com.google.common.math.Stats.java Source code

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/*
 * Copyright (C) 2012 The Guava Authors
 *
 * Licensed 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
 *
 * Unless required by applicable law or agreed to in writing, software distributed under the License
 * 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.google.common.math;

import static com.google.common.base.Preconditions.checkArgument;
import static com.google.common.base.Preconditions.checkNotNull;
import static com.google.common.base.Preconditions.checkState;
import static com.google.common.math.DoubleUtils.ensureNonNegative;
import static com.google.common.math.StatsAccumulator.calculateNewMeanNonFinite;
import static com.google.common.primitives.Doubles.isFinite;
import static java.lang.Double.NaN;
import static java.lang.Double.doubleToLongBits;
import static java.lang.Double.isNaN;

import com.google.common.annotations.Beta;
import com.google.common.annotations.GwtIncompatible;
import com.google.common.base.MoreObjects;
import com.google.common.base.Objects;

import java.io.Serializable;
import java.nio.ByteBuffer;
import java.nio.ByteOrder;
import java.util.Iterator;

import javax.annotation.Nullable;

/**
 * A bundle of statistical summary values -- sum, count, mean/average, min and max, and several
 * forms of variance -- that were computed from a single set of zero or more floating-point values.
 *
 * <p>There are two ways to obtain a {@code Stats} instance:
 *
 * <ul>
 * <li>If all the values you want to summarize are already known, use the appropriate {@code
 *     Stats.of} factory method below. Primitive arrays, iterables and iterators of any kind of
 *     {@code Number}, and primitive varargs are supported.
 * <li>Or, to avoid storing up all the data first, create a {@link StatsAccumulator} instance, feed
 *     values to it as you get them, then call {@link StatsAccumulator#snapshot}.
 * </ul>
 *
 * <p>Static convenience methods called {@code meanOf} are also provided for users who wish to
 * calculate <i>only</i> the mean.
 *
 * <p><b>Java 8 users:</b> If you are not using any of the variance statistics, you may wish to use
 * built-in JDK libraries instead of this class.
 *
 * @author Pete Gillin
 * @author Kevin Bourrillion
 * @since 20.0
 */
@Beta
@GwtIncompatible
public final class Stats implements Serializable {

    private final long count;
    private final double mean;
    private final double sumOfSquaresOfDeltas;
    private final double min;
    private final double max;

    /**
     * Internal constructor. Users should use {@link #of} or {@link StatsAccumulator#snapshot}.
     *
     * <p>To ensure that the created instance obeys its contract, the parameters should satisfy the
     * following constraints. This is the callers responsibility and is not enforced here.
     * <ul>
     * <li>If {@code count} is 0, {@code mean} may have any finite value (its only usage will be to
     * get multiplied by 0 to calculate the sum), and the other parameters may have any values (they
     * will not be used).
     * <li>If {@code count} is 1, {@code sumOfSquaresOfDeltas} must be exactly 0.0 or
     * {@link Double#NaN}.
     * </ul>
     */
    Stats(long count, double mean, double sumOfSquaresOfDeltas, double min, double max) {
        this.count = count;
        this.mean = mean;
        this.sumOfSquaresOfDeltas = sumOfSquaresOfDeltas;
        this.min = min;
        this.max = max;
    }

    /**
     * Returns statistics over a dataset containing the given values.
     *
     * @param values a series of values, which will be converted to {@code double} values (this may
     *     cause loss of precision)
     */
    public static Stats of(Iterable<? extends Number> values) {
        StatsAccumulator accumulator = new StatsAccumulator();
        accumulator.addAll(values);
        return accumulator.snapshot();
    }

    /**
     * Returns statistics over a dataset containing the given values.
     *
     * @param values a series of values, which will be converted to {@code double} values (this may
     *     cause loss of precision)
     */
    public static Stats of(Iterator<? extends Number> values) {
        StatsAccumulator accumulator = new StatsAccumulator();
        accumulator.addAll(values);
        return accumulator.snapshot();
    }

    /**
     * Returns statistics over a dataset containing the given values.
     *
     * @param values a series of values
     */
    public static Stats of(double... values) {
        StatsAccumulator acummulator = new StatsAccumulator();
        acummulator.addAll(values);
        return acummulator.snapshot();
    }

    /**
     * Returns statistics over a dataset containing the given values.
     *
     * @param values a series of values
     */
    public static Stats of(int... values) {
        StatsAccumulator acummulator = new StatsAccumulator();
        acummulator.addAll(values);
        return acummulator.snapshot();
    }

    /**
     * Returns statistics over a dataset containing the given values.
     *
     * @param values a series of values, which will be converted to {@code double} values (this may
     *     cause loss of precision for longs of magnitude over 2^53 (slightly over 9e15))
     */
    public static Stats of(long... values) {
        StatsAccumulator acummulator = new StatsAccumulator();
        acummulator.addAll(values);
        return acummulator.snapshot();
    }

    /**
     * Returns the number of values.
     */
    public long count() {
        return count;
    }

    /**
     * Returns the <a href="http://en.wikipedia.org/wiki/Arithmetic_mean">arithmetic mean</a> of the
     * values. The count must be non-zero.
     *
     * <p>If these values are a sample drawn from a population, this is also an unbiased estimator of
     * the arithmetic mean of the population.
     *
     * <h3>Non-finite values</h3>
     *
     * <p>If the dataset contains {@link Double#NaN} then the result is {@link Double#NaN}. If it
     * contains both {@link Double#POSITIVE_INFINITY} and {@link Double#NEGATIVE_INFINITY} then the
     * result is {@link Double#NaN}. If it contains {@link Double#POSITIVE_INFINITY} and finite values
     * only or {@link Double#POSITIVE_INFINITY} only, the result is {@link Double#POSITIVE_INFINITY}.
     * If it contains {@link Double#NEGATIVE_INFINITY} and finite values only or
     * {@link Double#NEGATIVE_INFINITY} only, the result is {@link Double#NEGATIVE_INFINITY}.
     *
     * <p>If you only want to calculate the mean, use {#meanOf} instead of creating a {@link Stats}
     * instance.
     *
     * @throws IllegalStateException if the dataset is empty
     */
    public double mean() {
        checkState(count != 0);
        return mean;
    }

    /**
     * Returns the sum of the values.
     *
     * <h3>Non-finite values</h3>
     *
     * <p>If the dataset contains {@link Double#NaN} then the result is {@link Double#NaN}. If it
     * contains both {@link Double#POSITIVE_INFINITY} and {@link Double#NEGATIVE_INFINITY} then the
     * result is {@link Double#NaN}. If it contains {@link Double#POSITIVE_INFINITY} and finite values
     * only or {@link Double#POSITIVE_INFINITY} only, the result is {@link Double#POSITIVE_INFINITY}.
     * If it contains {@link Double#NEGATIVE_INFINITY} and finite values only or
     * {@link Double#NEGATIVE_INFINITY} only, the result is {@link Double#NEGATIVE_INFINITY}.
     */
    public double sum() {
        return mean * count;
    }

    /**
     * Returns the <a href="http://en.wikipedia.org/wiki/Variance#Population_variance">population
     * variance</a> of the values. The count must be non-zero.
     *
     * <p>This is guaranteed to return zero if the the dataset contains only exactly one finite value.
     * It is not guaranteed to return zero when the dataset consists of the same value multiple times,
     * due to numerical errors. However, it is guaranteed never to return a negative result.
     *
     * <h3>Non-finite values</h3>
     *
     * <p>If the dataset contains any non-finite values ({@link Double#POSITIVE_INFINITY},
     * {@link Double#NEGATIVE_INFINITY}, or {@link Double#NaN}) then the result is {@link Double#NaN}.
     *
     * @throws IllegalStateException if the dataset is empty
     */
    public double populationVariance() {
        checkState(count > 0);
        if (isNaN(sumOfSquaresOfDeltas)) {
            return NaN;
        }
        if (count == 1) {
            return 0.0;
        }
        return ensureNonNegative(sumOfSquaresOfDeltas) / count();
    }

    /**
     * Returns the
     * <a href="http://en.wikipedia.org/wiki/Standard_deviation#Definition_of_population_values">
     * population standard deviation</a> of the values. The count must be non-zero.
     *
     * <p>This is guaranteed to return zero if the the dataset contains only exactly one finite value.
     * It is not guaranteed to return zero when the dataset consists of the same value multiple times,
     * due to numerical errors. However, it is guaranteed never to return a negative result.
     *
     * <h3>Non-finite values</h3>
     *
     * <p>If the dataset contains any non-finite values ({@link Double#POSITIVE_INFINITY},
     * {@link Double#NEGATIVE_INFINITY}, or {@link Double#NaN}) then the result is {@link Double#NaN}.
     *
     * @throws IllegalStateException if the dataset is empty
     */
    public double populationStandardDeviation() {
        return Math.sqrt(populationVariance());
    }

    /**
     * Returns the <a href="http://en.wikipedia.org/wiki/Variance#Sample_variance">unbaised sample
     * variance</a> of the values. If this dataset is a sample drawn from a population, this is an
     * unbiased estimator of the population variance of the population. The count must be greater than
     * one.
     *
     * <p>This is not guaranteed to return zero when the dataset consists of the same value multiple
     * times, due to numerical errors. However, it is guaranteed never to return a negative result.
     *
     * <h3>Non-finite values</h3>
     *
     * <p>If the dataset contains any non-finite values ({@link Double#POSITIVE_INFINITY},
     * {@link Double#NEGATIVE_INFINITY}, or {@link Double#NaN}) then the result is {@link Double#NaN}.
     *
     * @throws IllegalStateException if the dataset is empty or contains a single value
     */
    public double sampleVariance() {
        checkState(count > 1);
        if (isNaN(sumOfSquaresOfDeltas)) {
            return NaN;
        }
        return ensureNonNegative(sumOfSquaresOfDeltas) / (count - 1);
    }

    /**
     * Returns the
     * <a href="http://en.wikipedia.org/wiki/Standard_deviation#Corrected_sample_standard_deviation">
     * corrected sample standard deviation</a> of the values. If this dataset is a sample drawn from a
     * population, this is an estimator of the population standard deviation of the population which
     * is less biased than {@link #populationStandardDeviation()} (the unbiased estimator depends on
     * the distribution). The count must be greater than one.
     *
     * <p>This is not guaranteed to return zero when the dataset consists of the same value multiple
     * times, due to numerical errors. However, it is guaranteed never to return a negative result.
     *
     * <h3>Non-finite values</h3>
     *
     * <p>If the dataset contains any non-finite values ({@link Double#POSITIVE_INFINITY},
     * {@link Double#NEGATIVE_INFINITY}, or {@link Double#NaN}) then the result is {@link Double#NaN}.
     *
     * @throws IllegalStateException if the dataset is empty or contains a single value
     */
    public double sampleStandardDeviation() {
        return Math.sqrt(sampleVariance());
    }

    /**
     * Returns the lowest value in the dataset. The count must be non-zero.
     *
     * <h3>Non-finite values</h3>
     *
     * <p>If the dataset contains {@link Double#NaN} then the result is {@link Double#NaN}. If it
     * contains {@link Double#NEGATIVE_INFINITY} and not {@link Double#NaN} then the result is
     * {@link Double#NEGATIVE_INFINITY}. If it contains {@link Double#POSITIVE_INFINITY} and finite
     * values only then the result is the lowest finite value. If it contains
     * {@link Double#POSITIVE_INFINITY} only then the result is {@link Double#POSITIVE_INFINITY}.
     *
     * @throws IllegalStateException if the dataset is empty
     */
    public double min() {
        checkState(count != 0);
        return min;
    }

    /**
     * Returns the highest value in the dataset. The count must be non-zero.
     *
     * <h3>Non-finite values</h3>
     *
     * <p>If the dataset contains {@link Double#NaN} then the result is {@link Double#NaN}. If it
     * contains {@link Double#POSITIVE_INFINITY} and not {@link Double#NaN} then the result is
     * {@link Double#POSITIVE_INFINITY}. If it contains {@link Double#NEGATIVE_INFINITY} and finite
     * values only then the result is the highest finite value. If it contains
     * {@link Double#NEGATIVE_INFINITY} only then the result is {@link Double#NEGATIVE_INFINITY}.
     *
     * @throws IllegalStateException if the dataset is empty
     */
    public double max() {
        checkState(count != 0);
        return max;
    }

    /**
     * {@inheritDoc}
     *
     * <p><b>Note:</b> This tests exact equality of the calculated statistics, including the floating
     * point values. It is definitely true for instances constructed from exactly the same values in
     * the same order. It is also true for an instance round-tripped through java serialization.
     * However, floating point rounding errors mean that it may be false for some instances where the
     * statistics are mathematically equal, including the same values in a different order.
     */
    @Override
    public boolean equals(@Nullable Object obj) {
        if (obj == null) {
            return false;
        }
        if (getClass() != obj.getClass()) {
            return false;
        }
        Stats other = (Stats) obj;
        return (count == other.count) && (doubleToLongBits(mean) == doubleToLongBits(other.mean))
                && (doubleToLongBits(sumOfSquaresOfDeltas) == doubleToLongBits(other.sumOfSquaresOfDeltas))
                && (doubleToLongBits(min) == doubleToLongBits(other.min))
                && (doubleToLongBits(max) == doubleToLongBits(other.max));
    }

    /**
     * {@inheritDoc}
     *
     * <p><b>Note:</b> This hash code is consistent with exact equality of the calculated statistics,
     * including the floating point values. See the note on {@link #equals} for details.
     */
    @Override
    public int hashCode() {
        return Objects.hashCode(count, mean, sumOfSquaresOfDeltas, min, max);
    }

    @Override
    public String toString() {
        if (count() > 0) {
            return MoreObjects.toStringHelper(this).add("count", count).add("mean", mean)
                    .add("populationStandardDeviation", populationStandardDeviation()).add("min", min)
                    .add("max", max).toString();
        } else {
            return MoreObjects.toStringHelper(this).add("count", count).toString();
        }
    }

    double sumOfSquaresOfDeltas() {
        return sumOfSquaresOfDeltas;
    }

    /**
     * Returns the <a href="http://en.wikipedia.org/wiki/Arithmetic_mean">arithmetic mean</a> of the
     * values. The count must be non-zero.
     *
     * <p>The definition of the mean is the same as {@link Stats#mean}.
     *
     * @param values a series of values, which will be converted to {@code double} values (this may
     *     cause loss of precision)
     * @throws IllegalArgumentException if the dataset is empty
     */
    public static double meanOf(Iterable<? extends Number> values) {
        return meanOf(values.iterator());
    }

    /**
     * Returns the <a href="http://en.wikipedia.org/wiki/Arithmetic_mean">arithmetic mean</a> of the
     * values. The count must be non-zero.
     *
     * <p>The definition of the mean is the same as {@link Stats#mean}.
     *
     * @param values a series of values, which will be converted to {@code double} values (this may
     *     cause loss of precision)
     * @throws IllegalArgumentException if the dataset is empty
     */
    public static double meanOf(Iterator<? extends Number> values) {
        checkArgument(values.hasNext());
        long count = 1;
        double mean = values.next().doubleValue();
        while (values.hasNext()) {
            double value = values.next().doubleValue();
            count++;
            if (isFinite(value) && isFinite(mean)) {
                // Art of Computer Programming vol. 2, Knuth, 4.2.2, (15)
                mean += (value - mean) / count;
            } else {
                mean = calculateNewMeanNonFinite(mean, value);
            }
        }
        return mean;
    }

    /**
     * Returns the <a href="http://en.wikipedia.org/wiki/Arithmetic_mean">arithmetic mean</a> of the
     * values. The count must be non-zero.
     *
     * <p>The definition of the mean is the same as {@link Stats#mean}.
     *
     * @param values a series of values
     * @throws IllegalArgumentException if the dataset is empty
     */
    public static double meanOf(double... values) {
        checkArgument(values.length > 0);
        double mean = values[0];
        for (int index = 1; index < values.length; index++) {
            double value = values[index];
            if (isFinite(value) && isFinite(mean)) {
                // Art of Computer Programming vol. 2, Knuth, 4.2.2, (15)
                mean += (value - mean) / (index + 1);
            } else {
                mean = calculateNewMeanNonFinite(mean, value);
            }
        }
        return mean;
    }

    /**
     * Returns the <a href="http://en.wikipedia.org/wiki/Arithmetic_mean">arithmetic mean</a> of the
     * values. The count must be non-zero.
     *
     * <p>The definition of the mean is the same as {@link Stats#mean}.
     *
     * @param values a series of values
     * @throws IllegalArgumentException if the dataset is empty
     */
    public static double meanOf(int... values) {
        checkArgument(values.length > 0);
        double mean = values[0];
        for (int index = 1; index < values.length; index++) {
            double value = values[index];
            if (isFinite(value) && isFinite(mean)) {
                // Art of Computer Programming vol. 2, Knuth, 4.2.2, (15)
                mean += (value - mean) / (index + 1);
            } else {
                mean = calculateNewMeanNonFinite(mean, value);
            }
        }
        return mean;
    }

    /**
     * Returns the <a href="http://en.wikipedia.org/wiki/Arithmetic_mean">arithmetic mean</a> of the
     * values. The count must be non-zero.
     *
     * <p>The definition of the mean is the same as {@link Stats#mean}.
     *
     * @param values a series of values, which will be converted to {@code double} values (this may
     *     cause loss of precision for longs of magnitude over 2^53 (slightly over 9e15))
     * @throws IllegalArgumentException if the dataset is empty
     */
    public static double meanOf(long... values) {
        checkArgument(values.length > 0);
        double mean = values[0];
        for (int index = 1; index < values.length; index++) {
            double value = values[index];
            if (isFinite(value) && isFinite(mean)) {
                // Art of Computer Programming vol. 2, Knuth, 4.2.2, (15)
                mean += (value - mean) / (index + 1);
            } else {
                mean = calculateNewMeanNonFinite(mean, value);
            }
        }
        return mean;
    }

    // Serialization helpers

    /**
     * The size of byte array representaion in bytes.
     */
    static final int BYTES = (Long.SIZE + Double.SIZE * 4) / Byte.SIZE;

    /**
     * Gets a byte array representation of this instance.
     *
     * <p><b>Note:</b> No guarantees are made regarding stability of the representation between
     * versions.
     */
    public byte[] toByteArray() {
        ByteBuffer buff = ByteBuffer.allocate(BYTES).order(ByteOrder.LITTLE_ENDIAN);
        writeTo(buff);
        return buff.array();
    }

    /**
     * Writes to the given {@link ByteBuffer} a byte representation of this instance.
     *
     * <p><b>Note:</b> No guarantees are made regarding stability of the representation between
     * versions.
     *
     * @param buffer A {@link ByteBuffer} with at least BYTES {@link ByteBuffer#remaining}, ordered as
     *     {@link ByteOrder#LITTLE_ENDIAN}, to which a BYTES-long byte representation of this instance
     *     is written. In the process increases the position of {@link ByteBuffer} by BYTES.
     */
    void writeTo(ByteBuffer buffer) {
        checkNotNull(buffer);
        checkArgument(buffer.remaining() >= BYTES, "Expected at least Stats.BYTES = %s remaining , got %s", BYTES,
                buffer.remaining());
        buffer.putLong(count).putDouble(mean).putDouble(sumOfSquaresOfDeltas).putDouble(min).putDouble(max);
    }

    /**
     * Creates a Stats instance from the given byte representation which was obtained by
     * {@link #toByteArray}.
     *
     * <p><b>Note:</b> No guarantees are made regarding stability of the representation between
     * versions.
     */
    public static Stats fromByteArray(byte[] byteArray) {
        checkNotNull(byteArray);
        checkArgument(byteArray.length == BYTES, "Expected Stats.BYTES = %s remaining , got %s", BYTES,
                byteArray.length);
        return readFrom(ByteBuffer.wrap(byteArray).order(ByteOrder.LITTLE_ENDIAN));
    }

    /**
     * Creates a Stats instance from the byte representation read from the given {@link ByteBuffer}.
     *
     * <p><b>Note:</b> No guarantees are made regarding stability of the representation between
     * versions.
     *
     * @param buffer A {@link ByteBuffer} with at least BYTES {@link ByteBuffer#remaining}, ordered as
     *     {@link ByteOrder#LITTLE_ENDIAN}, from which a BYTES-long byte representation of this
     *     instance is read. In the process increases the position of {@link ByteBuffer} by BYTES.
     */
    static Stats readFrom(ByteBuffer buffer) {
        checkNotNull(buffer);
        checkArgument(buffer.remaining() >= BYTES, "Expected at least Stats.BYTES = %s remaining , got %s", BYTES,
                buffer.remaining());
        return new Stats(buffer.getLong(), buffer.getDouble(), buffer.getDouble(), buffer.getDouble(),
                buffer.getDouble());
    }

    private static final long serialVersionUID = 0;
}