Package org.djutils.stats.summarizers
Class Tally
- java.lang.Object
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- org.djutils.stats.summarizers.Tally
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- All Implemented Interfaces:
Serializable
,BasicTallyInterface
,TallyInterface
public class Tally extends Object implements TallyInterface
The Tally class ingests a series of values and provides mean, standard deviation, etc. of the ingested values.Copyright (c) 2002-2021 Delft University of Technology, Jaffalaan 5, 2628 BX Delft, the Netherlands. All rights reserved. See for project information https://simulation.tudelft.nl. The DSOL project is distributed under a three-clause BSD-style license, which can be found at https://simulation.tudelft.nl/dsol/3.0/license.html.
- Author:
- Alexander Verbraeck, Peter Jacobs , Peter Knoppers
- See Also:
- Serialized Form
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Constructor Summary
Constructors Constructor Description Tally(String description)
Convenience constructor that uses a NoStorageAccumulator to estimate quantiles.Tally(String description, QuantileAccumulator quantileAccumulator)
Constructs a new Tally.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double[]
getConfidenceInterval(double alpha)
returns the confidence interval on either side of the mean.double[]
getConfidenceInterval(double alpha, ConfidenceInterval side)
returns the confidence interval based of the mean.double
getCumulativeProbability(double quantile)
Get, or estimate fraction of ingested values between -infinity up to and including a given quantile.String
getDescription()
returns the description of this tally.double
getMax()
Returns the max.double
getMin()
Returns the min.long
getN()
Returns the number of observations.double
getPopulationExcessKurtosis()
Return the population excess kurtosis of the ingested data.double
getPopulationKurtosis()
Return the (biased) population kurtosis of the ingested data.double
getPopulationSkewness()
Return the (biased) population skewness of the ingested data.double
getPopulationStDev()
Returns the current (biased) population standard deviation of all observations since the initialization.double
getPopulationVariance()
Returns the current (biased) population variance of all observations since the initialization.double
getQuantile(double probability)
Compute the quantile for the given probability.double
getSampleExcessKurtosis()
Return the sample excess kurtosis of the ingested data.double
getSampleKurtosis()
Return the sample kurtosis of the ingested data.double
getSampleMean()
Returns the sample mean of all observations since the initialization.double
getSampleSkewness()
Return the (unbiased) sample skewness of the ingested data.double
getSampleStDev()
Returns the current (unbiased) sample standard deviation of all observations since the initialization.double
getSampleVariance()
Returns the current (unbiased) sample variance of all observations since the initialization.double
getSum()
Return the sum of the values of the observations.double
ingest(double value)
Process one observed value.void
ingest(double... values)
Ingest an array of values.void
initialize()
initializes the Tally.String
toString()
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
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Methods inherited from interface org.djutils.stats.summarizers.TallyInterface
getPopulationMean
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Field Detail
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semaphore
protected Object semaphore
the synchronized lock.
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Constructor Detail
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Tally
public Tally(String description, QuantileAccumulator quantileAccumulator)
Constructs a new Tally.- Parameters:
description
- String; the description of this tallyquantileAccumulator
- QuantileAccumulator; the input series accumulator that can approximate or compute quantiles.
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Tally
public Tally(String description)
Convenience constructor that uses a NoStorageAccumulator to estimate quantiles.- Parameters:
description
- String; the description of this tally
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Method Detail
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getSampleMean
public final double getSampleMean()
Returns the sample mean of all observations since the initialization.- Specified by:
getSampleMean
in interfaceTallyInterface
- Returns:
- double; the sample mean
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getQuantile
public final double getQuantile(double probability)
Compute the quantile for the given probability.- Specified by:
getQuantile
in interfaceTallyInterface
- 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
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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 interfaceTallyInterface
- 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.
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getConfidenceInterval
public final double[] getConfidenceInterval(double alpha)
returns the confidence interval on either side of the mean.- Specified by:
getConfidenceInterval
in interfaceTallyInterface
- 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
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getConfidenceInterval
public final double[] getConfidenceInterval(double alpha, ConfidenceInterval side)
returns the confidence interval based of the mean.- Specified by:
getConfidenceInterval
in interfaceTallyInterface
- 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
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getDescription
public final String getDescription()
returns the description of this tally.- Specified by:
getDescription
in interfaceBasicTallyInterface
- Returns:
- Sting description
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getMax
public final double getMax()
Returns the max.- Specified by:
getMax
in interfaceBasicTallyInterface
- Returns:
- double
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getMin
public final double getMin()
Returns the min.- Specified by:
getMin
in interfaceBasicTallyInterface
- Returns:
- double
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getN
public final long getN()
Returns the number of observations.- Specified by:
getN
in interfaceBasicTallyInterface
- Returns:
- long n
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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 interfaceTallyInterface
- Returns:
- double; the sample standard deviation
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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 interfaceTallyInterface
- Returns:
- double; the population standard deviation
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getSum
public final double getSum()
Return the sum of the values of the observations.- Specified by:
getSum
in interfaceTallyInterface
- Returns:
- double; sum
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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 interfaceTallyInterface
- Returns:
- double; the current sample variance of this tally
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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 interfaceTallyInterface
- Returns:
- double; the current population variance of this tally
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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 interfaceTallyInterface
- Returns:
- double; the sample skewness of the ingested data
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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 interfaceTallyInterface
- Returns:
- double; the skewness of the ingested data
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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 interfaceTallyInterface
- Returns:
- double; the sample kurtosis of the ingested data
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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 interfaceTallyInterface
- Returns:
- double; the population kurtosis of the ingested data
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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 interfaceTallyInterface
- Returns:
- double; the sample excess kurtosis of the ingested data
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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 interfaceTallyInterface
- Returns:
- double; the population excess kurtosis of the ingested data
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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 interfaceBasicTallyInterface
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ingest
public void ingest(double... values)
Ingest an array of values.- Parameters:
values
- double...; the values to ingest
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ingest
public double ingest(double value)
Process one observed value.- Specified by:
ingest
in interfaceTallyInterface
- Parameters:
value
- double; the value to process- Returns:
- double; the value
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