResult()
          Returns the current value of the Statistic.
 void increment(double d)
          Updates the internal state of the statistic to reflect the addition of the new value.
 boolean isBiasCorrected()
           
 void setBiasCorrected(boolean isBiasCorrected)
           
 
Methods inherited from class org.apache.commons.math.stat.descriptive.AbstractStorelessUnivariateStatistic
equals, hashCode, incrementAll, incrementAll
 
Methods inherited from class org.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic
test
 
Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

serialVersionUID

static final long serialVersionUID
Serializable version identifier

See Also:
Constant Field Values

variance

private Variance variance
Wrapped Variance instance

Constructor Detail

StandardDeviation

public StandardDeviation()
Constructs a StandardDeviation. Sets the underlying Variance instance's isBiasCorrected property to true.


StandardDeviation

public StandardDeviation(SecondMoment m2)
Constructs a StandardDeviation from an external second moment.

Parameters:
m2 - the external moment

StandardDeviation

public StandardDeviation(boolean isBiasCorrected)
Contructs a StandardDeviation with the specified value for the isBiasCorrected property. If this property is set to true, the Variance used in computing results will use the bias-corrected, or "sample" formula. See Variance for details.

Parameters:
isBiasCorrected - whether or not the variance computation will use the bias-corrected formula

StandardDeviation

public StandardDeviation(boolean isBiasCorrected,
                         SecondMoment m2)
Contructs a StandardDeviation with the specified value for the isBiasCorrected property and the supplied external moment. If isBiasCorrected is set to true, the Variance used in computing results will use the bias-corrected, or "sample" formula. See Variance for details.

Parameters:
isBiasCorrected - whether or not the variance computation will use the bias-corrected formula
m2 - the external moment
Method Detail

increment

public void increment(double d)
Description copied from interface: StorelessUnivariateStatistic
Updates the internal state of the statistic to reflect the addition of the new value.

Specified by:
increment in interface StorelessUnivariateStatistic
Specified by:
increment in class AbstractStorelessUnivariateStatistic
See Also:
StorelessUnivariateStatistic.increment(double)

getN

public long getN()
Description copied from interface: StorelessUnivariateStatistic
Returns the number of values that have been added.

Specified by:
getN in interface StorelessUnivariateStatistic
Returns:
the number of values.
See Also:
StorelessUnivariateStatistic.getN()

getResult

public double getResult()
Description copied from interface: StorelessUnivariateStatistic
Returns the current value of the Statistic.

Specified by:
getResult in interface StorelessUnivariateStatistic
Specified by:
getResult in class AbstractStorelessUnivariateStatistic
See Also:
StorelessUnivariateStatistic.getResult()

clear

public void clear()
Description copied from interface: StorelessUnivariateStatistic
Clears the internal state of the Statistic

Specified by:
clear in interface StorelessUnivariateStatistic
Specified by:
clear in class AbstractStorelessUnivariateStatistic
See Also:
StorelessUnivariateStatistic.clear()

evaluate

public double evaluate(double[] values)
Returns the Standard Deviation of the entries in the input array, or Double.NaN if the array is empty.

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

Throws IllegalArgumentException if the array is null.

Does not change the internal state of the statistic.

Specified by:
evaluate in interface UnivariateStatistic
Overrides:
evaluate in class AbstractStorelessUnivariateStatistic
Parameters:
values - the input array
Returns:
the standard deviation of the values or Double.NaN if length = 0
Throws:
java.lang.IllegalArgumentException - if the array is null
See Also:
UnivariateStatistic.evaluate(double[])

evaluate

public double evaluate(double[] values,
                       int begin,
                       int length)
Returns the Standard Deviation of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.

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

Throws IllegalArgumentException if the array is null.

Does not change the internal state of the statistic.

Specified by:
evaluate in interface UnivariateStatistic
Overrides:
evaluate in class AbstractStorelessUnivariateStatistic
Parameters:
values - the input array
begin - index of the first array element to include
length - the number of elements to include
Returns:
the standard deviation 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
See Also:
UnivariateStatistic.evaluate(double[], int, int)

evaluate

public double evaluate(double[] values,
                       double mean,
                       int begin,
                       int length)
Returns the Standard Deviation 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.

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

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.

Throws IllegalArgumentException if the array is null.

Does not change the internal state of the statistic.

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 standard deviation 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

evaluate

public double evaluate(double[] values,
                       double mean)
Returns the Standard Deviation of the entries in the input array, using the precomputed mean value. Returns Double.NaN if the designated subarray is empty.

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

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.

Throws IllegalArgumentException if the array is null.

Does not change the internal state of the statistic.

Parameters:
values - the input array
mean - the precomputed mean value
Returns:
the standard deviation of the values or Double.NaN if length = 0
Throws:
java.lang.IllegalArgumentException - if the array is null

isBiasCorrected

public boolean isBiasCorrected()
Returns:
Returns the isBiasCorrected.

setBiasCorrected

public void setBiasCorrected(boolean isBiasCorrected)
Parameters:
isBiasCorrected - The isBiasCorrected to set.