umontreal.iro.lecuyer.stat.list
Class ListOfTallies<E extends Tally>

java.lang.Object
  umontreal.iro.lecuyer.stat.list.ListOfStatProbes<E>
      umontreal.iro.lecuyer.stat.list.ListOfTallies<E>

All Implemented Interfaces:

Cloneable, Iterable<E>, Collection<E>, List<E>, RandomAccess

Direct Known Subclasses:

ListOfTalliesWithCovariance

public class ListOfTallies<E extends Tally>
extends ListOfStatProbes<E>

Represents a list of tally statistical collectors. Each element of the list is an instance of Tally, and a vector of observations can be added with the add method. This class defines factory methods to fill a newly-constructed list with Tally or TallyStore instances.

Constructor Summary

ListOfTallies()
Constructs a new empty list of tallies.

ListOfTallies(String name)
Constructs a new empty list of tallies with name name.

Method Summary

void	add(double[] x) Adds the observation x[i] in tally i of this list, for i = 0,..., size() - 1.
boolean	areAllNumberObsEqual() Tests that every tally in this list contains the same number of observations.
void	average(double[] r) Computes the average for each tally in this list, and stores the averages in the array r.
ListOfTallies<E>	clone() Clones this object.
void	correlation(cern.colt.matrix.DoubleMatrix2D c) Similar to covariance for computing the sample correlation matrix.
double	correlation(int i, int j) Returns the empirical correlation between the observations in tallies with indices i and j.
void	covariance(cern.colt.matrix.DoubleMatrix2D c) Constructs and returns the sample covariance matrix for the tallies in this list.
double	covariance(int i, int j) Returns the empirical covariance of the observations in tallies with indices i and j.
static ListOfTallies<Tally>	createWithTally(int size) This factory method constructs and returns a list of tallies with size instances of Tally.
static ListOfTallies<TallyStore>	createWithTallyStore(int size) This factory method constructs and returns a list of tallies with size instances of TallyStore.
int	numberObs() Assuming that each tally in this list contains the same number of observations, returns the number of observations in tally 0, or 0 if this list is empty.
void	standardDeviation(double[] std) For each tally in this list, computes the sample standard deviation, and stores the standard deviations into the array std.
void	variance(double[] v) For each tally in this list, computes the sample variance, and stores the variances into the array v.

Methods inherited from class umontreal.iro.lecuyer.stat.list.ListOfStatProbes

add, add, addAll, addAll, addArrayOfObservationListener, clear, clearArrayOfObservationListeners, contains, containsAll, equals, get, getName, hashCode, indexOf, init, isBroadcasting, isCollecting, isEmpty, isModifiable, iterator, lastIndexOf, listIterator, listIterator, notifyListeners, remove, remove, removeAll, removeArrayOfObservationListener, report, retainAll, set, setBroadcasting, setCollecting, setName, setUnmodifiable, size, subList, sum, toArray, toArray

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ListOfTallies

public ListOfTallies()

Constructs a new empty list of tallies.

ListOfTallies

public ListOfTallies(String name)

Constructs a new empty list of tallies with name name.

Parameters:

name - the name of the new list.

Method Detail

createWithTally

public static ListOfTallies<Tally> createWithTally(int size)

This factory method constructs and returns a list of tallies with size instances of Tally.

Parameters:

size - the size of the list.

Returns:

the created list.

createWithTallyStore

public static ListOfTallies<TallyStore> createWithTallyStore(int size)

This factory method constructs and returns a list of tallies with size instances of TallyStore.

Parameters:

size - the size of the list.

Returns:

the created list.

add

public void add(double[] x)

Adds the observation x[i] in tally i of this list, for i = 0,..., size() - 1. No observation is added if the value is Double.NaN, or if collecting is turned OFF. If broadcasting is ON, the given array is notified to all registered observers. The given array x not being stored by this object, it can be freely used and modified after the call to this method.

Parameters:

x - the array of observations.

Throws:

NullPointerException - if x is null.

IllegalArgumentException - if the length of x does not correspond to size().

numberObs

public int numberObs()

Assuming that each tally in this list contains the same number of observations, returns the number of observations in tally 0, or 0 if this list is empty.

Returns:

the number of observations.

areAllNumberObsEqual

public boolean areAllNumberObsEqual()

Tests that every tally in this list contains the same number of observations. This returns true if and only if all tallies have the same number of observations, or if this list is empty. If observations are always added using the add method from this class, and not add from Tally, this method always returns true.

Returns:

the success indicator of the test.

average

public void average(double[] r)

Computes the average for each tally in this list, and stores the averages in the array r. If the tally i has no observation, the Double.NaN value is stored in the array, at index i.

Overrides:

average in class ListOfStatProbes<E extends Tally>

Parameters:

r - the array to be filled with averages.

variance

public void variance(double[] v)

For each tally in this list, computes the sample variance, and stores the variances into the array v. If, for some tally i, there are not enough observations for estimating the variance, Double.NaN is stored in the array.

Parameters:

v - the array to be filled with sample variances.

Throws:

NullPointerException - if v is null.

IllegalArgumentException - if v.length does not correspond to size.

standardDeviation

public void standardDeviation(double[] std)

For each tally in this list, computes the sample standard deviation, and stores the standard deviations into the array std. This is equivalent to calling variance and performing a square root on every element of the filled array.

Parameters:

std - the array to be filled with standard deviations.

Throws:

NullPointerException - if std is null.

IllegalArgumentException - if std.length does not correspond to size().

covariance

public double covariance(int i,
                         int j)

Returns the empirical covariance of the observations in tallies with indices i and j. If x₁,…, x_n represent the observations in tally i whereas y₁,…, y_n represent the observations in tally j, then the covariance is given by

S_{X, Y} = 1#1∑_k=1ⁿ(x_k - bar(X)_n)(y_k - bar(Y)_n) = [tex2html_wrap_indisplay273](∑_k=1ⁿx_ky_k - 2#2∑_k=1ⁿx_k∑_r=1ⁿy_r).

This returns Double.NaN if the tallies do not contain the same number of observations, or if they contain less than two observations. This method throws an exception if the underlying tallies are not capable of storing observations, i.e. if the tallies are not TallyStores. The ListOfTalliesWithCovariance subclass provides an alternative implementation of this method which does not require the observations to be stored.

Parameters:

i - the index of the first tally.

j - the index of the second tally.

Returns:

the value of the covariance.

Throws:

ArrayIndexOutOfBoundsException - if one or both indices are out of bounds.

correlation

public double correlation(int i,
                          int j)

Returns the empirical correlation between the observations in tallies with indices i and j. If the tally i contains a sample of the random variate X and the tally j contains a sample of Y, this corresponds to

Cor(X, Y) = Cov(X, Y)/((X)(Y))^1/2.

This method uses covariance to obtain an estimate of the covariance, and variance in class Tally to obtain the sample variances.

Parameters:

i - the index of the first tally.

j - the index of the second tally.

Returns:

the value of the correlation.

Throws:

ArrayIndexOutOfBoundsException - if one or both indices are out of bounds.

covariance

public void covariance(cern.colt.matrix.DoubleMatrix2D c)

Constructs and returns the sample covariance matrix for the tallies in this list. The given d×d matrix c, where d = size(), is filled with the computed sample covariances. Element c.get (i, j) corresponds to the result of covariance (i, j).

Parameters:

c - the matrix to be filled with the sample covariances.

Throws:

NullPointerException - if c is null.

IllegalArgumentException - if the number of rows or columns in c does not correspond to size().

correlation

public void correlation(cern.colt.matrix.DoubleMatrix2D c)

Similar to covariance for computing the sample correlation matrix.

Parameters:

c - the matrix to be filled with the correlations.

Throws:

NullPointerException - if c is null.

IllegalArgumentException - if the number of rows or columns in c does not correspond to size.

clone

public ListOfTallies<E> clone()

Clones this object. This makes a shallow copy of this list, i.e., this does not clone all the tallies in the list. The created clone is modifiable, even if the original list is unmodifiable.

Overrides:

clone in class ListOfStatProbes<E extends Tally>