Interface StatisticAccessorIfc

    • Method Summary

      All Methods Instance Methods Abstract Methods Default Methods 
      Modifier and Type Method Description
      double getAverage()
      Gets the unweighted average of the observations.
      default Interval getConfidenceInterval()
      A confidence interval for the mean based on the confidence level
      default Interval getConfidenceInterval​(double level)
      A confidence interval for the mean based on the confidence level
      double getConfidenceLevel()
      Gets the confidence level.
      double getCount()
      Gets the count of the number of the observations.
      default java.util.List<java.lang.String> getCSVHeader()
      Gets the CSV header values as a list of strings
      default java.lang.String getCSVStatistic()  
      default java.lang.String getCSVStatisticHeader()
      The header string for the CVS representation
      default java.util.List<java.lang.String> getCSVValues()
      Returns the values of all the statistics as a list of strings The name is the first string
      double getDeviationSumOfSquares()
      Gets the sum of squares of the deviations from the average This is the numerator in the classic sample variance formula
      default double getHalfWidth()
      Gets the confidence interval half-width.
      double getHalfWidth​(double level)
      Gets the confidence interval half-width.
      double getKurtosis()
      Gets the kurtosis of the data
      double getLag1Correlation()
      Gets the lag-1 generate correlation of the unweighted observations.
      double getLag1Covariance()
      Gets the lag-1 generate covariance of the unweighted observations.
      double getLastValue()
      Gets the last observed data point
      int getLeadingDigitRule​(double a)
      Computes the right most meaningful digit according to (int)Math.floor(Math.log10(a*getStandardError())) See doi 10.1287.opre.1080.0529 by Song and Schmeiser
      double getMax()
      Gets the maximum of the observations.
      double getMin()
      Gets the minimum of the observations.
      java.lang.String getName()
      Gets the name of the Statistic
      double getNumberMissing()
      When a data point having the value of (Double.NaN, Double.POSITIVE_INFINITY, Double.NEGATIVE_INFINITY) are presented it is excluded from the summary statistics and the number of missing points is noted.
      default double getRelativeError()
      Returns the relative error: getStandardError() / getAverage()
      default double getRelativeWidth()
      Returns the relative width of the default confidence interval: 2.0 * getHalfWidth() / getAverage()
      default double getRelativeWidth​(double level)
      Returns the relative width of the level of the confidence interval: 2.0 * getHalfWidth(level) / getAverage()
      double getSkewness()
      Gets the skewness of the data
      default double getStandardDeviation()
      Gets the sample standard deviation of the observations.
      double getStandardError()
      Gets the standard error of the observations.
      default double[] getStatistics()
      Fills up an array with the statistics defined by this interface statistics[0] = getCount() statistics[1] = getAverage() statistics[2] = getStandardDeviation() statistics[3] = getStandardError() statistics[4] = getHalfWidth() statistics[5] = getConfidenceLevel() statistics[6] = getMin() statistics[7] = getMax() statistics[8] = getSum() statistics[9] = getVariance() statistics[10] = getDeviationSumOfSquares() statistics[11] = getLastValue() statistics[12] = getKurtosis() statistics[13] = getSkewness() statistics[14] = getLag1Covariance() statistics[15] = getLag1Correlation() statistics[16] = getVonNeumannLag1TestStatistic() statistics[17] = getNumberMissing()
      default java.util.Map<java.lang.String,​java.lang.Double> getStatisticsAsMap()
      Fills the map with the values of the statistics.
      double getSum()
      Gets the sum of the observations.
      double getVariance()
      Gets the sample variance of the observations.
      double getVonNeumannLag1TestStatistic()
      Gets the Von Neumann Lag 1 test statistic for checking the hypothesis that the data are uncorrelated Note: See Handbook of Simulation, Jerry Banks editor, McGraw-Hill, pg 253.
      double getVonNeumannLag1TestStatisticPValue()
      Returns the asymptotic p-value for the Von Nueumann Lag-1 Test Statistic:
      java.lang.String toString()
      Returns a String representation of the Statistic
    • Method Detail

      • getName

        java.lang.String getName()
        Gets the name of the Statistic
        Returns:
        The name as a String
      • getCount

        double getCount()
        Gets the count of the number of the observations.
        Returns:
        A double representing the count
      • getSum

        double getSum()
        Gets the sum of the observations.
        Returns:
        A double representing the unweighted sum
      • getAverage

        double getAverage()
        Gets the unweighted average of the observations.
        Returns:
        A double representing the average or Double.NaN if no observations.
      • getDeviationSumOfSquares

        double getDeviationSumOfSquares()
        Gets the sum of squares of the deviations from the average This is the numerator in the classic sample variance formula
        Returns:
        A double representing the sum of squares of the deviations from the average
      • getVariance

        double getVariance()
        Gets the sample variance of the observations.
        Returns:
        A double representing the generate variance or Double.NaN if 1 or less observations.
      • getStandardDeviation

        default double getStandardDeviation()
        Gets the sample standard deviation of the observations. Simply the square root of getVariance()
        Returns:
        A double representing the generate standard deviation or Double.NaN if 1 or less observations.
      • getMin

        double getMin()
        Gets the minimum of the observations.
        Returns:
        A double representing the minimum
      • getMax

        double getMax()
        Gets the maximum of the observations.
        Returns:
        A double representing the maximum
      • getLastValue

        double getLastValue()
        Gets the last observed data point
        Returns:
        A double representing the last observations
      • getKurtosis

        double getKurtosis()
        Gets the kurtosis of the data
        Returns:
        A double representing the kurtosis
      • getSkewness

        double getSkewness()
        Gets the skewness of the data
        Returns:
        A double representing the skewness
      • getStandardError

        double getStandardError()
        Gets the standard error of the observations. Simply the generate standard deviation divided by the square root of the number of observations
        Returns:
        A double representing the standard error or Double.NaN if < 1 observation
      • getHalfWidth

        default double getHalfWidth()
        Gets the confidence interval half-width. Simply the generate standard error times the confidence coefficient
        Returns:
        A double representing the half-width or Double.NaN if < 1 observation
      • getHalfWidth

        double getHalfWidth​(double level)
        Gets the confidence interval half-width. Simply the generate standard error times the confidence coefficient as determined by an appropriate sampling distribution
        Parameters:
        level - the confidence level
        Returns:
        A double representing the half-width or Double.NaN if < 1 observation
      • getConfidenceLevel

        double getConfidenceLevel()
        Gets the confidence level. The default is given by Statistic.DEFAULT_CONFIDENCE_LEVEL = 0.95, which is a 95% confidence level
        Returns:
        A double representing the confidence level
      • getConfidenceInterval

        default Interval getConfidenceInterval()
        A confidence interval for the mean based on the confidence level
        Returns:
        the interval
      • getConfidenceInterval

        default Interval getConfidenceInterval​(double level)
        A confidence interval for the mean based on the confidence level
        Parameters:
        level - the confidence level
        Returns:
        the interval
      • getRelativeError

        default double getRelativeError()
        Returns the relative error: getStandardError() / getAverage()
        Returns:
        the relative error
      • getRelativeWidth

        default double getRelativeWidth()
        Returns the relative width of the default confidence interval: 2.0 * getHalfWidth() / getAverage()
        Returns:
        the relative width
      • getRelativeWidth

        default double getRelativeWidth​(double level)
        Returns the relative width of the level of the confidence interval: 2.0 * getHalfWidth(level) / getAverage()
        Parameters:
        level - the confidence level
        Returns:
        the relative width for the level
      • getLag1Covariance

        double getLag1Covariance()
        Gets the lag-1 generate covariance of the unweighted observations. Note: See Box, Jenkins, Reinsel, Time Series Analysis, 3rd edition, Prentice-Hall, pg 31
        Returns:
        A double representing the generate covariance or Double.NaN if <=2 observations
      • getLag1Correlation

        double getLag1Correlation()
        Gets the lag-1 generate correlation of the unweighted observations. Note: See Box, Jenkins, Reinsel, Time Series Analysis, 3rd edition, Prentice-Hall, pg 31
        Returns:
        A double representing the generate correlation or Double.NaN if <=2 observations
      • getVonNeumannLag1TestStatistic

        double getVonNeumannLag1TestStatistic()
        Gets the Von Neumann Lag 1 test statistic for checking the hypothesis that the data are uncorrelated Note: See Handbook of Simulation, Jerry Banks editor, McGraw-Hill, pg 253.
        Returns:
        A double representing the Von Neumann test statistic
      • getVonNeumannLag1TestStatisticPValue

        double getVonNeumannLag1TestStatisticPValue()
        Returns the asymptotic p-value for the Von Nueumann Lag-1 Test Statistic:

        Normal.stdNormalComplementaryCDF(getVonNeumannLag1TestStatistic());

        Returns:
        the p-value
      • getNumberMissing

        double getNumberMissing()
        When a data point having the value of (Double.NaN, Double.POSITIVE_INFINITY, Double.NEGATIVE_INFINITY) are presented it is excluded from the summary statistics and the number of missing points is noted. This method reports the number of missing points that occurred during the collection
        Returns:
        the number missing
      • getLeadingDigitRule

        int getLeadingDigitRule​(double a)
        Computes the right most meaningful digit according to (int)Math.floor(Math.log10(a*getStandardError())) See doi 10.1287.opre.1080.0529 by Song and Schmeiser
        Parameters:
        a - the std error multiplier
        Returns:
        the meaningful digit
      • toString

        java.lang.String toString()
        Returns a String representation of the Statistic
        Overrides:
        toString in class java.lang.Object
        Returns:
        A String with basic summary statistics
      • getStatistics

        default double[] getStatistics()
        Fills up an array with the statistics defined by this interface statistics[0] = getCount() statistics[1] = getAverage() statistics[2] = getStandardDeviation() statistics[3] = getStandardError() statistics[4] = getHalfWidth() statistics[5] = getConfidenceLevel() statistics[6] = getMin() statistics[7] = getMax() statistics[8] = getSum() statistics[9] = getVariance() statistics[10] = getDeviationSumOfSquares() statistics[11] = getLastValue() statistics[12] = getKurtosis() statistics[13] = getSkewness() statistics[14] = getLag1Covariance() statistics[15] = getLag1Correlation() statistics[16] = getVonNeumannLag1TestStatistic() statistics[17] = getNumberMissing()
        Returns:
        an array of values
      • getCSVStatistic

        default java.lang.String getCSVStatistic()
        Specified by:
        getCSVStatistic in interface GetCSVStatisticIfc
        Returns:
        the CSV string for the values of the statistics
      • getCSVValues

        default java.util.List<java.lang.String> getCSVValues()
        Returns the values of all the statistics as a list of strings The name is the first string
        Returns:
        the values of all the statistics as a list of strings
      • getCSVHeader

        default java.util.List<java.lang.String> getCSVHeader()
        Gets the CSV header values as a list of strings
        Returns:
        the CSV header values as a list of strings
      • getStatisticsAsMap

        default java.util.Map<java.lang.String,​java.lang.Double> getStatisticsAsMap()
        Fills the map with the values of the statistics. Key is statistic label and value is the value of the statistic. The keys are: "Count" "Average" "Standard Deviation" "Standard Error" "Half-width" "Confidence Level" "Minimum" "Maximum" "Sum" "Variance" "Deviation Sum of Squares" "Last value collected" "Kurtosis" "Skewness" "Lag 1 Covariance" "Lag 1 Correlation" "Von Neumann Lag 1 Test Statistic" "Number of missing observations"