Package org.apache.commons.math.stat.descriptive.moment

Class StandardDeviation

  • All Implemented Interfaces:
    Serializable, StorelessUnivariateStatistic, UnivariateStatistic
    public class StandardDeviation
extends AbstractStorelessUnivariateStatistic
implements Serializable
    Computes the sample standard deviation. The standard deviation is the positive square root of the variance. This implementation wraps a Variance instance. The isBiasCorrected property of the wrapped Variance instance is exposed, so that this class can be used to compute both the "sample standard deviation" (the square root of the bias-corrected "sample variance") or the "population standard deviation" (the square root of the non-bias-corrected "population variance"). See Variance for more information.

    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.

    See Also:
    Serialized Form

    • Constructor Detail

      • StandardDeviation

        public StandardDeviation()
        Constructs a StandardDeviation. Sets the underlying Variance instance's isBiasCorrected property to true.

      • StandardDeviation

        public StandardDeviation​(SecondMoment m2)
        Constructs a StandardDeviation from an external second moment.
        Parameters:
        m2 - the external moment

      • StandardDeviation

        public StandardDeviation​(StandardDeviation original)
        Copy constructor, creates a new StandardDeviation identical to the original
        Parameters:
        original - the StandardDeviation instance to copy

      • StandardDeviation

        public StandardDeviation​(boolean isBiasCorrected)
        Contructs a StandardDeviation with the specified value for the isBiasCorrected property. If this property is set to true, the Variance used in computing results will use the bias-corrected, or "sample" formula. See Variance for details.
        Parameters:
        isBiasCorrected - whether or not the variance computation will use the bias-corrected formula

      • StandardDeviation

        public StandardDeviation​(boolean isBiasCorrected,
                         SecondMoment m2)
        Contructs a StandardDeviation with the specified value for the isBiasCorrected property and the supplied external moment. If isBiasCorrected is set to true, the Variance used in computing results will use the bias-corrected, or "sample" formula. See Variance for details.
        Parameters:
        isBiasCorrected - whether or not the variance computation will use the bias-corrected formula
        m2 - the external moment

    • Method Detail

      • getN

        public long getN()
        Returns the number of values that have been added.
        Specified by:
        getN in interface StorelessUnivariateStatistic
        Returns:
        the number of values.

      • evaluate

        public double evaluate​(double[] values,
                       int begin,
                       int length)
        Returns the Standard Deviation of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.

        Returns 0 for a single-value (i.e. length = 1) sample.

        Throws IllegalArgumentException if the array is null.

        Does not change the internal state of the statistic.

        Specified by:
        evaluate in interface UnivariateStatistic
        Overrides:
        evaluate in class AbstractStorelessUnivariateStatistic
        Parameters:
        values - the input array
        begin - index of the first array element to include
        length - the number of elements to include
        Returns:
        the standard deviation of the values or Double.NaN if length = 0
        Throws:
        IllegalArgumentException - if the array is null or the array index parameters are not valid
        See Also:
        UnivariateStatistic.evaluate(double[], int, int)

      • evaluate

        public double evaluate​(double[] values,
                       double mean,
                       int begin,
                       int length)
        Returns the Standard Deviation of the entries in the specified portion of the input array, using the precomputed mean value. Returns Double.NaN if the designated subarray is empty.

        Returns 0 for a single-value (i.e. length = 1) sample.

        The formula used assumes that the supplied mean value is the arithmetic mean of the sample data, not a known population parameter. This method is supplied only to save computation when the mean has already been computed.

        Throws IllegalArgumentException if the array is null.

        Does not change the internal state of the statistic.

        Parameters:
        values - the input array
        mean - the precomputed mean value
        begin - index of the first array element to include
        length - the number of elements to include
        Returns:
        the standard deviation of the values or Double.NaN if length = 0
        Throws:
        IllegalArgumentException - if the array is null or the array index parameters are not valid

      • evaluate

        public double evaluate​(double[] values,
                       double mean)
        Returns the Standard Deviation of the entries in the input array, using the precomputed mean value. Returns Double.NaN if the designated subarray is empty.

        Returns 0 for a single-value (i.e. length = 1) sample.

        The formula used assumes that the supplied mean value is the arithmetic mean of the sample data, not a known population parameter. This method is supplied only to save computation when the mean has already been computed.

        Throws IllegalArgumentException if the array is null.

        Does not change the internal state of the statistic.

        Parameters:
        values - the input array
        mean - the precomputed mean value
        Returns:
        the standard deviation of the values or Double.NaN if length = 0
        Throws:
        IllegalArgumentException - if the array is null

      • isBiasCorrected

        public boolean isBiasCorrected()
        Returns:
        Returns the isBiasCorrected.

      • setBiasCorrected

        public void setBiasCorrected​(boolean isBiasCorrected)
        Parameters:
        isBiasCorrected - The isBiasCorrected to set.

      • copy

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

        Neither source nor dest can be null.

        Parameters:
        source - StandardDeviation to copy
        dest - StandardDeviation to copy to
        Throws:
        NullPointerException - if either source or dest is null