/*
***************************************************************************************
* Copyright (C) 2006 EsperTech, Inc. All rights reserved. *
* http://www.espertech.com/esper *
* http://www.espertech.com *
* ---------------------------------------------------------------------------------- *
* The software in this package is published under the terms of the GPL license *
* a copy of which has been included with this distribution in the license.txt file. *
***************************************************************************************
*/
package com.espertech.esper.epl.agg.aggregator;
/**
* Standard deviation always generates double-typed numbers.
*/
public class AggregatorStddev implements AggregationMethod {
protected double mean;
protected double qn;
protected long numDataPoints;
public void clear() {
mean = 0;
numDataPoints = 0;
qn = 0;
}
public void enter(Object object) {
if (object == null) {
return;
}
double p = ((Number) object).doubleValue();
// compute running variance per Knuth's method
if (numDataPoints == 0) {
mean = p;
qn = 0;
numDataPoints = 1;
} else {
numDataPoints++;
double oldmean = mean;
mean += (p - mean) / numDataPoints;
qn += (p - oldmean) * (p - mean);
}
}
public void leave(Object object) {
if (object == null) {
return;
}
double p = ((Number) object).doubleValue();
// compute running variance per Knuth's method
if (numDataPoints <= 1) {
clear();
} else {
numDataPoints--;
double oldmean = mean;
mean -= (p - mean) / numDataPoints;
qn -= (p - oldmean) * (p - mean);
}
}
public Object getValue() {
if (numDataPoints < 2) {
return null;
}
return Math.sqrt(qn / (numDataPoints - 1));
}
}