Class IntStandardDeviation

java.lang.Object
org.apache.commons.statistics.descriptive.IntStandardDeviation
All Implemented Interfaces:
DoubleSupplier, IntConsumer, IntSupplier, LongSupplier, IntStatistic, StatisticAccumulator<IntStandardDeviation>, StatisticResult
public final class IntStandardDeviation extends Object implements IntStatistic, StatisticAccumulator<IntStandardDeviation>
Computes the standard deviation of the available values. The default implementation uses the following definition of the sample standard deviation:

\[ \sqrt{ \tfrac{1}{n-1} \sum_{i=1}^n (x_i-\overline{x})^2 } \]

where \( \overline{x} \) is the sample mean, and \( n \) is the number of samples.

  • The result is NaN if no values are added.
  • The result is zero if there is one value in the data set.

The use of the term \( n − 1 \) is called Bessel's correction. Omitting the square root, this provides an unbiased estimator of the variance of a hypothetical infinite population. If the biased option is enabled the normalisation factor is changed to \( \frac{1}{n} \) for a biased estimator of the sample variance. Note however that square root is a concave function and thus introduces negative bias (by Jensen's inequality), which depends on the distribution, and thus the corrected sample standard deviation (using Bessel's correction) is less biased, but still biased.

The implementation uses an exact integer sum to compute the scaled (by \( n \)) sum of squared deviations from the mean; this is normalised by the scaled correction factor.

\[ \frac {n \times \sum_{i=1}^n x_i^2 - (\sum_{i=1}^n x_i)^2}{n \times (n - 1)} \]

Supports up to 263 (exclusive) observations. This implementation does not check for overflow of the count.

This class is designed to work with (though does not require) streams.

This implementation is not thread safe. If multiple threads access an instance of this class concurrently, and at least one of the threads invokes the accept or combine method, it must be synchronized externally.

However, it is safe to use accept and combine as accumulator and combiner functions of Collector on a parallel stream, because the parallel implementation of Stream.collect() provides the necessary partitioning, isolation, and merging of results for safe and efficient parallel execution.

Since:
1.1
See Also:

  • Field Details

    • sumSq

      private final UInt128 sumSq
      Sum of the squared values.

    • sum

      private final Int128 sum
      Sum of the values.

    • n

      private long n
      Count of values that have been added.

    • biased

      private boolean biased
      Flag to control if the statistic is biased, or should use a bias correction.

  • Constructor Details

    • IntStandardDeviation

      private IntStandardDeviation()
      Create an instance.

    • IntStandardDeviation

      private IntStandardDeviation(UInt128 sumSq, Int128 sum, int n)
      Create an instance.
      Parameters:
      sumSq - Sum of the squared values.
      sum - Sum of the values.
      n - Count of values that have been added.

  • Method Details

    • create

      public static IntStandardDeviation create()
      Creates an instance.

      The initial result is NaN.

      Returns:
      IntStandardDeviation instance.

    • of

      public static IntStandardDeviation of(int... values)
      Returns an instance populated using the input values.
      Parameters:
      values - Values.
      Returns:
      IntStandardDeviation instance.

    • ofRange

      public static IntStandardDeviation ofRange(int[] values, int from, int to)
      Returns an instance populated using the specified range of values.
      Parameters:
      values - Values.
      from - Inclusive start of the range.
      to - Exclusive end of the range.
      Returns:
      IntStandardDeviation instance.
      Throws:
      IndexOutOfBoundsException - if the sub-range is out of bounds
      Since:
      1.2

    • createFromRange

      static IntStandardDeviation createFromRange(int[] values, int from, int to)
      Create an instance using the specified range of values.

      Warning: No range checks are performed.

      Parameters:
      values - Values.
      from - Inclusive start of the range.
      to - Exclusive end of the range.
      Returns:
      IntStandardDeviation instance.

    • accept

      public void accept(int value)
      Updates the state of the statistic to reflect the addition of value.
      Specified by:
      accept in interface IntConsumer
      Parameters:
      value - Value.

    • getAsDouble

      public double getAsDouble()
      Gets the standard deviation of all input values.

      When no values have been added, the result is NaN.

      Specified by:
      getAsDouble in interface DoubleSupplier
      Returns:
      standard deviation of all values.

    • combine

      public IntStandardDeviation combine(IntStandardDeviation other)
      Description copied from interface: StatisticAccumulator
      Combines the state of the other statistic into this one.
      Specified by:
      combine in interface StatisticAccumulator<IntStandardDeviation>
      Parameters:
      other - Another statistic to be combined.
      Returns:
      this instance after combining other.

    • setBiased

      public IntStandardDeviation setBiased(boolean v)
      Sets the value of the biased flag. The default value is false. The bias term refers to the computation of the variance; the standard deviation is returned as the square root of the biased or unbiased sample variance. For further details see IntVariance.setBiased.

      This flag only controls the final computation of the statistic. The value of this flag will not affect compatibility between instances during a combine operation.

      Parameters:
      v - Value.
      Returns:
      this instance
      See Also: