Class Percentile

  • All Implemented Interfaces:
    java.io.Serializable, UnivariateStatistic
    Direct Known Subclasses:
    Median

    public class Percentile
    extends AbstractUnivariateStatistic
    implements java.io.Serializable
    Provides percentile computation.

    There are several commonly used methods for estimating percentiles (a.k.a. quantiles) based on sample data. For large samples, the different methods agree closely, but when sample sizes are small, different methods will give significantly different results. The algorithm implemented here works as follows:

    1. Let n be the length of the (sorted) array and 0 < p <= 100 be the desired percentile.
    2. If n = 1 return the unique array element (regardless of the value of p); otherwise
    3. Compute the estimated percentile position pos = p * (n + 1) / 100 and the difference, d between pos and floor(pos) (i.e. the fractional part of pos). If pos >= n return the largest element in the array; otherwise
    4. Let lower be the element in position floor(pos) in the array and let upper be the next element in the array. Return lower + d * (upper - lower)

    To compute percentiles, the data must be at least partially ordered. Input arrays are copied and recursively partitioned using an ordering definition. The ordering used by Arrays.sort(double[]) is the one determined by Double.compareTo(Double). This ordering makes Double.NaN larger than any other value (including Double.POSITIVE_INFINITY). Therefore, for example, the median (50th percentile) of {0, 1, 2, 3, 4, Double.NaN} evaluates to 2.5.

    Since percentile estimation usually involves interpolation between array elements, arrays containing NaN or infinite values will often result in NaN or infinite values returned.

    Since 2.2, Percentile implementation uses only selection instead of complete sorting and caches selection algorithm state between calls to the various evaluate methods when several percentiles are to be computed on the same data. This greatly improves efficiency, both for single percentile and multiple percentiles computations. However, it also induces a need to be sure the data at one call to evaluate is the same as the data with the cached algorithm state from the previous calls. Percentile does this by checking the array reference itself and a checksum of its content by default. If the user already knows he calls evaluate on an immutable array, he can save the checking time by calling the evaluate methods that do not

    Note that this implementation is not synchronized. If multiple threads access an instance of this class concurrently, and at least one of the threads invokes the increment() or clear() method, it must be synchronized externally.

    Version:
    $Revision: 1006299 $ $Date: 2010-10-10 16:47:17 +0200 (dim. 10 oct. 2010) $
    See Also:
    Serialized Form
    • Constructor Summary

      Constructors 
      Constructor Description
      Percentile()
      Constructs a Percentile with a default quantile value of 50.0.
      Percentile​(double p)
      Constructs a Percentile with the specific quantile value.
      Percentile​(Percentile original)
      Copy constructor, creates a new Percentile identical to the original
    • Method Summary

      All Methods Static Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      Percentile copy()
      Returns a copy of the statistic with the same internal state.
      static void copy​(Percentile source, Percentile dest)
      Copies source to dest.
      double evaluate​(double p)
      Returns the result of evaluating the statistic over the stored data.
      double evaluate​(double[] values, double p)
      Returns an estimate of the pth percentile of the values in the values array.
      double evaluate​(double[] values, int start, int length)
      Returns an estimate of the quantileth percentile of the designated values in the values array.
      double evaluate​(double[] values, int begin, int length, double p)
      Returns an estimate of the pth percentile of the values in the values array, starting with the element in (0-based) position begin in the array and including length values.
      double getQuantile()
      Returns the value of the quantile field (determines what percentile is computed when evaluate() is called with no quantile argument).
      void setData​(double[] values)
      Set the data array.
      void setData​(double[] values, int begin, int length)
      Set the data array.
      void setQuantile​(double p)
      Sets the value of the quantile field (determines what percentile is computed when evaluate() is called with no quantile argument).
      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    • Constructor Detail

      • Percentile

        public Percentile()
        Constructs a Percentile with a default quantile value of 50.0.
      • Percentile

        public Percentile​(double p)
        Constructs a Percentile with the specific quantile value.
        Parameters:
        p - the quantile
        Throws:
        java.lang.IllegalArgumentException - if p is not greater than 0 and less than or equal to 100
      • Percentile

        public Percentile​(Percentile original)
        Copy constructor, creates a new Percentile identical to the original
        Parameters:
        original - the Percentile instance to copy
    • Method Detail

      • evaluate

        public double evaluate​(double p)
        Returns the result of evaluating the statistic over the stored data.

        The stored array is the one which was set by previous calls to

        Parameters:
        p - the percentile value to compute
        Returns:
        the value of the statistic applied to the stored data
      • evaluate

        public double evaluate​(double[] values,
                               double p)
        Returns an estimate of the pth percentile of the values in the values array.

        Calls to this method do not modify the internal quantile state of this statistic.

        • Returns Double.NaN if values has length 0
        • Returns (for any value of p) values[0] if values has length 1
        • Throws IllegalArgumentException if values is null or p is not a valid quantile value (p must be greater than 0 and less than or equal to 100)

        See Percentile for a description of the percentile estimation algorithm used.

        Parameters:
        values - input array of values
        p - the percentile value to compute
        Returns:
        the percentile value or Double.NaN if the array is empty
        Throws:
        java.lang.IllegalArgumentException - if values is null or p is invalid
      • evaluate

        public double evaluate​(double[] values,
                               int start,
                               int length)
        Returns an estimate of the quantileth percentile of the designated values in the values array. The quantile estimated is determined by the quantile property.

        • Returns Double.NaN if length = 0
        • Returns (for any value of quantile) values[begin] if length = 1
        • Throws IllegalArgumentException if values is null, or start or length is invalid

        See Percentile for a description of the percentile estimation algorithm used.

        Specified by:
        evaluate in interface UnivariateStatistic
        Specified by:
        evaluate in class AbstractUnivariateStatistic
        Parameters:
        values - the input array
        start - index of the first array element to include
        length - the number of elements to include
        Returns:
        the percentile value
        Throws:
        java.lang.IllegalArgumentException - if the parameters are not valid
      • evaluate

        public double evaluate​(double[] values,
                               int begin,
                               int length,
                               double p)
        Returns an estimate of the pth percentile of the values in the values array, starting with the element in (0-based) position begin in the array and including length values.

        Calls to this method do not modify the internal quantile state of this statistic.

        • Returns Double.NaN if length = 0
        • Returns (for any value of p) values[begin] if length = 1
        • Throws IllegalArgumentException if values is null , begin or length is invalid, or p is not a valid quantile value (p must be greater than 0 and less than or equal to 100)

        See Percentile for a description of the percentile estimation algorithm used.

        Parameters:
        values - array of input values
        p - the percentile to compute
        begin - the first (0-based) element to include in the computation
        length - the number of array elements to include
        Returns:
        the percentile value
        Throws:
        java.lang.IllegalArgumentException - if the parameters are not valid or the input array is null
      • getQuantile

        public double getQuantile()
        Returns the value of the quantile field (determines what percentile is computed when evaluate() is called with no quantile argument).
        Returns:
        quantile
      • setQuantile

        public void setQuantile​(double p)
        Sets the value of the quantile field (determines what percentile is computed when evaluate() is called with no quantile argument).
        Parameters:
        p - a value between 0 < p <= 100
        Throws:
        java.lang.IllegalArgumentException - if p is not greater than 0 and less than or equal to 100
      • copy

        public static void copy​(Percentile source,
                                Percentile dest)
        Copies source to dest.

        Neither source nor dest can be null.

        Parameters:
        source - Percentile to copy
        dest - Percentile to copy to
        Throws:
        java.lang.NullPointerException - if either source or dest is null