ListOfTallies.java

/*
 * Class:        ListOfTallies
 * Description:  List of statistical collectors.
 * Environment:  Java
 * Software:     SSJ 
 * Copyright (C) 2001  Pierre L'Ecuyer and Universite de Montreal
 * Organization: DIRO, Universite de Montreal
 * @author       Éric Buist 
 * @since        2007
 *
 *
 * Licensed 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 umontreal.ssj.stat.list;
 
import cern.colt.matrix.DoubleMatrix2D;
import umontreal.ssj.stat.Tally;
import umontreal.ssj.stat.TallyStore;

public class ListOfTallies<E extends Tally> extends ListOfStatProbes<E> {

   public ListOfTallies() {
      super();
   }

   public ListOfTallies(String name) {
      super(name);
   }

   public static ListOfTallies<Tally> createWithTally(int size) {
      ListOfTallies<Tally> list = new ListOfTallies<Tally>();
      for (int i = 0; i < size; i++)
         list.add(new Tally());
      return list;
   }

   public static ListOfTallies<TallyStore> createWithTallyStore(int size) {
      ListOfTallies<TallyStore> list = new ListOfTallies<TallyStore>();
      for (int i = 0; i < size; i++)
         list.add(new TallyStore());
      return list;
   }

 
   public static ListOfTallies<TallyStore> createWithTallyStore(int size, int t) {
      ListOfTallies<TallyStore> list = new ListOfTallies<TallyStore>();
      for (int i = 0; i < t; i++)
         list.add(new TallyStore(size));
      return list;
   }

   public void add(double[] x) {
      int l = size();
      if (x.length != l)
         throw new IllegalArgumentException("Incompatible array length: given " + x.length + ", required " + l);
      if (collect)
         for (int i = 0; i < l; i++) {
            double v = x[i];
            Tally ta = get(i);
            if (!Double.isNaN(v) && ta != null)
               ta.add(v);
         }
      notifyListeners(x);
   }

   public int numberObs() {
      if (size() == 0)
         return 0;
      Tally t0 = get(0);
      return t0 == null ? 0 : t0.numberObs();
   }

   public boolean areAllNumberObsEqual() {
      final int l = size();
      int n = numberObs();
      for (int i = 1; i < l; i++) {
         Tally t = get(i);
         if (t.numberObs() != n)
            return false;
      }
      return true;
   }

   public void average(double[] r) {
      final int l = size();
      for (int i = 0; i < l; i++) {
         // Manual check to avoid repetitive logs when all tallies
         // have 0 observation.
         Tally ta = get(i);
         double v = ta == null || ta.numberObs() == 0 ? Double.NaN : ta.average();
         r[i] = v;
      }
   }

   public void variance(double[] v) {
      if (size() != v.length)
         throw new IllegalArgumentException("Invalid length of given array");
      for (int i = 0; i < v.length; i++) {
         Tally tally = get(i);
         if (tally == null || tally.numberObs() < 2)
            v[i] = Double.NaN;
         else
            v[i] = tally.variance();
      }
   }

   public void standardDeviation(double[] std) {
      if (size() != std.length)
         throw new IllegalArgumentException("Invalid length of given array");
      for (int i = 0; i < std.length; i++) {
         Tally tally = get(i);
         if (tally == null || tally.numberObs() < 2)
            std[i] = Double.NaN;
         else
            std[i] = tally.standardDeviation();
      }
   }

   public double covariance(int i, int j) {
      if (i == j)
         return get(i).variance();
 
      TallyStore tallyi = (TallyStore) get(i);
      TallyStore tallyj = (TallyStore) get(j);
      return tallyi.covariance(tallyj);
   }

   public double correlation(int i, int j) {
      if (i == j)
         return 1.0;
      double cov = covariance(i, j);
      Tally tallyi = get(i);
      Tally tallyj = get(j);
      if (tallyi == null || tallyj == null)
         return Double.NaN;
      return cov / Math.sqrt(tallyi.variance() * tallyj.variance());
   }

   public void covariance(DoubleMatrix2D c) {
      int l = size();
      if (c.rows() != l)
         throw new IllegalArgumentException("Invalid number of rows in covariance matrix");
      if (c.columns() != l)
         throw new IllegalArgumentException("Invalid number of columns in covariance matrix");
      for (int i1 = 0; i1 < l; i1++)
         c.setQuick(i1, i1, get(i1).variance());
      for (int i1 = 0; i1 < l - 1; i1++)
         for (int i2 = i1 + 1; i2 < l; i2++) {
            double cov = covariance(i1, i2);
            c.setQuick(i1, i2, cov);
            c.setQuick(i2, i1, cov);
         }
   }

   public void correlation(DoubleMatrix2D c) {
      int l = size();
      if (c.rows() != l)
         throw new IllegalArgumentException("Invalid number of rows in correlation matrix");
      if (c.columns() != l)
         throw new IllegalArgumentException("Invalid number of columns in correlation matrix");
      for (int i1 = 0; i1 < l; i1++)
         c.setQuick(i1, i1, 1.0);
      for (int i1 = 0; i1 < l - 1; i1++)
         for (int i2 = i1 + 1; i2 < l; i2++) {
            double cor = correlation(i1, i2);
            c.setQuick(i1, i2, cor);
            c.setQuick(i2, i1, cor);
         }
   }

   public ListOfTallies<E> clone() {
      return (ListOfTallies<E>) super.clone();
   }
}