/**
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.mahout.clustering;
import org.apache.mahout.math.Vector;
import org.apache.mahout.math.function.SquareRootFunction;
/**
* An online Gaussian accumulator that uses a running power sums approach as reported
* on http://en.wikipedia.org/wiki/Standard_deviation
* Suffers from overflow, underflow and roundoff error but has minimal observe-time overhead
*/
public class RunningSumsGaussianAccumulator implements GaussianAccumulator {
private double s0;
private Vector s1;
private Vector s2;
private Vector mean;
private Vector std;
@Override
public double getN() {
return s0;
}
@Override
public Vector getMean() {
return mean;
}
@Override
public Vector getStd() {
return std;
}
@Override
public double getAverageStd() {
if (s0 == 0.0) {
return 0.0;
} else {
return std.zSum() / std.size();
}
}
@Override
public Vector getVariance() {
return std.times(std);
}
@Override
public void observe(Vector x, double weight) {
s0 += weight;
Vector weightedX = x.times(weight);
if (s1 == null) {
s1 = weightedX;
} else {
weightedX.addTo(s1);
}
Vector x2 = x.times(x).times(weight);
if (s2 == null) {
s2 = x2;
} else {
x2.addTo(s2);
}
}
@Override
public void compute() {
if (s0 != 0.0) {
mean = s1.divide(s0);
std = s2.times(s0).minus(s1.times(s1)).assign(new SquareRootFunction()).divide(s0);
}
}
}