Cached Histogram
Creates a dynamically configured histogram based on an observed cache. If the amount of data observed is less than cache size and greater than or equal to 2, the returned histogram will be configured on whatever data was available in the cache. Thus, bin settings may change as more data is collected until the cache is full. Once the cache is full the returned histogram is permanently configured based on all data in the cache. The default cache size cacheSize is 512 observations.
Constructors
If the size of the data array is less than the cache size and greater than or equal to 2, the created histogram will be configured based on whatever data was supplied. However, the bins may change if additional data is collected until the cache is full. Once the cache is full, the returned histogram is permanently configured based on the defined cache size cacheSize.
Properties
Returns an array of Bins based on the current state of the histogram
Returns a List of Bins based on the current state of the histogram
Returns a histogram configured with break points based on the cached observed data. If the amount of data observed is less than cache size and greater than or equal to 2, the returned histogram was configured on whatever data was available in the cache. Thus, bin tabulation may change as more data is collected until the cache is full. Then the returned histogram is permanently configured based on all data in the cache.
Gets the sum of squares of the deviations from the average This is the numerator in the classic sample variance formula
The first bin's lower limit
Gets the lag-1 generate correlation of the unweighted observations. Note: See Box, Jenkins, Reinsel, Time Series Analysis, 3rd edition, Prentice-Hall, pg 31
Gets the lag-1 generate covariance of the unweighted observations. Note: See Box, Jenkins, Reinsel, Time Series Analysis, 3rd edition, Prentice-Hall, pg 31
The last bin's upper limit
Counts the number of observations that were negative, strictly less than zero.
The number of observations that fell past the last bin's upper limit
Gets the standard error of the observations. Simply the generate standard deviation divided by the square root of the number of observations
Total number of observations collected including overflow and underflow
The number of observations that fell below the first bin's lower limit
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.
Functions
The bin that x falls in. The bin is a copy. It will not reflect observations collected after this call.
Returns an instance of a Bin for the supplied bin number The bin does not reflect changes to the histogram after this call. May throw IndexOutOfBoundsException
Returns the fraction of the data relative to those tabulated in the bins for the bin number associated with the x
Returns the fraction of the data relative to those tabulated in the bins for the supplied bin number
Return a copy of the information as an instance of a statistic
Returns the cumulative count of all bins up to and including the bin containing the value x
Returns the cumulative count of all the bins up to and including the indicated bin number
Returns the cumulative fraction of the data up to and including the bin containing the value of x
Returns the cumulative fraction of the data up to and including the indicated bin number
Returns the cumulative count of all the data (including underflow and overflow) for all bins up to and including the bin containing x
Returns the cumulative count of all the data (including underflow and overflow) up to and including the indicated bin
Returns the cumulative fraction of all the data up to an including the bin containing the value x, (includes over and under flow)
Returns the cumulative fraction of all the data up to and including the supplied bin (includes over and under flow)
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