Java Variance variance(double[] values, boolean isUnbiased)

Description

variance

License

Apache License

Parameter

Parameter	Description
values	source of data for calculation
unbiased	is an unbiased variance result desired

Return

the biased or unbiased variance

Declaration

public static double variance(double[] values, boolean isUnbiased) 

Method Source Code

//package com.java2s;
/*//from  w  w w .  j a  va 2s.  c  o m
 *    Copyright 2016 Roche NimbleGen Inc.
 *
 *  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.
 */

public class Main {
    /**
     * @param values
     *            source of data for calculation
     * @param unbiased
     *            is an unbiased variance result desired
     * @return the biased or unbiased variance
     */
    public static double variance(double[] values, boolean isUnbiased) {
        double variance = Double.NaN;

        double mean = arithmeticMean(values);
        int size = values.length;

        if (size > 0) {
            double sum = 0.0;
            for (int i = 0; i < size; i++) {
                sum += Math.pow((values[i] - mean), 2.0);
            }

            if (isUnbiased) {
                variance = sum / (size - 1);
            } else {
                variance = sum / size;
            }
        }

        return variance;
    }

    /**
     * @param values
     *            source of data for variance calculation
     * @return the unbiased variance of the values within the array
     */
    public static double variance(double[] values) {
        return variance(values, true);
    }

    /**
     * calculate the arithmetic mean
     * 
     * The arithmetic mean is the sum of all values in the array divided by the total number of values in the array.
     * 
     * @param values
     *            source of data for mean calculation
     * @return arithmetic mean
     */
    public static double arithmeticMean(double[] values) {
        double arithmeticMean;

        int size = values.length;

        double sum = summation(values);

        arithmeticMean = sum / size;

        return arithmeticMean;
    }

    /**
     * @param values
     *            source of data for summation calculation
     * @return the sum of all values within the array
     */
    public static double summation(double[] values) {
        double sum = 0.0;
        int size = values.length;

        for (int i = 0; i < size; i++) {
            sum += values[i];
        }

        return sum;
    }
}

Related

1. Variance(double[] in, double mean)
2. variance(double[] population)
3. variance(double[] v)
4. variance(double[] vals)
5. variance(double[] values)
6. variance(double[] vector)
7. variance(double[] vector)
8. variance(double[] vector)
9. variance(final double[] values)