Stats.java Source code

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/*
 * Copyright (c) 2009-2010, Sergey Karakovskiy and Julian Togelius
 * All rights reserved.
 *
 * Redistribution and use in source and binary forms, with or without
 * modification, are permitted provided that the following conditions are met:
 *     * Redistributions of source code must retain the above copyright
 *       notice, this list of conditions and the following disclaimer.
 *     * Redistributions in binary form must reproduce the above copyright
 *       notice, this list of conditions and the following disclaimer in the
 *       documentation and/or other materials provided with the distribution.
 *     * Neither the name of the Mario AI nor the
 *       names of its contributors may be used to endorse or promote products
 *       derived from this software without specific prior written permission.
 *
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
 * AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
 * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED.
 * IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT,
 * INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT
 * NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
 * PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY,
 * WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
 * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
 * POSSIBILITY OF SUCH DAMAGE.
 */

//package ch.idsia.utils.statistics;

import java.io.IOException;
import java.io.PrintStream;
import java.util.Enumeration;
import java.util.Vector;

/**
 * This class implements some simple statistical functions on arrays of numbers,
 * namely, the mean, variance, standard deviation, covariance, min and max.
 */

public class Stats {

    /**
     * Converts a vector of Numbers into an array of double. This function does
     * not necessarily belong here, but is commonly required in order to apply
     * the statistical functions conveniently, since they only deal with arrays
     * of double. (Note that a Number of the common superclass of all the Object
     * versions of the primitives, such as Integer, Double etc.).
     */
    // package that at present just provides average and sd of a
    // vector of doubles

    // also enables writing the
    // Gnuplot comments begin with #

    // next need to find out how to select a particular line style
    // found it :
    // This plots sin(x) and cos(x) with linespoints, using the same line type
    // but different point types:
    // plot sin(x) with linesp lt 1 pt 3, cos(x) with linesp lt 1 pt 4
    public static double[] v2a(Vector v) {
        double[] d = new double[v.size()];
        int i = 0;
        for (Enumeration e = v.elements(); e.hasMoreElements();)
            d[i++] = ((Number) e.nextElement()).doubleValue();
        return d;
    }

    /**
     * Calculates the square of a double.
     * 
     * @return Returns x*x
     */

    public static double sqr(double x) {
        return x * x;
    }

    /**
     * Returns the average of an array of double.
     */

    public static double mean(double[] v) {
        double tot = 0.0;
        for (int i = 0; i < v.length; i++)
            tot += v[i];
        return tot / v.length;
    }

    /**
     * @param v
     *            - sample
     * @return the average of an array of int.
     */

    public static double mean(int[] v) {
        double tot = 0.0;
        for (int i = 0; i < v.length; i++)
            tot += v[i];
        return tot / v.length;
    }

    /**
     * Returns the sample standard deviation of an array of double.
     */

    public static double sdev(double[] v) {
        return Math.sqrt(variance(v));
    }

    /**
     * Returns the standard error of an array of double, where this is defined
     * as the standard deviation of the sample divided by the square root of the
     * sample size.
     */

    public static double stderr(double[] v) {
        return sdev(v) / Math.sqrt(v.length);
    }

    /**
     * Returns the variance of the array of double.
     */

    public static double variance(double[] v) {
        double mu = mean(v);
        double sumsq = 0.0;
        for (int i = 0; i < v.length; i++)
            sumsq += sqr(mu - v[i]);
        return sumsq / (v.length);
        // return 1.12; this was done to test a discrepancy with Business
        // Statistics
    }

    /**
     * this alternative version was used to check correctness
     */

    private static double variance2(double[] v) {
        double mu = mean(v);
        double sumsq = 0.0;
        for (int i = 0; i < v.length; i++)
            sumsq += sqr(v[i]);
        System.out.println(sumsq + " : " + mu);
        double diff = (sumsq - v.length * sqr(mu));
        System.out.println("Diff = " + diff);
        return diff / (v.length);
    }

    /**
     * Returns the covariance of the paired arrays of double.
     */

    public static double covar(double[] v1, double[] v2) {
        double m1 = mean(v1);
        double m2 = mean(v2);
        double sumsq = 0.0;
        for (int i = 0; i < v1.length; i++)
            sumsq += (m1 - v1[i]) * (m2 - v2[i]);
        return sumsq / (v1.length);
    }

    public static double correlation(double[] v1, double[] v2) {
        // an inefficient implementation!!!
        return covar(v1, v2) / (sdev(v1) * sdev(v2));
    }

    public static double correlation2(double[] v1, double[] v2) {
        // an inefficient implementation!!!
        return sqr(covar(v1, v2)) / (covar(v1, v1) * covar(v2, v2));
    }

    /**
     * Returns the maximum value in the array.
     */

    public static double max(double[] v) {
        double m = v[0];
        for (int i = 1; i < v.length; i++)
            m = Math.max(m, v[i]);
        return m;
    }

    /**
     * Returns the minimum value in the array.
     */

    public static double min(double[] v) {
        double m = v[0];
        for (int i = 1; i < v.length; i++)
            m = Math.min(m, v[i]);
        return m;
    }

    /**
     * Prints the means and standard deviation of the data to the standard
     * output.
     */

    public static void analyse(double[] v) {
        analyse(v, System.out);
        // System.out.println("Average = " + mean(v) + "  sd = " + sdev(v));
    }

    /**
     * Prints the means and standard deviation of the data to the specified
     * PrintStream
     * 
     * @param v
     *            contains the data
     * @param s
     *            is the corresponding PrintStream
     */

    public static void analyse(double[] v, PrintStream s) {
        s.println("Average = " + mean(v) + "  sd = " + sdev(v));
    }

    /**
     * @param v
     *            contains the data
     * @return A String summary of the with the mean and standard deviation of
     *         the data.
     */

    public static String analysisString(double[] v) {
        return "Average = " + mean(v) + "  sd = " + sdev(v) + "  min = " + min(v) + "  max = " + max(v);
    }

    /**
     * Returns a string that compares the root mean square of the data with the
     * standard deviation of the data. This is probably too specialised to be of
     * much general use.
     * 
     * @param v
     *            contains the data
     * @return root mean square = <...> standard deviation = <...>
     */
    public static String rmsString(double[] v) {
        double[] tv = new double[v.length];
        for (int i = 0; i < v.length; i++)
            tv[i] = v[i] * v[i];
        return "rms = " + mean(tv) + " sd = " + sdev(v) + "\n";
    }

    /**
     * Runs through some utils using the functions defined in this class.
     * 
     * @throws java.io.IOException
     */

    public static void main(String[] args) throws IOException {

        double[] d = new double[0];

        double dd = mean(d);

        System.out.println(dd + "\t" + Double.isNaN(dd));

        for (int i = 0; i < 3; i++) {
            double[] x = new double[i];
            System.out.println(mean(x) + "\t " + stderr(x) + "\t " + sdev(x));
        }
    }

}