org.apache.commons.math3.stat.descriptive.rank.PSquarePercentile

All Implemented Interfaces:: Serializable, StorelessUnivariateStatistic, UnivariateStatistic, MathArrays.Function

public class PSquarePercentile extends AbstractStorelessUnivariateStatistic implements StorelessUnivariateStatistic, Serializable

A StorelessUnivariateStatistic estimating percentiles using the invalid input: '<'ahref=http://www.cs.wustl.edu/~jain/papers/ftp/psqr.pdf>P² Algorithm as explained by Raj Jain and Imrich Chlamtac in P² Algorithm for Dynamic Calculation of Quantiles and Histogram Without Storing Observations.

Note: This implementation is not synchronized and produces an approximate result. For small samples, where data can be stored and processed in memory, Percentile should be used.

See Also:

Nested Class Summary

Nested Classes

Modifier and Type

Class

Description

protected static interface

PSquarePercentile.PSquareMarkers

An interface that encapsulates abstractions of the P-square algorithm markers as is explained in the original works.
Constructor Summary

Constructors

Constructor

Description

PSquarePercentile(double p)

Constructs a PSquarePercentile with the specific percentile value.
Method Summary

Modifier and Type

Method

Description

void

clear()

Clears the internal state of the Statistic

StorelessUnivariateStatistic

copy()

Returns a copy of the statistic with the same internal state.

boolean

equals(Object o)

Returns true iff o is a PSquarePercentile returning the same values as this for getResult() and getN() and also having equal markers

long

getN()

Returns the number of values that have been added.

double

getResult()

Returns the current value of the Statistic.

int

hashCode()

Returns hash code based on getResult() and getN()

void

increment(double observation)

Updates the internal state of the statistic to reflect the addition of the new value.

static PSquarePercentile.PSquareMarkers

newMarkers(List<Double> initialFive, double p)

A creation method to build Markers

double

quantile()

Returns the quantile estimated by this statistic in the range [0.0-1.0]

String

toString()

Returns a string containing the last observation, the current estimate of the quantile and all markers.

Methods inherited from class org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic
evaluate, evaluate, incrementAll, incrementAll

Methods inherited from class org.apache.commons.math3.stat.descriptive.AbstractUnivariateStatistic
evaluate, getData, getDataRef, setData, setData, test, test, test, test

Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.apache.commons.math3.stat.descriptive.StorelessUnivariateStatistic
incrementAll, incrementAll

Methods inherited from interface org.apache.commons.math3.stat.descriptive.UnivariateStatistic
evaluate, evaluate

Constructor Details
- PSquarePercentile
  
  public PSquarePercentile(double p)
  
  Constructs a PSquarePercentile with the specific percentile value.
  
  Parameters:
  
  p - the percentile
  
  Throws:
  
  OutOfRangeException - if p is not greater than 0 and less than or equal to 100
Method Details
- hashCode
  
  public int hashCode()
  
  Returns hash code based on getResult() and getN()
  
  Overrides:
  
  hashCode in class AbstractStorelessUnivariateStatistic
  
  Returns:
  
  hash code
- equals
  
  public boolean equals(Object o)
  
  Returns true iff o is a PSquarePercentile returning the same values as this for getResult() and getN() and also having equal markers
  
  Overrides:
  
  equals in class AbstractStorelessUnivariateStatistic
  
  Parameters:
  
  o - object to compare
  
  Returns:
  
  true if o is a PSquarePercentile with equivalent internal state
- increment
  
  public void increment(double observation)
  
  Updates the internal state of the statistic to reflect the addition of the new value.The internal state updated due to the new value in this context is basically of the marker positions and computation of the approximate quantile.
  
  Specified by:
  
  increment in interface StorelessUnivariateStatistic
  
  Specified by:
  
  increment in class AbstractStorelessUnivariateStatistic
  
  Parameters:
  
  observation - the observation currently being added.
- toString
  
  public String toString()
  
  Returns a string containing the last observation, the current estimate of the quantile and all markers.
  
  Overrides:
  
  toString in class Object
  
  Returns:
  
  string representation of state data
- getN
  
  public long getN()
  
  Returns the number of values that have been added.
  
  Specified by:
  
  getN in interface StorelessUnivariateStatistic
  
  Returns:
  
  the number of values.
- copy
  
  public StorelessUnivariateStatistic copy()
  
  Returns a copy of the statistic with the same internal state.
  
  Specified by:
  
  copy in interface StorelessUnivariateStatistic
  
  Specified by:
  
  copy in interface UnivariateStatistic
  
  Specified by:
  
  copy in class AbstractStorelessUnivariateStatistic
  
  Returns:
  
  a copy of the statistic
- quantile
  
  public double quantile()
  
  Returns the quantile estimated by this statistic in the range [0.0-1.0]
  
  Returns:
  
  quantile estimated by getResult()
- clear
  
  public void clear()
  
  Clears the internal state of the Statistic. This basically clears all the markers, the initialFive list and sets countOfObservations to 0.
  
  Specified by:
  
  clear in interface StorelessUnivariateStatistic
  
  Specified by:
  
  clear in class AbstractStorelessUnivariateStatistic
- getResult
  
  public double getResult()
  
  Returns the current value of the Statistic.
  
  Specified by:
  
  getResult in interface StorelessUnivariateStatistic
  
  Specified by:
  
  getResult in class AbstractStorelessUnivariateStatistic
  
  Returns:
  
  value of the statistic, Double.NaN if it has been cleared or just instantiated.
- newMarkers
  
  public static PSquarePercentile.PSquareMarkers newMarkers(List<Double> initialFive, double p)
  
  A creation method to build Markers
  
  Parameters:
  
  initialFive - list of initial five elements
  
  p - the quantile desired
  
  Returns:
  
  an instance of PSquareMarkers

Class PSquarePercentile

Nested Class Summary

Constructor Summary

Method Summary

Methods inherited from class org.apache.commons.math3.stat.descriptive.AbstractStorelessUnivariateStatistic

Methods inherited from class org.apache.commons.math3.stat.descriptive.AbstractUnivariateStatistic

Methods inherited from class java.lang.Object

Methods inherited from interface org.apache.commons.math3.stat.descriptive.StorelessUnivariateStatistic

Methods inherited from interface org.apache.commons.math3.stat.descriptive.UnivariateStatistic

Constructor Details

PSquarePercentile

Method Details

hashCode

equals

increment

toString

getN

copy

quantile

clear

getResult

newMarkers