/**
* 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();
}
}