statistics.java

java程序包

        for (int counter = 0; counter < data.length; counter++) {
            double diff = data[counter] - avg;
            sum = sum + diff * diff;
        }
        return Math.sqrt(sum / (data.length - 1));
    }

    public static double getStdDev(double[] data, double mean) {
        double sum = 0.0;

        for (int counter = 0; counter < data.length; counter++) {
            double diff = data[counter] - mean;
            sum = sum + diff * diff;
        }
        return Math.sqrt(sum / (data.length - 1));
    }

    /**
     * Fits a straight line to a set of (x, y) data, returning the slope and
     * intercept.
     *
     * @param xData  the x-data.
     * @param yData  the y-data.
     *
     * @return A double array with the intercept in [0] and the slope in [1].
     */
    public static double[] getLinearFit(Number[] xData, Number[] yData) {

        // check arguments...
        if (xData.length != yData.length) {
            throw new IllegalArgumentException(
                "Statistics.getLinearFit(): array lengths must be equal.");
        }

        double[] result = new double[2];
        // slope
        result[1] = getSlope(xData, yData);
        // intercept
        result[0] = calculateMean(yData) - result[1] * calculateMean(xData);

        return result;

    }

    /**
     * Finds the slope of a regression line using least squares.
     *
     * @param xData  an array of Numbers (the x values).
     * @param yData  an array of Numbers (the y values).
     *
     * @return The slope.
     */
    public static double getSlope(Number[] xData, Number[] yData) {

        // check arguments...
        if (xData.length != yData.length) {
            throw new IllegalArgumentException("Array lengths must be equal.");
        }

        // ********* stat function for linear slope ********
        // y = a + bx
        // a = ybar - b * xbar
        //     sum(x * y) - (sum (x) * sum(y)) / n
        // b = ------------------------------------
        //     sum (x^2) - sum(x)^2 / n
        // *************************************************

        // sum of x, x^2, x * y, y
        double sx = 0.0, sxx = 0.0, sxy = 0.0, sy = 0.0;
        int counter;
        for (counter = 0; counter < xData.length; counter++) {
            sx = sx + xData[counter].doubleValue();
            sxx = sxx + Math.pow(xData[counter].doubleValue(), 2);
            sxy = sxy + yData[counter].doubleValue()
                      * xData[counter].doubleValue();
            sy = sy + yData[counter].doubleValue();
        }
        return (sxy - (sx * sy) / counter) / (sxx - (sx * sx) / counter);

    }

    /**
     * Calculates the correlation between two datasets.  Both arrays should
     * contain the same number of items.  Null values are treated as zero.
     * <P>
     * Information about the correlation calculation was obtained from:
     *
     * http://trochim.human.cornell.edu/kb/statcorr.htm
     *
     * @param data1  the first dataset.
     * @param data2  the second dataset.
     *
     * @return The correlation.
     *
     */
    public static double getCorrelation(Number[] data1, Number[] data2) {
        if (data1 == null) {
            throw new IllegalArgumentException("Null 'data1' argument.");
        }
        if (data2 == null) {
            throw new IllegalArgumentException("Null 'data2' argument.");
        }
        if (data1.length != data2.length) {
            throw new IllegalArgumentException(
                "'data1' and 'data2' arrays must have same length."
            );
        }
        int n = data1.length;
        double sumX = 0.0;
        double sumY = 0.0;
        double sumX2 = 0.0;
        double sumY2 = 0.0;
        double sumXY = 0.0;
        for (int i = 0; i < n; i++) {
            double x = 0.0;
            if (data1[i] != null) {
                x = data1[i].doubleValue();
            }
            double y = 0.0;
            if (data2[i] != null) {
                y = data2[i].doubleValue();
            }
            sumX = sumX + x;
            sumY = sumY + y;
            sumXY = sumXY + (x * y);
            sumX2 = sumX2 + (x * x);
            sumY2 = sumY2 + (y * y);
        }
        return (n * sumXY - sumX * sumY) / Math.pow((n * sumX2 - sumX * sumX)
                * (n * sumY2 - sumY * sumY), 0.5);
    }

    /**
     * Calculates the correlation between two datasets.
     *
     *@param data1  the first dataset.
     * @param data2  the second dataset.
     *
     * @return The correlation.
         zhangweian  2006/03/08
     */
    public static double getCorrelation(double[] data1, double[] data2) {
       if (data1 == null) {
           throw new IllegalArgumentException("Null 'data1' argument.");
       }
       if (data2 == null) {
           throw new IllegalArgumentException("Null 'data2' argument.");
       }
       if (data1.length != data2.length) {
           throw new IllegalArgumentException(
               "'data1' and 'data2' arrays must have same length."
           );
       }
       int n = data1.length;
       double sumX = 0.0;
       double sumY = 0.0;
       double sumX2 = 0.0;
       double sumY2 = 0.0;
       double sumXY = 0.0;
       double x = 0.0;
       double y = 0.0;
       for (int i = 0; i < n; i++) {
           x = data1[i];
           y = data2[i];
           sumX = sumX + x;
           sumY = sumY + y;
           sumXY = sumXY + (x * y);
           sumX2 = sumX2 + (x * x);
           sumY2 = sumY2 + (y * y);
       }
       return (n * sumXY - sumX * sumY) / Math.pow((n * sumX2 - sumX * sumX)
               * (n * sumY2 - sumY * sumY), 0.5);
   }


    /**
     * Returns a data set for a moving average on the data set passed in.
     *
     * @param xData  an array of the x data.
     * @param yData  an array of the y data.
     * @param period  the number of data points to average
     *
     * @return A double[][] the length of the data set in the first dimension,
     *         with two doubles for x and y in the second dimension
     */
    public static double[][] getMovingAverage(Number[] xData,
                                              Number[] yData,
                                              int period) {

        // check arguments...
        if (xData.length != yData.length) {
            throw new IllegalArgumentException("Array lengths must be equal.");
        }

        if (period > xData.length) {
            throw new IllegalArgumentException(
                "Period can't be longer than dataset."
            );
        }

        double[][] result = new double[xData.length - period][2];
        for (int i = 0; i < result.length; i++) {
            result[i][0] = xData[i + period].doubleValue();
            // holds the moving average sum
            double sum = 0.0;
            for (int j = 0; j < period; j++) {
                sum += yData[i + j].doubleValue();
            }
            sum = sum / period;
            result[i][1] = sum;
        }
        return result;

    }

    /**
     * Returns the square deviation of a set of numbers.
     *
     * @param data  the data.
     *
     * @return The square deviation of a set of numbers.
     *  zhangweian 2006/03/08
     */
    public static double getSquareDev(double[] data) {
        double avg = calculateMean(data);
        double sum = 0.0;

        for (int counter = 0; counter < data.length; counter++) {
            double diff = data[counter] - avg;
            sum = sum + diff * diff;
        }
        return sum;
    }

}