/** * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You 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 org.apache.mahout.cf.taste.impl.common; /** * <p> * Extends {@link FullRunningAverage} to add a running standard deviation computation. * Uses Welford's method, as described at http://www.johndcook.com/standard_deviation.html * </p> */ public final class FullRunningAverageAndStdDev extends FullRunningAverage implements RunningAverageAndStdDev { private double stdDev; private double mk; private double sk; public FullRunningAverageAndStdDev() { mk = 0.0; sk = 0.0; recomputeStdDev(); } public FullRunningAverageAndStdDev(int count, double average, double mk, double sk) { super(count, average); this.mk = mk; this.sk = sk; recomputeStdDev(); } public double getMk() { return mk; } public double getSk() { return sk; } @Override public synchronized double getStandardDeviation() { return stdDev; } @Override public synchronized void addDatum(double datum) { super.addDatum(datum); int count = getCount(); if (count == 1) { mk = datum; sk = 0.0; } else { double oldmk = mk; double diff = datum - oldmk; mk += diff / count; sk += diff * (datum - mk); } recomputeStdDev(); } @Override public synchronized void removeDatum(double datum) { int oldCount = getCount(); super.removeDatum(datum); double oldmk = mk; mk = (oldCount * oldmk - datum) / (oldCount - 1); sk -= (datum - mk) * (datum - oldmk); recomputeStdDev(); } /** * @throws UnsupportedOperationException */ @Override public void changeDatum(double delta) { throw new UnsupportedOperationException(); } private synchronized void recomputeStdDev() { int count = getCount(); stdDev = count > 1 ? Math.sqrt(sk / (count - 1)) : Double.NaN; } @Override public RunningAverageAndStdDev inverse() { return new InvertedRunningAverageAndStdDev(this); } @Override public synchronized String toString() { return String.valueOf(String.valueOf(getAverage()) + ',' + stdDev); } }