Class Tally

    • Field Summary

      Fields 
      Modifier and Type Field Description
      protected Object semaphore
      the synchronized lock.
    • 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.
    • Method Summary

      All Methods Static 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 registered values between -infinity up to and including a given quantile.
      String getDescription()
      Returns the description of the statistic.
      double getMax()
      Returns the maximum value of any given observation, or NaN when no observations were registered.
      double getMin()
      Returns the minimum value of any given observation, or NaN when no observations were registered.
      long getN()
      Return the current number of observations.
      double getPopulationExcessKurtosis()
      Return the population excess kurtosis of the registered data.
      double getPopulationKurtosis()
      Return the (biased) population kurtosis of the registered data.
      double getPopulationMean()
      Returns the population mean of all observations since the initialization.
      double getPopulationSkewness()
      Return the (biased) population skewness of the registered 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 registered data.
      double getSampleKurtosis()
      Return the sample kurtosis of the registered data.
      double getSampleMean()
      Returns the sample mean of all observations since the initialization.
      double getSampleSkewness()
      Return the (unbiased) sample skewness of the registered 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.
      void initialize()
      Initialize the statistic.
      double register​(double value)
      Process one observed value.
      void register​(double... values)
      Ingest an array of values.
      static String reportFooter()
      Return a string representing a footer for a textual table with a monospaced font that can contain multiple statistics.
      static String reportHeader()
      Return a string representing a header for a textual table with a monospaced font that can contain multiple statistics.
      String reportLine()
      Return a string representing a line with important statistics values for this statistic, for a textual table with a monospaced font that can contain multiple statistics.
      String toString()
    • Field Detail

      • semaphore

        protected Object semaphore
        the synchronized lock.
    • Constructor Detail

      • Tally

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

      • initialize

        public void initialize()
        Initialize the statistic.
        Specified by:
        initialize in interface Statistic
      • register

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

        public double register​(double value)
        Process one observed value.
        Parameters:
        value - double; the value to process
        Returns:
        double; the value
      • getDescription

        public String getDescription()
        Returns the description of the statistic.
        Specified by:
        getDescription in interface Statistic
        Returns:
        String; the description of the statistic
      • getMax

        public double getMax()
        Returns the maximum value of any given observation, or NaN when no observations were registered.
        Specified by:
        getMax in interface TallyStatistic
        Returns:
        double; the maximum value of any given observation
      • getMin

        public double getMin()
        Returns the minimum value of any given observation, or NaN when no observations were registered.
        Specified by:
        getMin in interface TallyStatistic
        Returns:
        double; the minimum value of any given observation
      • getN

        public long getN()
        Return the current number of observations.
        Specified by:
        getN in interface Statistic
        Returns:
        long; the number of observations
      • getSum

        public double getSum()
        Return the sum of the values of the observations.
        Returns:
        double; the sum of the values of the observations
      • getSampleMean

        public double getSampleMean()
        Returns the sample mean of all observations since the initialization.
        Returns:
        double; the sample mean
      • getPopulationMean

        public double getPopulationMean()
        Returns the population mean of all observations since the initialization.
        Returns:
        double; the population mean
      • getSampleStDev

        public 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.
        Returns:
        double; the sample standard deviation
      • getPopulationStDev

        public 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.
        Returns:
        double; the population standard deviation
      • getSampleVariance

        public 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)
        Returns:
        double; the current sample variance of this tally
      • getPopulationVariance

        public 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 ]
        Returns:
        double; the current population variance of this tally
      • getSampleSkewness

        public double getSampleSkewness()
        Return the (unbiased) sample skewness of the registered 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.
        Returns:
        double; the sample skewness of the registered data
      • getPopulationSkewness

        public double getPopulationSkewness()
        Return the (biased) population skewness of the registered 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 ] .
        Returns:
        double; the skewness of the registered data
      • getSampleKurtosis

        public double getSampleKurtosis()
        Return the sample kurtosis of the registered 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 ] .
        Returns:
        double; the sample kurtosis of the registered data
      • getPopulationKurtosis

        public double getPopulationKurtosis()
        Return the (biased) population kurtosis of the registered 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 ] .
        Returns:
        double; the population kurtosis of the registered data
      • getSampleExcessKurtosis

        public double getSampleExcessKurtosis()
        Return the sample excess kurtosis of the registered 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.
        Returns:
        double; the sample excess kurtosis of the registered data
      • getPopulationExcessKurtosis

        public double getPopulationExcessKurtosis()
        Return the population excess kurtosis of the registered 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.
        Returns:
        double; the population excess kurtosis of the registered data
      • getQuantile

        public double getQuantile​(double probability)
        Compute the quantile for the given probability.
        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
        Throws:
        IllegalArgumentException - when the probability is less than 0 or larger than 1
      • getCumulativeProbability

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

        public double[] getConfidenceInterval​(double alpha)
        returns the confidence interval on either side of the mean.
        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
        Throws:
        IllegalArgumentException - when alpha is less than 0 or larger than 1
      • getConfidenceInterval

        public double[] getConfidenceInterval​(double alpha,
                                              ConfidenceInterval side)
        returns the confidence interval based of the mean.
        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
        Throws:
        IllegalArgumentException - when alpha is less than 0 or larger than 1
        NullPointerException - when side is null
      • reportHeader

        public static String reportHeader()
        Return a string representing a header for a textual table with a monospaced font that can contain multiple statistics.
        Returns:
        String; header for the textual table.
      • reportLine

        public String reportLine()
        Return a string representing a line with important statistics values for this statistic, for a textual table with a monospaced font that can contain multiple statistics.
        Specified by:
        reportLine in interface Statistic
        Returns:
        String; line with most important values of the statistic
      • reportFooter

        public static String reportFooter()
        Return a string representing a footer for a textual table with a monospaced font that can contain multiple statistics.
        Returns:
        String; footer for the textual table