Class Variance

  • All Implemented Interfaces:
    Statistic

    public class Variance
    extends Object
    implements Statistic
    The variance of a sample is the average squared deviations from the sample mean. It measures the amount of variation the sample values have. That is,
    Var(X) = E[(X - E(X))2]
    This implementation uses Chan's update formula to incrementally compute the new statistic.

    The R equivalent function is var.

    See Also:
    • Constructor Detail

      • Variance

        public Variance()
        Construct an empty Variance calculator.
      • Variance

        public Variance​(double[] data,
                        boolean unbiased)
        Construct a Variance calculator, initialized with a sample.
        Parameters:
        data - a sample
        unbiased - true if the variance calculation uses the unbiased formula
      • Variance

        public Variance​(double[] data)
        Construct an unbiased Variance calculator.
        Parameters:
        data - a sample
      • Variance

        public Variance​(Variance that)
        Copy constructor.
        Parameters:
        that - a Variance calculator
    • Method Detail

      • standardDeviation

        public double standardDeviation()
        Get the standard deviation of the sample, which is the square root of the variance.
        Returns:
        the standard deviation
      • addData

        public void addData​(double... data)
        Description copied from interface: Statistic
        Recompute the statistic with more data, incrementally if possible.
        Specified by:
        addData in interface Statistic
        Parameters:
        data - an array of new items
      • value

        public double value()
        Description copied from interface: Statistic
        Get the value of the statistic.
        Specified by:
        value in interface Statistic
        Returns:
        the statistic
      • mean

        public double mean()
        Get the sample mean.
        Returns:
        the mean
      • N

        public long N()
        Description copied from interface: Statistic
        Get the size of the sample.
        Specified by:
        N in interface Statistic
        Returns:
        the sample size