Examples of org.apache.commons.math3.stat.descriptive.DescriptiveStatistics

Package org.apache.commons.math3.stat.descriptive

Examples of org.apache.commons.math3.stat.descriptive.DescriptiveStatistics

org.apache.commons.math3.stat.descriptive.DescriptiveStatistics
Maintains a dataset of values of a single variable and computes descriptive statistics based on stored data. The {@link #getWindowSize() windowSize}property sets a limit on the number of values that can be stored in the dataset. The default value, INFINITE_WINDOW, puts no limit on the size of the dataset. This value should be used with caution, as the backing store will grow without bound in this case. For very large datasets, {@link SummaryStatistics}, which does not store the dataset, should be used instead of this class. If windowSize is not INFINITE_WINDOW and more values are added than can be stored in the dataset, new values are added in a "rolling" manner, with new values replacing the "oldest" values in the dataset.
Note: this class is not threadsafe. Use {@link SynchronizedDescriptiveStatistics} if concurrent access from multiplethreads is required.

     * @throws NonSquareMatrixException if the argument is not
     * a square matrix.
     */
    public Weight(RealMatrix weight) {
        if (weight.getColumnDimension() != weight.getRowDimension()) {
            throw new NonSquareMatrixException(weight.getColumnDimension(),
                                               weight.getRowDimension());
        }


        weightMatrix = weight.copy();
    }

View Full Code Here

        // Compute transpose(J)J.
        final RealMatrix jTj = j.transpose().multiply(j);


        // Compute the covariances matrix.
        final DecompositionSolver solver
            = new QRDecomposition(jTj, threshold).getSolver();
        return solver.getInverse().getData();
    }

View Full Code Here

        SiteWithPolynomial nearSite = nearestSites.get(row);
        DefaultPolynomial.populateMatrix(matrix, row, nearSite.pos.x, nearSite.pos.z);
        vector.setEntry(row, nearSite.pos.y);
      }
      
      QRDecomposition qr = new QRDecomposition(matrix);
      RealVector solution = qr.getSolver().solve(vector);
        
      double[] coeffs = solution.toArray();
      
      for (double coeff : coeffs) {
        if (coeff > 10e3) {

View Full Code Here

     * if the covariance matrix cannot be computed (singular problem).
     */
    public double[][] computeCovariances(double[] params,
                                         double threshold) {
        // Set up the Jacobian.
        final RealMatrix j = computeWeightedJacobian(params);


        // Compute transpose(J)J.
        final RealMatrix jTj = j.transpose().multiply(j);


        // Compute the covariances matrix.
        final DecompositionSolver solver
            = new QRDecomposition(jTj, threshold).getSolver();
        return solver.getInverse().getData();

View Full Code Here

     * @return the square-root of the weight matrix.
     */
    private RealMatrix squareRoot(RealMatrix m) {
        if (m instanceof DiagonalMatrix) {
            final int dim = m.getRowDimension();
            final RealMatrix sqrtM = new DiagonalMatrix(dim);
            for (int i = 0; i < dim; i++) {
                sqrtM.setEntry(i, i, FastMath.sqrt(m.getEntry(i, i)));
            }
            return sqrtM;
        } else {
            final EigenDecomposition dec = new EigenDecomposition(m);
            return dec.getSquareRoot();

View Full Code Here

      
      List<SiteWithPolynomial> nearestSites =
          nearestSiteMap.get(site);
      
      RealVector vector = new ArrayRealVector(SITES_FOR_APPROX);
      RealMatrix matrix = new Array2DRowRealMatrix(
          SITES_FOR_APPROX, DefaultPolynomial.NUM_COEFFS);
      
      for (int row = 0; row < SITES_FOR_APPROX; row++) {
        SiteWithPolynomial nearSite = nearestSites.get(row);
        DefaultPolynomial.populateMatrix(matrix, row, nearSite.pos.x, nearSite.pos.z);

View Full Code Here

    for (SiteWithPolynomial site : sites) {
      
      List<SiteWithPolynomial> nearestSites =
          nearestSiteMap.get(site);
      
      RealVector vector = new ArrayRealVector(SITES_FOR_APPROX);
      RealMatrix matrix = new Array2DRowRealMatrix(
          SITES_FOR_APPROX, DefaultPolynomial.NUM_COEFFS);
      
      for (int row = 0; row < SITES_FOR_APPROX; row++) {
        SiteWithPolynomial nearSite = nearestSites.get(row);
        DefaultPolynomial.populateMatrix(matrix, row, nearSite.pos.x, nearSite.pos.z);
        vector.setEntry(row, nearSite.pos.y);
      }
      
      QRDecomposition qr = new QRDecomposition(matrix);
      RealVector solution = qr.getSolver().solve(vector);
        
      double[] coeffs = solution.toArray();
      
      for (double coeff : coeffs) {
        if (coeff > 10e3) {
          continue calculatePolynomials;
        }

View Full Code Here

     * @param sample Sample to normalize.
     * @return normalized (standardized) sample.
     * @since 2.2
     */
    public static double[] normalize(final double[] sample) {
        DescriptiveStatistics stats = new DescriptiveStatistics();


        // Add the data from the series to stats
        for (int i = 0; i < sample.length; i++) {
            stats.addValue(sample[i]);
        }


        // Compute mean and standard deviation
        double mean = stats.getMean();
        double standardDeviation = stats.getStandardDeviation();


        // initialize the standardizedSample, which has the same length as the sample
        double[] standardizedSample = new double[sample.length];


        for (int i = 0; i < sample.length; i++) {

View Full Code Here

        UnivariateFunction f = new QuinticFunction();
        UnivariateOptimizer optimizer = new BrentOptimizer(1e-11, 1e-14);


        final DescriptiveStatistics[] stat = new DescriptiveStatistics[2];
        for (int i = 0; i < stat.length; i++) {
            stat[i] = new DescriptiveStatistics();
        }


        final double min = -0.75;
        final double max = 0.25;
        final int nSamples = 200;

View Full Code Here

            sample[i] = FastMath.random();
        }
        // normalize this sample
        double standardizedSample[] = StatUtils.normalize(sample);


        DescriptiveStatistics stats = new DescriptiveStatistics();
        // Add the data from the array
        for (int i = 0; i < length; i++) {
            stats.addValue(standardizedSample[i]);
        }
        // the calculations do have a limited precision    
        double distance = 1E-10;
        // check the mean an standard deviation
        Assert.assertEquals(0.0, stats.getMean(), distance);
        Assert.assertEquals(1.0, stats.getStandardDeviation(), distance);


    }

View Full Code Here

0 1 2 3 4 5 6 7 8 9

TOP

Related Classes of org.apache.commons.math3.stat.descriptive.DescriptiveStatistics

cc.redberry.core.performance.ProductBijectionPerformanceTest

cc.redberry.core.performance.StableSort

com.facebook.presto.AbstractTestQueries

com.facebook.presto.operator.aggregation.AbstractTestApproximateCountDistinct

com.facebook.presto.operator.aggregation.BootstrappedAggregation$BootstrappedAccumulator

com.facebook.presto.operator.aggregation.BootstrappedAggregation$BootstrappedGroupedAccumulator

com.facebook.presto.tests.AbstractTestQueries

org.apache.commons.math3.analysis.differentiation.DerivativeStructure

org.apache.commons.math3.analysis.differentiation.MultivariateDifferentiableVectorFunction

org.apache.commons.math3.analysis.function.HarmonicOscillator

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.