Class PairedStats
- java.lang.Object
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- com.google.common.math.PairedStats
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- All Implemented Interfaces:
Serializable
@GwtIncompatible public final class PairedStats extends Object implements Serializable
An immutable value object capturing some basic statistics about a collection of paired double values (e.g. points on a plane). Build instances withPairedStatsAccumulator.snapshot()
.- Since:
- 20.0
- Author:
- Pete Gillin
- See Also:
- Serialized Form
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description long
count()
Returns the number of pairs in the dataset.boolean
equals(Object obj)
static PairedStats
fromByteArray(byte[] byteArray)
Creates aPairedStats
instance from the given byte representation which was obtained bytoByteArray()
.int
hashCode()
LinearTransformation
leastSquaresFit()
Returns a linear transformation giving the best fit to the data according to Ordinary Least Squares linear regression ofy
as a function ofx
.double
pearsonsCorrelationCoefficient()
Returns the Pearson's or product-moment correlation coefficient of the values.double
populationCovariance()
Returns the population covariance of the values.double
sampleCovariance()
Returns the sample covariance of the values.byte[]
toByteArray()
Gets a byte array representation of this instance.String
toString()
Stats
xStats()
Returns the statistics on thex
values alone.Stats
yStats()
Returns the statistics on they
values alone.
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Method Detail
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count
public long count()
Returns the number of pairs in the dataset.
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populationCovariance
public double populationCovariance()
Returns the population covariance of the values. The count must be non-zero.This is guaranteed to return zero if the dataset contains a single pair of finite values. It is not guaranteed to return zero when the dataset consists of the same pair of values multiple times, due to numerical errors.
Non-finite values
If the dataset contains any non-finite values (
Double.POSITIVE_INFINITY
,Double.NEGATIVE_INFINITY
, orDouble.NaN
) then the result isDouble.NaN
.- Throws:
IllegalStateException
- if the dataset is empty
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sampleCovariance
public double sampleCovariance()
Returns the sample covariance of the values. The count must be greater than one.This is not guaranteed to return zero when the dataset consists of the same pair of values multiple times, due to numerical errors.
Non-finite values
If the dataset contains any non-finite values (
Double.POSITIVE_INFINITY
,Double.NEGATIVE_INFINITY
, orDouble.NaN
) then the result isDouble.NaN
.- Throws:
IllegalStateException
- if the dataset is empty or contains a single pair of values
-
pearsonsCorrelationCoefficient
public double pearsonsCorrelationCoefficient()
Returns the Pearson's or product-moment correlation coefficient of the values. The count must greater than one, and thex
andy
values must both have non-zero population variance (i.e.xStats().populationVariance() > 0.0 && yStats().populationVariance() > 0.0
). The result is not guaranteed to be exactly +/-1 even when the data are perfectly (anti-)correlated, due to numerical errors. However, it is guaranteed to be in the inclusive range [-1, +1].Non-finite values
If the dataset contains any non-finite values (
Double.POSITIVE_INFINITY
,Double.NEGATIVE_INFINITY
, orDouble.NaN
) then the result isDouble.NaN
.- Throws:
IllegalStateException
- if the dataset is empty or contains a single pair of values, or either thex
andy
dataset has zero population variance
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leastSquaresFit
public LinearTransformation leastSquaresFit()
Returns a linear transformation giving the best fit to the data according to Ordinary Least Squares linear regression ofy
as a function ofx
. The count must be greater than one, and either thex
ory
data must have a non-zero population variance (i.e.xStats().populationVariance() > 0.0 || yStats().populationVariance() > 0.0
). The result is guaranteed to be horizontal if there is variance in thex
data but not they
data, and vertical if there is variance in they
data but not thex
data.This fit minimizes the root-mean-square error in
y
as a function ofx
. This error is defined as the square root of the mean of the squares of the differences between the actualy
values of the data and the values predicted by the fit for thex
values (i.e. it is the square root of the mean of the squares of the vertical distances between the data points and the best fit line). For this fit, this error is a fractionsqrt(1 - R*R)
of the population standard deviation ofy
, whereR
is the Pearson's correlation coefficient (as given bypearsonsCorrelationCoefficient()
).The corresponding root-mean-square error in
x
as a function ofy
is a fractionsqrt(1/(R*R) - 1)
of the population standard deviation ofx
. This fit does not normally minimize that error: to do that, you should swap the roles ofx
andy
.Non-finite values
If the dataset contains any non-finite values (
Double.POSITIVE_INFINITY
,Double.NEGATIVE_INFINITY
, orDouble.NaN
) then the result isLinearTransformation.forNaN()
.- Throws:
IllegalStateException
- if the dataset is empty or contains a single pair of values, or both thex
andy
dataset must have zero population variance
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equals
public boolean equals(@CheckForNull Object obj)
Note: This tests exact equality of the calculated statistics, including the floating point values. Two instances are guaranteed to be considered equal if one is copied from the other using
second = new PairedStatsAccumulator().addAll(first).snapshot()
, if both were obtained by callingsnapshot()
on the samePairedStatsAccumulator
without adding any values in between the two calls, or if one is obtained from the other after round-tripping through java serialization. However, floating point rounding errors mean that it may be false for some instances where the statistics are mathematically equal, including instances constructed from the same values in a different order... or (in the general case) even in the same order. (It is guaranteed to return true for instances constructed from the same values in the same order ifstrictfp
is in effect, or if the system architecture guaranteesstrictfp
-like semantics.)
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hashCode
public int hashCode()
Note: This hash code is consistent with exact equality of the calculated statistics, including the floating point values. See the note on
equals(java.lang.Object)
for details.
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toByteArray
public byte[] toByteArray()
Gets a byte array representation of this instance.Note: No guarantees are made regarding stability of the representation between versions.
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fromByteArray
public static PairedStats fromByteArray(byte[] byteArray)
Creates aPairedStats
instance from the given byte representation which was obtained bytoByteArray()
.Note: No guarantees are made regarding stability of the representation between versions.
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