/**
* 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;
/**
* This subclass also provides for a weighted estimate of the sample standard deviation.
* See <a href="http://en.wikipedia.org/wiki/Mean_square_weighted_deviation">estimate formulae here</a>.
*/
public final class WeightedRunningAverageAndStdDev extends WeightedRunningAverage implements RunningAverageAndStdDev {
private double totalSquaredWeight;
private double totalWeightedData;
private double totalWeightedSquaredData;
public WeightedRunningAverageAndStdDev() {
totalSquaredWeight = 0.0;
totalWeightedData = 0.0;
totalWeightedSquaredData = 0.0;
}
@Override
public synchronized void addDatum(double datum, double weight) {
super.addDatum(datum, weight);
totalSquaredWeight += weight * weight;
double weightedData = datum * weight;
totalWeightedData += weightedData;
totalWeightedSquaredData += weightedData * datum;
}
@Override
public synchronized void removeDatum(double datum, double weight) {
super.removeDatum(datum, weight);
totalSquaredWeight -= weight * weight;
if (totalSquaredWeight <= 0.0) {
totalSquaredWeight = 0.0;
}
double weightedData = datum * weight;
totalWeightedData -= weightedData;
if (totalWeightedData <= 0.0) {
totalWeightedData = 0.0;
}
totalWeightedSquaredData -= weightedData * datum;
if (totalWeightedSquaredData <= 0.0) {
totalWeightedSquaredData = 0.0;
}
}
/**
* @throws UnsupportedOperationException
*/
@Override
public synchronized void changeDatum(double delta, double weight) {
throw new UnsupportedOperationException();
}
@Override
public synchronized double getStandardDeviation() {
double totalWeight = getTotalWeight();
return Math.sqrt((totalWeightedSquaredData * totalWeight - totalWeightedData * totalWeightedData)
/ (totalWeight * totalWeight - totalSquaredWeight));
}
@Override
public RunningAverageAndStdDev inverse() {
return new InvertedRunningAverageAndStdDev(this);
}
@Override
public synchronized String toString() {
return String.valueOf(String.valueOf(getAverage()) + ',' + getStandardDeviation());
}
}