Statistic
The StatisticIfc interface presents a read-only view of a Statistic
Inheritors
Properties
Fills up an array with the statistics defined by this interface statistics0 = getCount() statistics1 = getAverage() statistics2 = getStandardDeviation() statistics3 = getStandardError() statistics4 = getHalfWidth() statistics5 = getConfidenceLevel() statistics6 = getMin() statistics7 = getMax() statistics8 = getSum() statistics9 = getVariance() statistics10 = getDeviationSumOfSquares() statistics11 = getLastValue() statistics12 = getKurtosis() statistics13 = getSkewness() statistics14 = getLag1Covariance() statistics15 = getLag1Correlation() statistics16 = getVonNeumannLag1TestStatistic() statistics17 = getNumberMissing()
A confidence interval for the mean based on the confidence level
Gets the confidence level. The default is given by Statistic.DEFAULT_CONFIDENCE_LEVEL = 0.95, which is a 95% confidence level
The header string for the CVS representation
Gets the sum of squares of the deviations from the average This is the numerator in the classic sample variance formula
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
Counts the number of observations that were negative, strictly less than zero.
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
Counts the number of observations that were positive, strictly greater than zero.
Returns the relative error: getStandardError() / getAverage()
Returns the relative width of the default confidence interval: 2.0 * getHalfWidth() / getAverage()
Gets the sample standard deviation of the observations. Simply the square root of variance
Gets the standard error of the observations. Simply the generate standard deviation divided by the square root of the number of observations
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" "Lower Limit" "Upper Limit" "Minimum" "Maximum" "Sum" "Variance" "Deviation Sum of Squares" "Kurtosis" "Skewness" "Lag 1 Covariance" "Lag 1 Correlation" "Von Neumann Lag 1 Test Statistic" "Number of missing observations"
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 the asymptotic p-value for the Von Nueumann Lag-1 Test Statistic:
Functions
A confidence interval for the mean based on the confidence level
Return a copy of the information as an instance of a statistic
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
Returns the relative width of the level of the confidence interval: 2.0 * getHalfWidth(level) / getAverage()
Returns a data class holding the statistical data with the confidence interval specified by the given level.
Returns a data class holding the statistical data with the confidence interval specified by the given level. The class is suitable for inserting into a database table.
Converts a statistic to a data frame with two columns. The first column holds the names of the statistics and the second column holds the values. The valueLabel can be used to provide a column name for the value columns. By default, it is "Value".