com.cloudera.oryx.common.math.DoubleWeightedMean.java Source code

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Here is the source code for com.cloudera.oryx.common.math.DoubleWeightedMean.java

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/*
 * Copyright (c) 2014, Cloudera, Inc. All Rights Reserved.
 *
 * Cloudera, Inc. licenses this file to you under the Apache License,
 * Version 2.0 (the "License"). You may not use this file except in
 * compliance with the License. You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * This software is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR
 * CONDITIONS OF ANY KIND, either express or implied. See the License for
 * the specific language governing permissions and limitations under the
 * License.
 */

package com.cloudera.oryx.common.math;

import java.io.Serializable;

import com.google.common.base.Preconditions;
import org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic;

/**
 * <p>A weighted mean implementation for floating-point weights, following the Commons
 * Math3 framework.</p>
 *
 * <p>This class is not thread-safe.</p>
 */
public final class DoubleWeightedMean extends AbstractStorelessUnivariateStatistic implements Serializable {

    private long count;
    private double totalWeight;
    private double mean;

    public DoubleWeightedMean() {
        this(0, 0.0, Double.NaN);
    }

    private DoubleWeightedMean(long count, double totalWeight, double mean) {
        this.count = count;
        this.totalWeight = totalWeight;
        this.mean = mean;
    }

    @Override
    public DoubleWeightedMean copy() {
        return new DoubleWeightedMean(count, totalWeight, mean);
    }

    @Override
    public void clear() {
        count = 0;
        totalWeight = 0.0;
        mean = Double.NaN;
    }

    @Override
    public double getResult() {
        return mean;
    }

    @Override
    public long getN() {
        return count;
    }

    /**
     * @param datum new datum to add to the mean, with weight 1
     */
    @Override
    public void increment(double datum) {
        increment(datum, 1.0);
    }

    /**
     * @param datum new datum to add to the mean
     * @param weight weight of the new datum
     */
    public void increment(double datum, double weight) {
        Preconditions.checkArgument(weight >= 0.0);
        if (count == 0) {
            count = 1;
            mean = datum;
            totalWeight = weight;
        } else {
            count++;
            totalWeight += weight;
            mean += (weight / totalWeight) * (datum - mean);
        }
    }

    @Override
    public String toString() {
        return Double.toString(mean);
    }

    @Override
    public int hashCode() {
        return Long.hashCode(count) ^ Double.hashCode(totalWeight) ^ Double.hashCode(mean);
    }

    @Override
    public boolean equals(Object o) {
        if (!(o instanceof DoubleWeightedMean)) {
            return false;
        }
        DoubleWeightedMean other = (DoubleWeightedMean) o;
        return count == other.count && Double.compare(totalWeight, other.totalWeight) == 0
                && Double.compare(mean, other.mean) == 0;
    }

}