AnovaVarianceCollector.java

package umontreal.ssj.mcqmctools.anova;
 
import umontreal.ssj.stat.list.ListOfTallies;
import umontreal.ssj.stat.Tally;
 
import java.util.*;

public class AnovaVarianceCollector extends ListOfTallies<PartialVariance> {
 
   protected List<AnovaObserver> observers;
   protected Tally meanCorrection;
   protected Tally totalVar;
   protected boolean sorted;

   public AnovaVarianceCollector(Iterable<CoordinateSet> coordSets) {
 
      sorted = false;
      totalVar = new Tally("Total variance");
      meanCorrection = new Tally("Correction to the mean");
 
      for (CoordinateSet cs : coordSets)
         add(new PartialVariance(cs, totalVar));
 
      observers = new ArrayList<AnovaObserver>();
   }

   public void addObserver(AnovaObserver observer) {
      observers.add(observer);
   }

   @Override
   public void init() {
      super.init();
      meanCorrection.init();
      totalVar.init();
   }

   @Override
   public void add(double[] vars) {
      if (sorted)
         throw new IllegalStateException("AnovaVarianceCollector cannot collect data once sorted");
      for (int i = 0; i < size(); i++)
         get(i).add(vars[i]);
      meanCorrection.add(vars[size()]);
      totalVar.add(vars[size() + 1]);
 
      // notify observers
      for (AnovaObserver obs : observers)
         obs.anovaUpdated(this);
   }

   public void sort() {
      Collections.sort(this, Collections.reverseOrder());
      sorted = true;
   }

   public Tally getMeanCorrection() {
      return meanCorrection;
   }

   public Tally getTotalVariance() {
      return totalVar;
   }

   public double getVarianceForOrder(int order) {
      double sum = 0;
      for (PartialVariance c : this)
         if (c.getCoordinates().cardinality() == order)
            sum += c.average();
      return sum;
   }

   public double getVarianceFractionForOrder(int order) {
      double sum = 0;
      for (PartialVariance c : this)
         if (c.getCoordinates().cardinality() == order)
            sum += c.sensitivityIndex();
      return sum;
   }

   public double getTotalVarianceForCoordinate(CoordinateSet coords) {
      for (PartialVariance c : this)
         if (c.getCoordinates().equals(coords))
            return c.average();
      return -1;
   }

   public double getTotalVarianceForCoordinate(int coord) {
      double sum = 0;
      for (PartialVariance c : this)
         if (c.getCoordinates().contains(coord))
            sum += c.average();
      return sum;
   }

   public int getMaxOrder() {
      int x = 0;
      for (PartialVariance c : this)
         x = Math.max(x, c.getCoordinates().cardinality());
      return x;
   }

   @Override
   public String toString() {
      String s = "ANOVA Collector";
      s += String.format(" [maxOrder=%d]", getMaxOrder());
      return s;
   }

   public String report() {
 
      String report = "";
 
      report += String.format("%30s: %9.4g", "Correction to mean", getMeanCorrection().average());
      if (getMeanCorrection().numberObs() > 1) {
         double dvar = Math.sqrt(getMeanCorrection().variance() / getMeanCorrection().numberObs());
         report += String.format(" ± %.2g", dvar);
      }
 
      report += umontreal.ssj.util.PrintfFormat.NEWLINE;
      report += String.format("%30s: %9.4g", "Total variance", getTotalVariance().average());
      if (getTotalVariance().numberObs() > 1) {
         double dvar = Math.sqrt(getTotalVariance().variance() / getTotalVariance().numberObs());
         report += String.format(" ± %.2g", dvar);
      }
 
      report += umontreal.ssj.util.PrintfFormat.NEWLINE;
 
      report += umontreal.ssj.util.PrintfFormat.NEWLINE;
 
      for (PartialVariance c : this)
         report += c + umontreal.ssj.util.PrintfFormat.NEWLINE;
 
      for (int i = 1; i <= getMaxOrder(); i++)
         report += umontreal.ssj.util.PrintfFormat.NEWLINE + String.format("%30s: %9.4g  (%.4g %%)",
               String.format("order %d", i), getVarianceForOrder(i), getVarianceFractionForOrder(i) * 100);
 
      return report;
   }
 
}