net.sergeych.tools

Class Average

java.lang.Object

net.sergeych.tools.Average

public class Average
extends java.lang.Object

Memory and calculation-effectiver way to calculate average and standard deviation over arbitrary number of samples. Memory usage does not depend on the number of samples, and all operations have complexity of O(1).

Constructor Summary

Constructors

Constructor and Description
Average()

Method Summary

Modifier and Type	Method and Description
double	average()
double	correctedStdev()
long	length()
double	stdev()
double	stdev2()
java.lang.String	toString()
long	update(double value) add sample value
double	variation()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

Average

public Average()

Method Detail

update

public long update(double value)

add sample value

Parameters:

value - to add

Returns:

current sample length after adding this value

average

public double average()

Returns:

average of samples

stdev2

public double stdev2()

Returns:

σ²(values)

stdev

public double stdev()

Returns:

uncorrected sample standard deviation, √σ²

length

public long length()

Returns:

number of samples

correctedStdev

public double correctedStdev()

Returns:

corrected sample standard deviation, e.g. √((N/(N-1))σ²)

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

variation

public double variation()

Returns:

coefficient of variation, e.g. σ/µ (where µ is the average value)