Class Tally

    • Field Detail

      • semaphore

        protected Object semaphore
        the synchronized lock.
    • Constructor Detail

      • Tally

        public Tally​(String description,
                     QuantileAccumulator quantileAccumulator)
        Constructs a new Tally.
        Parameters:
        description - String; the description of this tally
        quantileAccumulator - QuantileAccumulator; the input series accumulator that can approximate or compute quantiles.
      • Tally

        public Tally​(String description)
        Convenience constructor that uses a NoStorageAccumulator to estimate quantiles.
        Parameters:
        description - String; the description of this tally
    • Method Detail

      • getSampleMean

        public final double getSampleMean()
        Returns the sample mean of all observations since the initialization.
        Specified by:
        getSampleMean in interface TallyInterface
        Returns:
        double; the sample mean
      • getQuantile

        public final double getQuantile​(double probability)
        Compute the quantile for the given probability.
        Specified by:
        getQuantile in interface TallyInterface
        Parameters:
        probability - double; the probability for which the quantile is to be computed. The value should be between 0 and 1, inclusive.
        Returns:
        double; the quantile for the probability
      • getCumulativeProbability

        public double getCumulativeProbability​(double quantile)
        Get, or estimate fraction of ingested values between -infinity up to and including a given quantile.
        Specified by:
        getCumulativeProbability in interface TallyInterface
        Parameters:
        quantile - double; the given quantile
        Returns:
        double; the estimated or observed fraction of ingested values between -infinity up to and including the given quantile. When this TallyInterface has ingested zero values; this method shall return NaN.
      • getConfidenceInterval

        public final double[] getConfidenceInterval​(double alpha)
        returns the confidence interval on either side of the mean.
        Specified by:
        getConfidenceInterval in interface TallyInterface
        Parameters:
        alpha - double; Alpha is the significance level used to compute the confidence level. The confidence level equals 100*(1 - alpha)%, or in other words, an alpha of 0.05 indicates a 95 percent confidence level.
        Returns:
        double[]; the confidence interval of this tally
      • getConfidenceInterval

        public final double[] getConfidenceInterval​(double alpha,
                                                    ConfidenceInterval side)
        returns the confidence interval based of the mean.
        Specified by:
        getConfidenceInterval in interface TallyInterface
        Parameters:
        alpha - double; Alpha is the significance level used to compute the confidence level. The confidence level equals 100*(1 - alpha)%, or in other words, an alpha of 0.05 indicates a 95 percent confidence level.
        side - ConfidenceInterval; the side of the confidence interval with respect to the mean
        Returns:
        double[]; the confidence interval of this tally
      • getMax

        public final double getMax()
        Returns the max.
        Specified by:
        getMax in interface BasicTallyInterface
        Returns:
        double
      • getMin

        public final double getMin()
        Returns the min.
        Specified by:
        getMin in interface BasicTallyInterface
        Returns:
        double
      • getN

        public final long getN()
        Returns the number of observations.
        Specified by:
        getN in interface BasicTallyInterface
        Returns:
        long n
      • getSampleStDev

        public final double getSampleStDev()
        Returns the current (unbiased) sample standard deviation of all observations since the initialization. The sample standard deviation is defined as the square root of the sample variance.
        Specified by:
        getSampleStDev in interface TallyInterface
        Returns:
        double; the sample standard deviation
      • getPopulationStDev

        public final double getPopulationStDev()
        Returns the current (biased) population standard deviation of all observations since the initialization. The population standard deviation is defined as the square root of the population variance.
        Specified by:
        getPopulationStDev in interface TallyInterface
        Returns:
        double; the population standard deviation
      • getSum

        public final double getSum()
        Return the sum of the values of the observations.
        Specified by:
        getSum in interface TallyInterface
        Returns:
        double; sum
      • getSampleVariance

        public final double getSampleVariance()
        Returns the current (unbiased) sample variance of all observations since the initialization. The calculation of the sample variance in relation to the population variance is undisputed. The formula is:
          S2 = (1 / (n - 1)) * [ Σx2 - (Σx)2 / n ]
        which can be calculated on the basis of the calculated population variance σ2 as follows:
          S2 = σ2 * n / (n - 1)
        Specified by:
        getSampleVariance in interface TallyInterface
        Returns:
        double; the current sample variance of this tally
      • getPopulationVariance

        public final double getPopulationVariance()
        Returns the current (biased) population variance of all observations since the initialization. The population variance is defined as:
        σ2 = (1 / n) * [ Σx2 - (Σx)2 / n ]
        Specified by:
        getPopulationVariance in interface TallyInterface
        Returns:
        double; the current population variance of this tally
      • getSampleSkewness

        public final double getSampleSkewness()
        Return the (unbiased) sample skewness of the ingested data. There are different formulas to calculate the unbiased (sample) skewness from the biased (population) skewness. Minitab, for instance calculates unbiased skewness as:
          Skewunbiased = Skewbiased [ ( n - 1) / n ] 3/2
        whereas SAS, SPSS and Excel calculate it as:
          Skewunbiased = Skewbiased √[ n ( n - 1)] / (n - 2)
        Here we follow the last mentioned formula. All formulas converge to the same value with larger n.
        Specified by:
        getSampleSkewness in interface TallyInterface
        Returns:
        double; the sample skewness of the ingested data
      • getPopulationSkewness

        public final double getPopulationSkewness()
        Return the (biased) population skewness of the ingested data. The population skewness is defined as:
          Skewbiased = [ Σ ( x - μ ) 3 ] / [ n . S3 ]
        where S2 is the sample variance. So the denominator is equal to [ n . sample_var3/2 ] .
        Specified by:
        getPopulationSkewness in interface TallyInterface
        Returns:
        double; the skewness of the ingested data
      • getSampleKurtosis

        public final double getSampleKurtosis()
        Return the sample kurtosis of the ingested data. The sample kurtosis can be defined in multiple ways. Here, we choose the following formula:
          Kurtunbiased = [ Σ ( x - μ ) 4 ] / [ ( n - 1 ) . S4 ]
        where S2 is the sample variance. So the denominator is equal to [ ( n - 1 ) . sample_var2 ] .
        Specified by:
        getSampleKurtosis in interface TallyInterface
        Returns:
        double; the sample kurtosis of the ingested data
      • getPopulationKurtosis

        public final double getPopulationKurtosis()
        Return the (biased) population kurtosis of the ingested data. The population kurtosis is defined as:
          Kurtbiased = [ Σ ( x - μ ) 4 ] / [ n . σ4 ]
        where σ2 is the population variance. So the denominator is equal to [ n . pop_var2 ] .
        Specified by:
        getPopulationKurtosis in interface TallyInterface
        Returns:
        double; the population kurtosis of the ingested data
      • getSampleExcessKurtosis

        public final double getSampleExcessKurtosis()
        Return the sample excess kurtosis of the ingested data. The sample excess kurtosis is the sample-corrected value of the excess kurtosis. Several formulas exist to calculate the sample excess kurtosis from the population kurtosis. Here we use:
          ExcessKurtunbiased = ( n - 1 ) / [( n - 2 ) * ( n - 3 )] [ ( n + 1 ) * ExcessKurtbiased + 6]
        This is the excess kurtosis that is calculated by, for instance, SAS, SPSS and Excel.
        Specified by:
        getSampleExcessKurtosis in interface TallyInterface
        Returns:
        double; the sample excess kurtosis of the ingested data
      • getPopulationExcessKurtosis

        public final double getPopulationExcessKurtosis()
        Return the population excess kurtosis of the ingested data. The kurtosis value of the normal distribution is 3. The excess kurtosis is the kurtosis value shifted by -3 to be 0 for the normal distribution.
        Specified by:
        getPopulationExcessKurtosis in interface TallyInterface
        Returns:
        double; the population excess kurtosis of the ingested data
      • initialize

        public void initialize()
        initializes the Tally. This methods sets the max, min, n, sum and variance values to their initial values.
        Specified by:
        initialize in interface BasicTallyInterface
      • ingest

        public void ingest​(double... values)
        Ingest an array of values.
        Parameters:
        values - double...; the values to ingest
      • ingest

        public double ingest​(double value)
        Process one observed value.
        Specified by:
        ingest in interface TallyInterface
        Parameters:
        value - double; the value to process
        Returns:
        double; the value