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java.lang.Objectorg.apache.commons.math3.stat.descriptive.AbstractUnivariateStatistic
org.apache.commons.math3.stat.descriptive.rank.Percentile
public class Percentile
Provides percentile computation.
There are several commonly used methods for estimating percentiles (a.k.a. quantiles) based on sample data. For large samples, the different methods agree closely, but when sample sizes are small, different methods will give significantly different results. The algorithm implemented here works as follows:
n be the length of the (sorted) array and
0 < p <= 100 be the desired percentile. n = 1 return the unique array element (regardless of
the value of p); otherwise pos = p * (n + 1) / 100 and the difference, d
between pos and floor(pos) (i.e. the fractional
part of pos).pos < 1 return the smallest element in the array.pos >= n return the largest element in the array.lower be the element in position
floor(pos) in the array and let upper be the
next element in the array. Return lower + d * (upper - lower)
To compute percentiles, the data must be at least partially ordered. Input
arrays are copied and recursively partitioned using an ordering definition.
The ordering used by Arrays.sort(double[]) is the one determined
by Double.compareTo(Double). This ordering makes
Double.NaN larger than any other value (including
Double.POSITIVE_INFINITY). Therefore, for example, the median
(50th percentile) of
{0, 1, 2, 3, 4, Double.NaN} evaluates to 2.5.
Since percentile estimation usually involves interpolation between array
elements, arrays containing NaN or infinite values will often
result in NaN or infinite values returned.
Since 2.2, Percentile uses only selection instead of complete sorting
and caches selection algorithm state between calls to the various
evaluate methods. This greatly improves efficiency, both for a single
percentile and multiple percentile computations. To maximize performance when
multiple percentiles are computed based on the same data, users should set the
data array once using either one of the evaluate(double[], double) or
setData(double[]) methods and thereafter evaluate(double)
with just the percentile provided.
Note that this implementation is not synchronized. If
multiple threads access an instance of this class concurrently, and at least
one of the threads invokes the increment() or
clear() method, it must be synchronized externally.
| Constructor Summary | |
|---|---|
Percentile()
Constructs a Percentile with a default quantile value of 50.0. |
|
Percentile(double p)
Constructs a Percentile with the specific quantile value. |
|
Percentile(Percentile original)
Copy constructor, creates a new Percentile identical
to the original |
|
| Method Summary | |
|---|---|
Percentile |
copy()
Returns a copy of the statistic with the same internal state. |
static void |
copy(Percentile source,
Percentile dest)
Copies source to dest. |
double |
evaluate(double p)
Returns the result of evaluating the statistic over the stored data. |
double |
evaluate(double[] values,
double p)
Returns an estimate of the pth percentile of the values
in the values array. |
double |
evaluate(double[] values,
int start,
int length)
Returns an estimate of the quantileth percentile of the
designated values in the values array. |
double |
evaluate(double[] values,
int begin,
int length,
double p)
Returns an estimate of the pth percentile of the values
in the values array, starting with the element in (0-based)
position begin in the array and including length
values. |
double |
getQuantile()
Returns the value of the quantile field (determines what percentile is computed when evaluate() is called with no quantile argument). |
void |
setData(double[] values)
Set the data array. |
void |
setData(double[] values,
int begin,
int length)
Set the data array. |
void |
setQuantile(double p)
Sets the value of the quantile field (determines what percentile is computed when evaluate() is called with no quantile argument). |
| Methods inherited from class org.apache.commons.math3.stat.descriptive.AbstractUnivariateStatistic |
|---|
evaluate, evaluate, getData, getDataRef, test, test, test, test |
| Methods inherited from class java.lang.Object |
|---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
| Constructor Detail |
|---|
public Percentile()
public Percentile(double p)
throws MathIllegalArgumentException
p - the quantile
MathIllegalArgumentException - if p is not greater than 0 and less
than or equal to 100
public Percentile(Percentile original)
throws NullArgumentException
Percentile identical
to the original
original - the Percentile instance to copy
NullArgumentException - if original is null| Method Detail |
|---|
public void setData(double[] values)
The stored value is a copy of the parameter array, not the array itself.
setData in class AbstractUnivariateStatisticvalues - data array to store (may be null to remove stored data)AbstractUnivariateStatistic.evaluate()
public void setData(double[] values,
int begin,
int length)
throws MathIllegalArgumentException
setData in class AbstractUnivariateStatisticvalues - data array to storebegin - the index of the first element to includelength - the number of elements to include
MathIllegalArgumentException - if values is null or the indices
are not validAbstractUnivariateStatistic.evaluate()
public double evaluate(double p)
throws MathIllegalArgumentException
The stored array is the one which was set by previous calls to
setData(double[])
p - the percentile value to compute
MathIllegalArgumentException - if p is not a valid quantile value
(p must be greater than 0 and less than or equal to 100)
public double evaluate(double[] values,
double p)
throws MathIllegalArgumentException
pth percentile of the values
in the values array.
Calls to this method do not modify the internal quantile
state of this statistic.
Double.NaN if values has length
0p) values[0]
if values has length 1MathIllegalArgumentException if values
is null or p is not a valid quantile value (p must be greater than 0
and less than or equal to 100)
See Percentile for a description of the percentile estimation
algorithm used.
values - input array of valuesp - the percentile value to compute
MathIllegalArgumentException - if values is null
or p is invalid
public double evaluate(double[] values,
int start,
int length)
throws MathIllegalArgumentException
quantileth percentile of the
designated values in the values array. The quantile
estimated is determined by the quantile property.
Double.NaN if length = 0quantile)
values[begin] if length = 1 MathIllegalArgumentException if values
is null, or start or length is invalid
See Percentile for a description of the percentile estimation
algorithm used.
evaluate in interface UnivariateStatisticevaluate in interface MathArrays.Functionevaluate in class AbstractUnivariateStatisticvalues - the input arraystart - index of the first array element to includelength - the number of elements to include
MathIllegalArgumentException - if the parameters are not valid
public double evaluate(double[] values,
int begin,
int length,
double p)
throws MathIllegalArgumentException
pth percentile of the values
in the values array, starting with the element in (0-based)
position begin in the array and including length
values.
Calls to this method do not modify the internal quantile
state of this statistic.
Double.NaN if length = 0p) values[begin]
if length = 1 MathIllegalArgumentException if values
is null , begin or length is invalid, or
p is not a valid quantile value (p must be greater than 0
and less than or equal to 100)
See Percentile for a description of the percentile estimation
algorithm used.
values - array of input valuesp - the percentile to computebegin - the first (0-based) element to include in the computationlength - the number of array elements to include
MathIllegalArgumentException - if the parameters are not valid or the
input array is nullpublic double getQuantile()
public void setQuantile(double p)
throws MathIllegalArgumentException
p - a value between 0 < p <= 100
MathIllegalArgumentException - if p is not greater than 0 and less
than or equal to 100public Percentile copy()
copy in interface UnivariateStatisticcopy in class AbstractUnivariateStatistic
public static void copy(Percentile source,
Percentile dest)
throws NullArgumentException
Neither source nor dest can be null.
source - Percentile to copydest - Percentile to copy to
NullArgumentException - if either source or dest is null
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