/* * RapidMiner * * Copyright (C) 2001-2011 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.distribution; import com.rapidminer.tools.Tools; /** * This class represents a gaussian normal distribution. * * @author Tobias Malbrecht, Sebastian Land */ public class EmpiricalNormalDistribution extends NormalDistribution implements EmpiricalDistribution, Comparable<EmpiricalNormalDistribution> { private static final long serialVersionUID = -1819042904676198636L; protected boolean recentlyUpdated; protected double sum; protected double squaredSum; protected double totalWeightSum; public EmpiricalNormalDistribution() { super(Double.NaN, Double.MIN_VALUE); sum = 0; squaredSum = 0; totalWeightSum = 0; recentlyUpdated = true; updateDistributionProperties(); } public void update(double value, double weight) { sum += weight * value; squaredSum += weight * value * value; totalWeightSum += weight; recentlyUpdated = true; } public void update(double value) { sum += value; squaredSum += value * value; totalWeightSum += 1.0d; recentlyUpdated = true; } public void update(EmpiricalNormalDistribution distribution) { this.sum += distribution.sum; this.squaredSum += distribution.squaredSum; this.totalWeightSum += distribution.totalWeightSum; recentlyUpdated = true; } @Override public String getAttributeName() { return null; } protected void updateDistributionProperties() { if (recentlyUpdated) { mean = sum / totalWeightSum; standardDeviation = totalWeightSum > 1 ? Math.sqrt((squaredSum - sum * sum / totalWeightSum) / (totalWeightSum - 1)) : Double.MIN_VALUE; recentlyUpdated = false; } } @Override public double getProbability(double value) { updateDistributionProperties(); return getProbability(mean, standardDeviation, value); } @Override public double getMean() { updateDistributionProperties(); return mean; } @Override public double getStandardDeviation() { updateDistributionProperties(); return standardDeviation; } @Override public double getVariance() { updateDistributionProperties(); return standardDeviation * standardDeviation; } @Override public double getLowerBound() { updateDistributionProperties(); return getLowerBound(mean, standardDeviation); } @Override public double getUpperBound() { updateDistributionProperties(); return getUpperBound(mean, standardDeviation); } public double getTotalWeight() { return totalWeightSum; } @Override public String toString() { updateDistributionProperties(); return ("Normal distribution --> mean: " + Tools.formatNumber(mean) + ", standard deviation: " + Tools.formatNumber(standardDeviation)); } @Override public int getNumberOfParameters() { return 2; } @Override public String getParameterName(int index) { if (index == 0) return "mean"; return "standard deviation"; } @Override public double getParameterValue(int index) { updateDistributionProperties(); if (index == 0) return mean; return standardDeviation; } public int compareTo(EmpiricalNormalDistribution otherDistribution) { return Double.compare(getMean(), otherDistribution.getMean()); } }