com.cloudera.science.ml.parallel.covariance.CoMoment.java Source code

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Here is the source code for com.cloudera.science.ml.parallel.covariance.CoMoment.java

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/**
 * Copyright (c) 2013, 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.science.ml.parallel.covariance;

import org.apache.commons.lang.builder.HashCodeBuilder;

public class CoMoment {
    private double mx;
    private double my;
    private long n;
    private double C;

    public CoMoment() {
        this(0.0, 0.0, 0L, 0.0);
    }

    public CoMoment(double mx, double my, long n, double C) {
        this.mx = mx;
        this.my = my;
        this.n = n;
        this.C = C;
    }

    public long getN() {
        return n;
    }

    public double getCovariance() {
        return C / n;
    }

    public double getMeanX() {
        return mx;
    }

    public double getMeanY() {
        return my;
    }

    public void update(double x, double y) {
        n++;
        mx += (x - mx) / n;
        C += (x - mx) * (y - my); // yep, this is right.
        my += (y - my) / n;
    }

    public CoMoment merge(CoMoment cm) {
        long n = this.n + cm.n;
        double C = this.C + cm.C + (this.mx - cm.mx) * (this.my - cm.my) * this.n * cm.n / n;
        double mx = (this.n * this.mx + cm.n * cm.mx) / n;
        double my = (this.n * this.my + cm.n * cm.my) / n;
        return new CoMoment(mx, my, n, C);
    }

    @Override
    public int hashCode() {
        return new HashCodeBuilder().append(n).append(C).append(my).append(mx).toHashCode();
    }

    @Override
    public boolean equals(Object other) {
        if (!(other instanceof CoMoment)) {
            return false;
        }
        CoMoment cm = (CoMoment) other;
        return n == cm.n && approx(C, cm.C) && approx(mx, cm.mx) && approx(my, cm.my);
    }

    private static boolean approx(double a, double b) {
        return Math.abs(a - b) < 1e-6;
    }

    @Override
    public String toString() {
        return new StringBuilder().append('(').append(n).append(',').append(C / n).append(')').toString();
    }
}