/* * RapidMiner * * Copyright (C) 2001-2008 by Rapid-I and the contributors * * Complete list of developers available at our web site: * * http://rapid-i.com * * This program is free software: you can redistribute it and/or modify * it under the terms of the GNU Affero General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU Affero General Public License for more details. * * You should have received a copy of the GNU Affero General Public License * along with this program. If not, see http://www.gnu.org/licenses/. */ package com.rapidminer.tools.math.function; import com.rapidminer.example.Attribute; /** * Calculates the variance. * * @author Tobias Malbrecht, Ingo Mierswa * @version $Id: VarianceFunction.java,v 1.2 2008/08/20 11:09:50 tobiasmalbrecht Exp $ * */ public class VarianceFunction extends AbstractAggregationFunction { private double valueSum; private double squaredValueSum; private double totalWeightSum; public VarianceFunction() { this(DEFAULT_IGNORE_MISSINGS); } public VarianceFunction(Boolean ignoreMissings) { super(ignoreMissings); } public String getName() { return "variance"; } protected void reset() { foundMissing = false; valueSum = 0.0d; squaredValueSum = 0.0d; totalWeightSum = 0.0d; } public void update(double value, double weight) { if (Double.isNaN(value)) { foundMissing = true; return; } valueSum += weight * value; squaredValueSum += weight * value * value; totalWeightSum += weight; } public void update(double value) { if (Double.isNaN(value)) { foundMissing = true; return; } valueSum += value; squaredValueSum += value * value; totalWeightSum++; } public double getValue() { if (foundMissing && !ignoreMissings) { return Double.NaN; } if (totalWeightSum <= 1.0d) { return 0.0d; } else { return (squaredValueSum - valueSum * valueSum / totalWeightSum) / (totalWeightSum - 1); } } public boolean supportsAttribute(Attribute attribute) { return attribute.isNumerical(); } }