Examples of Variance

Note that adding values using increment or incrementAll and then executing getResult will sometimes give a different, less accurate, result than executing evaluate with the full array of values. The former approach should only be used when the full array of values is not available.

The "population variance" ( sum((x_i - mean)^2) / n ) can also be computed using this statistic. The isBiasCorrected property determines whether the "population" or "sample" value is returned by the evaluate and getResult methods. To compute population variances, set this property to false.

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: 1006299 $ $Date: 2010-10-10 16:47:17 +0200 (dim. 10 oct. 2010) $
  • org.apache.commons.math.stat.univariate.moment.Variance
    @version $Revision: 1.14 $ $Date: 2003/11/19 03:28:24 $
  • org.apache.commons.math3.stat.descriptive.moment.Variance
    cm.org/10.1145/359146.359152"> Chan, T. F. and J. G. Lewis 1979, Communications of the ACM, vol. 22 no. 9, pp. 526-531.
  • The evaluate methods leverage the fact that they have the full array of values in memory to execute a two-pass algorithm. Specifically, these methods use the "corrected two-pass algorithm" from Chan, Golub, Levesque, Algorithms for Computing the Sample Variance, American Statistician, vol. 37, no. 3 (1983) pp. 242-247.
    • Note that adding values using increment or incrementAll and then executing getResult will sometimes give a different, less accurate, result than executing evaluate with the full array of values. The former approach should only be used when the full array of values is not available.

    The "population variance" ( sum((x_i - mean)^2) / n ) can also be computed using this statistic. The isBiasCorrected property determines whether the "population" or "sample" value is returned by the evaluate and getResult methods. To compute population variances, set this property to false.

    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.

    Examples of org.apache.commons.math3.stat.descriptive.moment.Variance

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            for (final Cluster<T> cluster : clusters) {
                if (!cluster.getPoints().isEmpty()) {

                    // compute the distance variance of the current cluster
                    final T center = cluster.getCenter();
                    final Variance stat = new Variance();
                    for (final T point : cluster.getPoints()) {
                        stat.increment(point.distanceFrom(center));
                    }
                    final double variance = stat.getResult();

                    // select the cluster with the largest variance
                    if (variance > maxVariance) {
                        maxVariance = variance;
                        selected = cluster;
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    Examples of org.apache.commons.math3.stat.descriptive.moment.Variance

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         * @return the population variance of the values or Double.NaN if the array is empty
         * @throws MathIllegalArgumentException if the array is null
         */
        public static double populationVariance(final double[] values)
        throws MathIllegalArgumentException {
            return new Variance(false).evaluate(values);
        }
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    Examples of org.apache.commons.math3.stat.descriptive.moment.Variance

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         * @throws MathIllegalArgumentException if the array is null or the array index
         *  parameters are not valid
         */
        public static double populationVariance(final double[] values, final int begin,
                final int length) throws MathIllegalArgumentException {
            return new Variance(false).evaluate(values, begin, length);
        }
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    Examples of org.apache.commons.math3.stat.descriptive.moment.Variance

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         * @throws MathIllegalArgumentException if the array is null or the array index
         *  parameters are not valid
         */
        public static double populationVariance(final double[] values, final double mean,
                final int begin, final int length) throws MathIllegalArgumentException {
            return new Variance(false).evaluate(values, mean, begin, length);
        }
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    Examples of org.apache.commons.math3.stat.descriptive.moment.Variance

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         * @return the population variance of the values or Double.NaN if the array is empty
         * @throws MathIllegalArgumentException if the array is null
         */
        public static double populationVariance(final double[] values, final double mean)
        throws MathIllegalArgumentException {
            return new Variance(false).evaluate(values, mean);
        }
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    Examples of org.apache.commons.math3.stat.descriptive.moment.Variance

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         * Calculates the variance of the y values.
         *
         * @return Y variance
         */
        protected double calculateYVariance() {
            return new Variance().evaluate(yVector.toArray());
        }
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    Examples of org.apache.commons.math3.stat.descriptive.moment.Variance

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         * @throws MathIllegalArgumentException if the matrix does not contain sufficient data
         */
        protected RealMatrix computeCovarianceMatrix(RealMatrix matrix, boolean biasCorrected)
        throws MathIllegalArgumentException {
            int dimension = matrix.getColumnDimension();
            Variance variance = new Variance(biasCorrected);
            RealMatrix outMatrix = new BlockRealMatrix(dimension, dimension);
            for (int i = 0; i < dimension; i++) {
                for (int j = 0; j < i; j++) {
                  double cov = covariance(matrix.getColumn(i), matrix.getColumn(j), biasCorrected);
                  outMatrix.setEntry(i, j, cov);
                  outMatrix.setEntry(j, i, cov);
                }
                outMatrix.setEntry(i, i, variance.evaluate(matrix.getColumn(i)));
            }
            return outMatrix;
        }
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    Examples of org.apache.commons.math3.stat.descriptive.moment.Variance

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         *
         * @return The population variance, Double.NaN if no values have been added,
         * or 0.0 for a single value set.
         */
        public double getPopulationVariance() {
            return apply(new Variance(false));
        }
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    Examples of org.apache.commons.math3.stat.descriptive.moment.Variance

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            for (final CentroidCluster<T> cluster : clusters) {
                if (!cluster.getPoints().isEmpty()) {

                    // compute the distance variance of the current cluster
                    final Clusterable center = cluster.getCenter();
                    final Variance stat = new Variance();
                    for (final T point : cluster.getPoints()) {
                        stat.increment(distance(point, center));
                    }
                    final double variance = stat.getResult();

                    // select the cluster with the largest variance
                    if (variance > maxVariance) {
                        maxVariance = variance;
                        selected = cluster;
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    Examples of org.apache.commons.math3.stat.descriptive.moment.Variance

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                if (!cluster.getPoints().isEmpty()) {

                    final Clusterable center = centroidOf(cluster);

                    // compute the distance variance of the current cluster
                    final Variance stat = new Variance();
                    for (final T point : cluster.getPoints()) {
                        stat.increment(distance(point, center));
                    }
                    varianceSum += stat.getResult();

                }
            }
            return varianceSum;
        }
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