FloatDescriptive

Documentation of 'cern.jet.stat.tfloat.FloatDescriptive' Java class FloatDescriptive

Prev Class
Next Class

All Classes

Summary:
Nested |
Field |
Constr |
Method

Detail:
Field |
Constr |
Method

java.lang.Object
- cern.jet.stat.tfloat.FloatDescriptive

public class FloatDescriptive
extends java.lang.Object

Basic descriptive statistics.

Method Summary

All Methods Static Methods Concrete Methods
Modifier and Type	Method and Description
`static float`	`autoCorrelation(FloatArrayList data, int lag, float mean, float variance)` Returns the auto-correlation of a data sequence.
`static float`	`correlation(FloatArrayList data1, float standardDev1, FloatArrayList data2, float standardDev2)` Returns the correlation of two data sequences.
`static float`	`covariance(FloatArrayList data1, FloatArrayList data2)` Returns the covariance of two data sequences, which is `cov(x,y) = (1/(size()-1)) * Sum((x[i]-mean(x)) * (y[i]-mean(y)))` .
`static float`	`durbinWatson(FloatArrayList data)` Durbin-Watson computation.
`static void`	`frequencies(FloatArrayList sortedData, FloatArrayList distinctValues, IntArrayList frequencies)` Computes the frequency (number of occurances, count) of each distinct value in the given sorted data.
`static float`	`geometricMean(FloatArrayList data)` Returns the geometric mean of a data sequence.
`static float`	`geometricMean(int size, float sumOfLogarithms)` Returns the geometric mean of a data sequence.
`static float`	`harmonicMean(int size, float sumOfInversions)` Returns the harmonic mean of a data sequence.
`static void`	`incrementalUpdate(FloatArrayList data, int from, int to, float[] inOut)` Incrementally maintains and updates minimum, maximum, sum and sum of squares of a data sequence.
`static void`	`incrementalUpdateSumsOfPowers(FloatArrayList data, int from, int to, int fromSumIndex, int toSumIndex, float[] sumOfPowers)` Incrementally maintains and updates various sums of powers of the form `Sum(data[i]^k)`.
`static void`	`incrementalWeightedUpdate(FloatArrayList data, FloatArrayList weights, int from, int to, float[] inOut)` Incrementally maintains and updates sum and sum of squares of a weighted data sequence.
`static float`	`kurtosis(FloatArrayList data, float mean, float standardDeviation)` Returns the kurtosis (aka excess) of a data sequence, which is `-3 + moment(data,4,mean) / standardDeviation⁴`.
`static float`	`kurtosis(float moment4, float standardDeviation)` Returns the kurtosis (aka excess) of a data sequence.
`static float`	`lag1(FloatArrayList data, float mean)` Returns the lag-1 autocorrelation of a dataset; Note that this method has semantics different from `autoCorrelation(..., 1)`;
`static float`	`max(FloatArrayList data)` Returns the largest member of a data sequence.
`static float`	`mean(FloatArrayList data)` Returns the arithmetic mean of a data sequence; That is `Sum( data[i] ) / data.size()`.
`static float`	`meanDeviation(FloatArrayList data, float mean)` Returns the mean deviation of a dataset.
`static float`	`median(FloatArrayList sortedData)` Returns the median of a sorted data sequence.
`static float`	`min(FloatArrayList data)` Returns the smallest member of a data sequence.
`static float`	`moment(FloatArrayList data, int k, float c)` Returns the moment of `k`-th order with constant `c` of a data sequence, which is `Sum( (data[i]-c)^k ) / data.size()`.
`static float`	`moment(int k, float c, int size, float[] sumOfPowers)` Returns the moment of `k`-th order with constant `c` of a data sequence, which is `Sum( (data[i]-c)^k ) / data.size()`.
`static float`	`pooledMean(int size1, float mean1, int size2, float mean2)` Returns the pooled mean of two data sequences.
`static float`	`pooledVariance(int size1, float variance1, int size2, float variance2)` Returns the pooled variance of two data sequences.
`static float`	`product(FloatArrayList data)` Returns the product of a data sequence, which is `Prod( data[i] )` .
`static float`	`product(int size, float sumOfLogarithms)` Returns the product, which is `Prod( data[i] )`.
`static float`	`quantile(FloatArrayList sortedData, float phi)` Returns the `phi-`quantile; that is, an element `elem` for which holds that `phi` percent of data elements are less than `elem`.
`static float`	`quantileInverse(FloatArrayList sortedList, float element)` Returns how many percent of the elements contained in the receiver are `<= element`.
`static FloatArrayList`	`quantiles(FloatArrayList sortedData, FloatArrayList percentages)` Returns the quantiles of the specified percentages.
`static float`	`rankInterpolated(FloatArrayList sortedList, float element)` Returns the linearly interpolated number of elements in a list less or equal to a given element.
`static float`	`rms(int size, float sumOfSquares)` Returns the RMS (Root-Mean-Square) of a data sequence.
`static float`	`sampleKurtosis(FloatArrayList data, float mean, float sampleVariance)` Returns the sample kurtosis (aka excess) of a data sequence.
`static float`	`sampleKurtosis(int size, float moment4, float sampleVariance)` Returns the sample kurtosis (aka excess) of a data sequence.
`static float`	`sampleKurtosisStandardError(int size)` Return the standard error of the sample kurtosis.
`static float`	`sampleSkew(FloatArrayList data, float mean, float sampleVariance)` Returns the sample skew of a data sequence.
`static float`	`sampleSkew(int size, float moment3, float sampleVariance)` Returns the sample skew of a data sequence.
`static float`	`sampleSkewStandardError(int size)` Return the standard error of the sample skew.
`static float`	`sampleStandardDeviation(int size, float sampleVariance)` Returns the sample standard deviation.
`static float`	`sampleVariance(FloatArrayList data, float mean)` Returns the sample variance of a data sequence.
`static float`	`sampleVariance(int size, float sum, float sumOfSquares)` Returns the sample variance of a data sequence.
`static float`	`sampleWeightedVariance(float sumOfWeights, float sumOfProducts, float sumOfSquaredProducts)` Returns the sample weighted variance of a data sequence.
`static float`	`skew(FloatArrayList data, float mean, float standardDeviation)` Returns the skew of a data sequence, which is `moment(data,3,mean) / standardDeviation³`.
`static float`	`skew(float moment3, float standardDeviation)` Returns the skew of a data sequence.
`static FloatArrayList[]`	`split(FloatArrayList sortedList, FloatArrayList splitters)` Splits (partitions) a list into sublists such that each sublist contains the elements with a given range.
`static float`	`standardDeviation(float variance)` Returns the standard deviation from a variance.
`static float`	`standardError(int size, float variance)` Returns the standard error of a data sequence.
`static void`	`standardize(FloatArrayList data, float mean, float standardDeviation)` Modifies a data sequence to be standardized.
`static float`	`sum(FloatArrayList data)` Returns the sum of a data sequence.
`static float`	`sumOfInversions(FloatArrayList data, int from, int to)` Returns the sum of inversions of a data sequence, which is `Sum( 1.0 / data[i])`.
`static float`	`sumOfLogarithms(FloatArrayList data, int from, int to)` Returns the sum of logarithms of a data sequence, which is `Sum( Log(data[i])`.
`static float`	`sumOfPowerDeviations(FloatArrayList data, int k, float c)` Returns `Sum( (data[i]-c)^k )`; optimized for common parameters like `c == 0.0` and/or `k == -2 ..`
`static float`	`sumOfPowerDeviations(FloatArrayList data, int k, float c, int from, int to)` Returns `Sum( (data[i]-c)^k )` for all `i = from ..`
`static float`	`sumOfPowers(FloatArrayList data, int k)` Returns the sum of powers of a data sequence, which is `Sum ( data[i]^k )`.
`static float`	`sumOfSquaredDeviations(int size, float variance)` Returns the sum of squared mean deviation of of a data sequence.
`static float`	`sumOfSquares(FloatArrayList data)` Returns the sum of squares of a data sequence.
`static float`	`trimmedMean(FloatArrayList sortedData, float mean, int left, int right)` Returns the trimmed mean of a sorted data sequence.
`static float`	`variance(float standardDeviation)` Returns the variance from a standard deviation.
`static float`	`variance(int size, float sum, float sumOfSquares)` Returns the variance of a data sequence.
`static float`	`weightedMean(FloatArrayList data, FloatArrayList weights)` Returns the weighted mean of a data sequence.
`static float`	`weightedRMS(float sumOfProducts, float sumOfSquaredProducts)` Returns the weighted RMS (Root-Mean-Square) of a data sequence.
`static float`	`winsorizedMean(FloatArrayList sortedData, float mean, int left, int right)` Returns the winsorized mean of a sorted data sequence.

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Method Detail
  - autoCorrelation
```
public static float autoCorrelation(FloatArrayList data,
                                    int lag,
                                    float mean,
                                    float variance)
```
    Returns the auto-correlation of a data sequence.
  - correlation
```
public static float correlation(FloatArrayList data1,
                                float standardDev1,
                                FloatArrayList data2,
                                float standardDev2)
```
    Returns the correlation of two data sequences. That is covariance(data1,data2)/(standardDev1*standardDev2).
  - covariance
```
public static float covariance(FloatArrayList data1,
                               FloatArrayList data2)
```
    Returns the covariance of two data sequences, which is cov(x,y) = (1/(size()-1)) * Sum((x[i]-mean(x)) * (y[i]-mean(y))) . See the math definition.
  - durbinWatson
```
public static float durbinWatson(FloatArrayList data)
```
    Durbin-Watson computation.
  - frequencies
```
public static void frequencies(FloatArrayList sortedData,
                               FloatArrayList distinctValues,
                               IntArrayList frequencies)
```
    Computes the frequency (number of occurances, count) of each distinct value in the given sorted data. After this call returns both distinctValues and frequencies have a new size (which is equal for both), which is the number of distinct values in the sorted data.
    Distinct values are filled into distinctValues, starting at index 0. The frequency of each distinct value is filled into frequencies, starting at index 0. As a result, the smallest distinct value (and its frequency) can be found at index 0, the second smallest distinct value (and its frequency) at index 1, ..., the largest distinct value (and its frequency) at index distinctValues.size()-1. Example:
    elements = (5,6,6,7,8,8) --> distinctValues = (5,6,7,8), frequencies = (1,2,1,2)
    
    Parameters:
    
    sortedData - the data; must be sorted ascending.
    
    distinctValues - a list to be filled with the distinct values; can have any size.
    
    frequencies - a list to be filled with the frequencies; can have any size; set this parameter to null to ignore it.
  - geometricMean
```
public static float geometricMean(int size,
                                  float sumOfLogarithms)
```
    Returns the geometric mean of a data sequence. Note that for a geometric mean to be meaningful, the minimum of the data sequence must not be less or equal to zero.
    The geometric mean is given by pow( Product( data[i] ), 1/size) which is equivalent to Math.exp( Sum( Log(data[i]) ) / size).
  - geometricMean
```
public static float geometricMean(FloatArrayList data)
```
    Returns the geometric mean of a data sequence. Note that for a geometric mean to be meaningful, the minimum of the data sequence must not be less or equal to zero.
    The geometric mean is given by pow( Product( data[i] ), 1/data.size()). This method tries to avoid overflows at the expense of an equivalent but somewhat slow definition: geo = Math.exp( Sum( Log(data[i]) ) / data.size()).
  - harmonicMean
```
public static float harmonicMean(int size,
                                 float sumOfInversions)
```
    Returns the harmonic mean of a data sequence.
    
    Parameters:
    
    size - the number of elements in the data sequence.
    
    sumOfInversions - Sum( 1.0 / data[i]).
  - incrementalUpdate
```
public static void incrementalUpdate(FloatArrayList data,
                                     int from,
                                     int to,
                                     float[] inOut)
```
    Incrementally maintains and updates minimum, maximum, sum and sum of squares of a data sequence. Assume we have already recorded some data sequence elements and know their minimum, maximum, sum and sum of squares. Assume further, we are to record some more elements and to derive updated values of minimum, maximum, sum and sum of squares.
    This method computes those updated values without needing to know the already recorded elements. Returns the updated values filled into the inOut array. This is interesting for interactive online monitoring and/or applications that cannot keep the entire huge data sequence in memory.
    
    Definition of sumOfSquares: sumOfSquares(n) = Sum ( data[i] * data[i] ).
    Parameters:
    
    data - the additional elements to be incorporated into min, max, etc.
    
    from - the index of the first element within data to consider.
    
    to - the index of the last element within data to consider. The method incorporates elements data[from], ..., data[to].
    inOut - the old values in the following format:
    
    inOut[0] is the old minimum.
    inOut[1] is the old maximum.
    inOut[2] is the old sum.
    inOut[3] is the old sum of squares.
    If no data sequence elements have so far been recorded set the values as follows
    
    inOut[0] = Float.POSITIVE_INFINITY as the old minimum.
    inOut[1] = Float.NEGATIVE_INFINITY as the old maximum.
    inOut[2] = 0.0 as the old sum.
    inOut[3] = 0.0 as the old sum of squares.
  - incrementalUpdateSumsOfPowers
```
public static void incrementalUpdateSumsOfPowers(FloatArrayList data,
                                                 int from,
                                                 int to,
                                                 int fromSumIndex,
                                                 int toSumIndex,
                                                 float[] sumOfPowers)
```
    Incrementally maintains and updates various sums of powers of the form Sum(data[i]^k). Assume we have already recorded some data sequence elements data[i] and know the values of Sum(data[i]^from), Sum(data[i]^from+1), ..., Sum(data[i]^to) . Assume further, we are to record some more elements and to derive updated values of these sums.
    This method computes those updated values without needing to know the already recorded elements. Returns the updated values filled into the sumOfPowers array. This is interesting for interactive online monitoring and/or applications that cannot keep the entire huge data sequence in memory. For example, the incremental computation of moments is based upon such sums of powers:
    The moment of k-th order with constant c of a data sequence, is given by Sum( (data[i]-c)^k ) / data.size(). It can incrementally be computed by using the equivalent formula
    moment(k,c) = m(k,c) / data.size() where
    m(k,c) = Sum( -1ⁱ * b(k,i) * cⁱ * sumOfPowers(k-i)) for i = 0 .. k and
    b(k,i) = binomial(k,i) and
    sumOfPowers(k) = Sum( data[i]^k ).
    Parameters:
    
    data - the additional elements to be incorporated into min, max, etc.
    
    from - the index of the first element within data to consider.
    
    to - the index of the last element within data to consider. The method incorporates elements data[from], ..., data[to].
    sumOfPowers - the old values of the sums in the following format:
    
    sumOfPowers[0] is the old Sum(data[i]^fromSumIndex).
    sumOfPowers[1] is the old Sum(data[i]^{fromSumIndex+1}).
    ...
    sumOfPowers[toSumIndex-fromSumIndex] is the old Sum(data[i]^toSumIndex).
    If no data sequence elements have so far been recorded set all old values of the sums to 0.0.
  - incrementalWeightedUpdate
```
public static void incrementalWeightedUpdate(FloatArrayList data,
                                             FloatArrayList weights,
                                             int from,
                                             int to,
                                             float[] inOut)
```
    Incrementally maintains and updates sum and sum of squares of a weighted data sequence. Assume we have already recorded some data sequence elements and know their sum and sum of squares. Assume further, we are to record some more elements and to derive updated values of sum and sum of squares.
    This method computes those updated values without needing to know the already recorded elements. Returns the updated values filled into the inOut array. This is interesting for interactive online monitoring and/or applications that cannot keep the entire huge data sequence in memory.
    
    Definition of sum: sum = Sum ( data[i] * weights[i] ).
    Definition of sumOfSquares: sumOfSquares = Sum ( data[i] * data[i] * weights[i]).
    Parameters:
    
    data - the additional elements to be incorporated into min, max, etc.
    
    weights - the weight of each element within data.
    
    from - the index of the first element within data (and weights) to consider.
    
    to - the index of the last element within data (and weights) to consider. The method incorporates elements data[from], ..., data[to].
    inOut - the old values in the following format:
    
    inOut[0] is the old sum.
    inOut[1] is the old sum of squares.
    If no data sequence elements have so far been recorded set the values as follows
    
    inOut[0] = 0.0 as the old sum.
    inOut[1] = 0.0 as the old sum of squares.
  - kurtosis
```
public static float kurtosis(float moment4,
                             float standardDeviation)
```
    Returns the kurtosis (aka excess) of a data sequence.
    
    Parameters:
    
    moment4 - the fourth central moment, which is moment(data,4,mean).
    
    standardDeviation - the standardDeviation.
  - kurtosis
```
public static float kurtosis(FloatArrayList data,
                             float mean,
                             float standardDeviation)
```
    Returns the kurtosis (aka excess) of a data sequence, which is -3 + moment(data,4,mean) / standardDeviation⁴.
  - lag1
```
public static float lag1(FloatArrayList data,
                         float mean)
```
    Returns the lag-1 autocorrelation of a dataset; Note that this method has semantics different from autoCorrelation(..., 1);
  - max
```
public static float max(FloatArrayList data)
```
    Returns the largest member of a data sequence.
  - mean
```
public static float mean(FloatArrayList data)
```
    Returns the arithmetic mean of a data sequence; That is Sum( data[i] ) / data.size().
  - meanDeviation
```
public static float meanDeviation(FloatArrayList data,
                                  float mean)
```
    Returns the mean deviation of a dataset. That is Sum (Math.abs(data[i]-mean)) / data.size()).
  - median
```
public static float median(FloatArrayList sortedData)
```
    Returns the median of a sorted data sequence.
    
    Parameters:
    
    sortedData - the data sequence; must be sorted ascending.
  - min
```
public static float min(FloatArrayList data)
```
    Returns the smallest member of a data sequence.
  - moment
```
public static float moment(int k,
                           float c,
                           int size,
                           float[] sumOfPowers)
```
    Returns the moment of k-th order with constant c of a data sequence, which is Sum( (data[i]-c)^k ) / data.size().
    
    Parameters:
    
    sumOfPowers - sumOfPowers[m] == Sum( data[i]^m) ) for m = 0,1,..,k as returned by method incrementalUpdateSumsOfPowers(FloatArrayList,int,int,int,int,float[]) . In particular there must hold sumOfPowers.length == k+1.
    
    size - the number of elements of the data sequence.
  - moment
```
public static float moment(FloatArrayList data,
                           int k,
                           float c)
```
    Returns the moment of k-th order with constant c of a data sequence, which is Sum( (data[i]-c)^k ) / data.size().
  - pooledMean
```
public static float pooledMean(int size1,
                               float mean1,
                               int size2,
                               float mean2)
```
    Returns the pooled mean of two data sequences. That is (size1 * mean1 + size2 * mean2) / (size1 + size2).
    
    Parameters:
    
    size1 - the number of elements in data sequence 1.
    
    mean1 - the mean of data sequence 1.
    
    size2 - the number of elements in data sequence 2.
    
    mean2 - the mean of data sequence 2.
  - pooledVariance
```
public static float pooledVariance(int size1,
                                   float variance1,
                                   int size2,
                                   float variance2)
```
    Returns the pooled variance of two data sequences. That is (size1 * variance1 + size2 * variance2) / (size1 + size2);
    
    Parameters:
    
    size1 - the number of elements in data sequence 1.
    
    variance1 - the variance of data sequence 1.
    
    size2 - the number of elements in data sequence 2.
    
    variance2 - the variance of data sequence 2.
  - product
```
public static float product(int size,
                            float sumOfLogarithms)
```
    Returns the product, which is Prod( data[i] ). In other words: data[0]*data[1]*...*data[data.size()-1]. This method uses the equivalent definition: prod = pow( exp( Sum( Log(x[i]) ) / size(), size()).
  - product
```
public static float product(FloatArrayList data)
```
    Returns the product of a data sequence, which is Prod( data[i] ) . In other words: data[0]*data[1]*...*data[data.size()-1]. Note that you may easily get numeric overflows.
  - quantile
```
public static float quantile(FloatArrayList sortedData,
                             float phi)
```
    Returns the phi-quantile; that is, an element elem for which holds that phi percent of data elements are less than elem. The quantile need not necessarily be contained in the data sequence, it can be a linear interpolation.
    
    Parameters:
    
    sortedData - the data sequence; must be sorted ascending.
    
    phi - the percentage; must satisfy 0 <= phi <= 1.
  - quantileInverse
```
public static float quantileInverse(FloatArrayList sortedList,
                                    float element)
```
    Returns how many percent of the elements contained in the receiver are <= element. Does linear interpolation if the element is not contained but lies in between two contained elements.
    
    Parameters:
    
    sortedList - the list to be searched (must be sorted ascending).
    
    element - the element to search for.
    
    Returns:
    
    the percentage phi of elements <= element ( 0.0 <= phi <= 1.0).
  - quantiles
```
public static FloatArrayList quantiles(FloatArrayList sortedData,
                                       FloatArrayList percentages)
```
    Returns the quantiles of the specified percentages. The quantiles need not necessarily be contained in the data sequence, it can be a linear interpolation.
    
    Parameters:
    
    sortedData - the data sequence; must be sorted ascending.
    
    percentages - the percentages for which quantiles are to be computed. Each percentage must be in the interval [0.0,1.0].
    
    Returns:
    
    the quantiles.
  - rankInterpolated
```
public static float rankInterpolated(FloatArrayList sortedList,
                                     float element)
```
    Returns the linearly interpolated number of elements in a list less or equal to a given element. The rank is the number of elements <= element. Ranks are of the form {0, 1, 2,..., sortedList.size()}. If no element is <= element, then the rank is zero. If the element lies in between two contained elements, then linear interpolation is used and a non integer value is returned.
    
    Parameters:
    
    sortedList - the list to be searched (must be sorted ascending).
    
    element - the element to search for.
    
    Returns:
    
    the rank of the element.
  - rms
```
public static float rms(int size,
                        float sumOfSquares)
```
    Returns the RMS (Root-Mean-Square) of a data sequence. That is Math.sqrt(Sum( data[i]*data[i] ) / data.size()). The RMS of data sequence is the square-root of the mean of the squares of the elements in the data sequence. It is a measure of the average "size" of the elements of a data sequence.
    
    Parameters:
    
    sumOfSquares - sumOfSquares(data) == Sum( data[i]*data[i] ) of the data sequence.
    
    size - the number of elements in the data sequence.
  - sampleKurtosis
```
public static float sampleKurtosis(int size,
                                   float moment4,
                                   float sampleVariance)
```
    Returns the sample kurtosis (aka excess) of a data sequence. Ref: R.R. Sokal, F.J. Rohlf, Biometry: the principles and practice of statistics in biological research (W.H. Freeman and Company, New York, 1998, 3rd edition) p. 114-115.
    
    Parameters:
    
    size - the number of elements of the data sequence.
    
    moment4 - the fourth central moment, which is moment(data,4,mean).
    
    sampleVariance - the sample variance.
  - sampleKurtosis
```
public static float sampleKurtosis(FloatArrayList data,
                                   float mean,
                                   float sampleVariance)
```
    Returns the sample kurtosis (aka excess) of a data sequence.
  - sampleKurtosisStandardError
```
public static float sampleKurtosisStandardError(int size)
```
    Return the standard error of the sample kurtosis. Ref: R.R. Sokal, F.J. Rohlf, Biometry: the principles and practice of statistics in biological research (W.H. Freeman and Company, New York, 1998, 3rd edition) p. 138.
    
    Parameters:
    
    size - the number of elements of the data sequence.
  - sampleSkew
```
public static float sampleSkew(int size,
                               float moment3,
                               float sampleVariance)
```
    Returns the sample skew of a data sequence. Ref: R.R. Sokal, F.J. Rohlf, Biometry: the principles and practice of statistics in biological research (W.H. Freeman and Company, New York, 1998, 3rd edition) p. 114-115.
    
    Parameters:
    
    size - the number of elements of the data sequence.
    
    moment3 - the third central moment, which is moment(data,3,mean).
    
    sampleVariance - the sample variance.
  - sampleSkew
```
public static float sampleSkew(FloatArrayList data,
                               float mean,
                               float sampleVariance)
```
    Returns the sample skew of a data sequence.
  - sampleSkewStandardError
```
public static float sampleSkewStandardError(int size)
```
    Return the standard error of the sample skew. Ref: R.R. Sokal, F.J. Rohlf, Biometry: the principles and practice of statistics in biological research (W.H. Freeman and Company, New York, 1998, 3rd edition) p. 138.
    
    Parameters:
    
    size - the number of elements of the data sequence.
  - sampleStandardDeviation
```
public static float sampleStandardDeviation(int size,
                                            float sampleVariance)
```
    Returns the sample standard deviation. Ref: R.R. Sokal, F.J. Rohlf, Biometry: the principles and practice of statistics in biological research (W.H. Freeman and Company, New York, 1998, 3rd edition) p. 53.
    
    Parameters:
    
    size - the number of elements of the data sequence.
    
    sampleVariance - the sample variance.
  - sampleVariance
```
public static float sampleVariance(int size,
                                   float sum,
                                   float sumOfSquares)
```
    Returns the sample variance of a data sequence. That is (sumOfSquares - mean*sum) / (size - 1) with mean = sum/size.
    
    Parameters:
    
    size - the number of elements of the data sequence.
    
    sum - == Sum( data[i] ).
    
    sumOfSquares - == Sum( data[i]*data[i] ).
  - sampleVariance
```
public static float sampleVariance(FloatArrayList data,
                                   float mean)
```
    Returns the sample variance of a data sequence. That is Sum ( (data[i]-mean)^2 ) / (data.size()-1).
  - sampleWeightedVariance
```
public static float sampleWeightedVariance(float sumOfWeights,
                                           float sumOfProducts,
                                           float sumOfSquaredProducts)
```
    Returns the sample weighted variance of a data sequence. That is (sumOfSquaredProducts - sumOfProducts * sumOfProducts / sumOfWeights) / (sumOfWeights - 1) .
    
    Parameters:
    
    sumOfWeights - == Sum( weights[i] ).
    
    sumOfProducts - == Sum( data[i] * weights[i] ).
    
    sumOfSquaredProducts - == Sum( data[i] * data[i] * weights[i] ).
  - skew
```
public static float skew(float moment3,
                         float standardDeviation)
```
    Returns the skew of a data sequence.
    
    Parameters:
    
    moment3 - the third central moment, which is moment(data,3,mean).
    
    standardDeviation - the standardDeviation.
  - skew
```
public static float skew(FloatArrayList data,
                         float mean,
                         float standardDeviation)
```
    Returns the skew of a data sequence, which is moment(data,3,mean) / standardDeviation³.
  - split
```
public static FloatArrayList[] split(FloatArrayList sortedList,
                                     FloatArrayList splitters)
```
    Splits (partitions) a list into sublists such that each sublist contains the elements with a given range. splitters=(a,b,c,...,y,z) defines the ranges [-inf,a), [a,b), [b,c), ..., [y,z), [z,inf].
    Examples:
    Parameters:
    
    sortedList - the list to be partitioned (must be sorted ascending).
    
    splitters - the points at which the list shall be partitioned (must be sorted ascending).
    
    Returns:
    
    the sublists (an array with length == splitters.size() + 1. Each sublist is returned sorted ascending.
  - standardDeviation
```
public static float standardDeviation(float variance)
```
    Returns the standard deviation from a variance.
  - standardError
```
public static float standardError(int size,
                                  float variance)
```
    Returns the standard error of a data sequence. That is Math.sqrt(variance/size).
    
    Parameters:
    
    size - the number of elements in the data sequence.
    
    variance - the variance of the data sequence.
  - standardize
```
public static void standardize(FloatArrayList data,
                               float mean,
                               float standardDeviation)
```
    Modifies a data sequence to be standardized. Changes each element data[i] as follows: data[i] = (data[i]-mean)/standardDeviation.
  - sum
```
public static float sum(FloatArrayList data)
```
    Returns the sum of a data sequence. That is Sum( data[i] ).
  - sumOfInversions
```
public static float sumOfInversions(FloatArrayList data,
                                    int from,
                                    int to)
```
    Returns the sum of inversions of a data sequence, which is Sum( 1.0 / data[i]).
    
    Parameters:
    
    data - the data sequence.
    
    from - the index of the first data element (inclusive).
    
    to - the index of the last data element (inclusive).
  - sumOfLogarithms
```
public static float sumOfLogarithms(FloatArrayList data,
                                    int from,
                                    int to)
```
    Returns the sum of logarithms of a data sequence, which is Sum( Log(data[i]).
    
    Parameters:
    
    data - the data sequence.
    
    from - the index of the first data element (inclusive).
    
    to - the index of the last data element (inclusive).
  - sumOfPowerDeviations
```
public static float sumOfPowerDeviations(FloatArrayList data,
                                         int k,
                                         float c)
```
    Returns Sum( (data[i]-c)^k ); optimized for common parameters like c == 0.0 and/or k == -2 .. 4.
  - sumOfPowerDeviations
```
public static float sumOfPowerDeviations(FloatArrayList data,
                                         int k,
                                         float c,
                                         int from,
                                         int to)
```
    Returns Sum( (data[i]-c)^k ) for all i = from .. to; optimized for common parameters like c == 0.0 and/or k == -2 .. 5.
  - sumOfPowers
```
public static float sumOfPowers(FloatArrayList data,
                                int k)
```
    Returns the sum of powers of a data sequence, which is Sum ( data[i]^k ).
  - sumOfSquaredDeviations
```
public static float sumOfSquaredDeviations(int size,
                                           float variance)
```
    Returns the sum of squared mean deviation of of a data sequence. That is variance * (size-1) == Sum( (data[i] - mean)^2 ).
    
    Parameters:
    
    size - the number of elements of the data sequence.
    
    variance - the variance of the data sequence.
  - sumOfSquares
```
public static float sumOfSquares(FloatArrayList data)
```
    Returns the sum of squares of a data sequence. That is Sum ( data[i]*data[i] ).
  - trimmedMean
```
public static float trimmedMean(FloatArrayList sortedData,
                                float mean,
                                int left,
                                int right)
```
    Returns the trimmed mean of a sorted data sequence.
    
    Parameters:
    
    sortedData - the data sequence; must be sorted ascending.
    
    mean - the mean of the (full) sorted data sequence.
    
    left - the number of leading elements to trim.
    
    right - the number of trailing elements to trim.
  - variance
```
public static float variance(float standardDeviation)
```
    Returns the variance from a standard deviation.
  - variance
```
public static float variance(int size,
                             float sum,
                             float sumOfSquares)
```
    Returns the variance of a data sequence. That is (sumOfSquares - mean*sum) / size with mean = sum/size.
    
    Parameters:
    
    size - the number of elements of the data sequence.
    
    sum - == Sum( data[i] ).
    
    sumOfSquares - == Sum( data[i]*data[i] ).
  - weightedMean
```
public static float weightedMean(FloatArrayList data,
                                 FloatArrayList weights)
```
    Returns the weighted mean of a data sequence. That is Sum (data[i] * weights[i]) / Sum ( weights[i] ).
  - weightedRMS
```
public static float weightedRMS(float sumOfProducts,
                                float sumOfSquaredProducts)
```
    Returns the weighted RMS (Root-Mean-Square) of a data sequence. That is Sum( data[i] * data[i] * weights[i]) / Sum( data[i] * weights[i] ) , or in other words sumOfProducts / sumOfSquaredProducts.
    
    Parameters:
    
    sumOfProducts - == Sum( data[i] * weights[i] ).
    
    sumOfSquaredProducts - == Sum( data[i] * data[i] * weights[i] ).
  - winsorizedMean
```
public static float winsorizedMean(FloatArrayList sortedData,
                                   float mean,
                                   int left,
                                   int right)
```
    Returns the winsorized mean of a sorted data sequence.
    
    Parameters:
    
    sortedData - the data sequence; must be sorted ascending.
    
    mean - the mean of the (full) sorted data sequence.
    
    left - the number of leading elements to trim.
    
    right - the number of trailing elements to trim.

Skip navigation links

Prev Class
Next Class

All Classes

Summary:
Nested |
Field |
Constr |
Method

Detail:
Field |
Constr |
Method

Class FloatDescriptive

Method Summary

Methods inherited from class java.lang.Object

Method Detail

autoCorrelation

correlation

covariance

durbinWatson

frequencies

geometricMean

geometricMean

harmonicMean

incrementalUpdate

incrementalUpdateSumsOfPowers

incrementalWeightedUpdate

kurtosis

kurtosis

lag1

max

mean

meanDeviation

median

min

moment

moment

pooledMean

pooledVariance

product

product

quantile

quantileInverse

quantiles

rankInterpolated

rms

sampleKurtosis

sampleKurtosis

sampleKurtosisStandardError

sampleSkew

sampleSkew

sampleSkewStandardError

sampleStandardDeviation

sampleVariance

sampleVariance

sampleWeightedVariance

skew

skew

split

standardDeviation

standardError

standardize

sum

sumOfInversions

sumOfLogarithms

sumOfPowerDeviations

sumOfPowerDeviations

sumOfPowers

sumOfSquaredDeviations

sumOfSquares

trimmedMean

variance

variance

weightedMean

weightedRMS

winsorizedMean