/** * Copyright (C) 2001-2017 by RapidMiner and the contributors * * Complete list of developers available at our web site: * * http://rapidminer.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.aggregation; import com.rapidminer.example.Attribute; /** * Calculates the variance. * * @author Tobias Malbrecht, Ingo Mierswa */ public class VarianceFunction extends AbstractAggregationFunction { private double valueSum; private double squaredValueSum; private double totalWeightSum; private double count; public VarianceFunction() { this(DEFAULT_IGNORE_MISSINGS); } public VarianceFunction(Boolean ignoreMissings) { super(ignoreMissings); } @Override public String getName() { return "variance"; } @Override protected void reset() { foundMissing = false; valueSum = 0d; squaredValueSum = 0d; totalWeightSum = 0d; count = 0d; } @Override public void update(double value, double weight) { if (Double.isNaN(value)) { foundMissing = true; return; } valueSum += weight * value; squaredValueSum += weight * value * value; totalWeightSum += weight; count++; } @Override public void update(double value) { if (Double.isNaN(value)) { foundMissing = true; return; } valueSum += value; squaredValueSum += value * value; totalWeightSum++; count++; } @Override public double getValue() { if (foundMissing && !ignoreMissings) { return Double.NaN; } if (count <= 1 || totalWeightSum <= 0) { return 0; } return (squaredValueSum - valueSum * valueSum / totalWeightSum) / ((count - 1) / count * totalWeightSum); } @Override public boolean supportsAttribute(Attribute attribute) { return attribute.isNumerical(); } }