com.idylwood.Statistics.java Source code

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Here is the source code for com.idylwood.Statistics.java

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/*
 * ====================================================
 * Copyright (C) 2013 by Idylwood Technologies, LLC. All rights reserved.
 *
 * Developed at Idylwood Technologies, LLC.
 * Permission to use, copy, modify, and distribute this
 * software is freely granted, provided that this notice 
 * is preserved.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * The License should have been distributed to you with the source tree.
 * If not, it can be found 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.
 * 
 * Author: Charles Cooper
 * Date: 2013
 * ====================================================
 */
package com.idylwood;

import org.apache.commons.math3.stat.regression.*;
import org.apache.commons.math3.stat.correlation.*;

import com.idylwood.yahoo.YahooFinance;

import de.erichseifert.gral.data.Column;
import de.erichseifert.gral.data.DataSource;

import java.util.List;

// TODO get rid of this class
public class Statistics {
    private static double[][] data(List<YahooFinance.Pair> pairs) {
        double[][] data = new double[pairs.size() - 1][2];
        for (int i = 0; i < pairs.size() - 1; i++) {
            data[i][0] = Math.log(pairs.get(i + 1).first / pairs.get(i).first);
            data[i][1] = Math.log(pairs.get(i + 1).second / pairs.get(i).second);
        }
        return data;
    }

    public static SimpleRegression regress(List<YahooFinance.Pair> pairs) {
        SimpleRegression regress = new SimpleRegression();
        regress.addData(data(pairs));

        return regress;
    }

    public static double[][] covariance(List<YahooFinance.Pair> pairs) {
        Covariance cov = new Covariance(data(pairs));
        return cov.getCovarianceMatrix().getData();
    }

    public static double mean(DataSource data, int col) {
        Column column = data.getColumn(col);
        return column.getStatistics(de.erichseifert.gral.data.statistics.Statistics.MEAN);
    }

    public static double max(DataSource data, int col) {
        Column column = data.getColumn(col);
        return column.getStatistics(de.erichseifert.gral.data.statistics.Statistics.MAX);
    }

    public static double min(DataSource data, int col) {
        Column column = data.getColumn(col);
        return column.getStatistics(de.erichseifert.gral.data.statistics.Statistics.MIN);
    }

    public static double variance(DataSource data, int col) {
        Column column = data.getColumn(col);
        return column.getStatistics(de.erichseifert.gral.data.statistics.Statistics.VARIANCE);
    }

    public static double population_variance(DataSource data, int col) {
        Column column = data.getColumn(col);
        return column.getStatistics(de.erichseifert.gral.data.statistics.Statistics.POPULATION_VARIANCE);
    }
}