A subclass of StatProbe. More...
Public Member Functions | |
Tally () | |
Constructs a new unnamed Tally statistical probe. | |
Tally (String name) | |
Constructs a new Tally statistical probe with name name . More... | |
void | init () |
void | add (double x) |
Gives a new observation x to the statistical collector. More... | |
int | numberObs () |
Returns the number of observations given to this probe since its last initialization. More... | |
double | sum () |
double | average () |
Returns the average value of the observations since the last initialization. | |
double | variance () |
Returns the sample variance of the observations since the last initialization. More... | |
double | standardDeviation () |
Returns the sample standard deviation of the observations since the last initialization. More... | |
void | confidenceIntervalNormal (double level, double[] centerAndRadius) |
Computes a confidence interval on the mean. More... | |
void | confidenceIntervalStudent (double level, double[] centerAndRadius) |
Computes a confidence interval on the mean. More... | |
String | formatCINormal (double level, int d) |
Similar to confidenceIntervalNormal. More... | |
String | formatCINormal (double level) |
Equivalent to formatCINormal (level, 3) . More... | |
String | formatCIStudent (double level, int d) |
Similar to confidenceIntervalStudent. More... | |
String | formatCIStudent (double level) |
Equivalent to formatCIStudent (level, 3) . More... | |
void | confidenceIntervalVarianceChi2 (double level, double[] interval) |
Computes a confidence interval on the variance. More... | |
String | formatCIVarianceChi2 (double level, int d) |
Similar to confidenceIntervalVarianceChi2. More... | |
String | report () |
Returns a formatted string that contains a report on this probe. More... | |
String | report (double level, int d) |
Returns a formatted string that contains a report on this probe with a confidence interval level level using \(d\) fractional decimal digits. More... | |
String | shortReportHeader () |
String | shortReport () |
Formats and returns a short statistical report for this tally. More... | |
String | reportAndCIStudent (double level, int d) |
Returns a formatted string that contains a report on this probe (as in report ), followed by a confidence interval (as in formatCIStudent ), using \(d\) fractional decimal digits. More... | |
String | reportAndCIStudent (double level) |
Same as reportAndCIStudent(level, 3). More... | |
double | getConfidenceLevel () |
Returns the level of confidence for the intervals on the mean displayed in reports. More... | |
void | setConfidenceLevel (double level) |
Sets the level of confidence for the intervals on the mean displayed in reports. More... | |
void | setConfidenceIntervalNone () |
Indicates that no confidence interval needs to be printed in reports formatted by report, and shortReport. More... | |
void | setConfidenceIntervalNormal () |
Indicates that a confidence interval on the true mean, based on the central limit theorem, needs to be included in reports formatted by report and shortReport. More... | |
void | setConfidenceIntervalStudent () |
Indicates that a confidence interval on the true mean, based on the normality assumption, needs to be included in reports formatted by report and shortReport. More... | |
void | setShowNumberObs (boolean showNumObs) |
Determines if the number of observations must be displayed in reports. More... | |
Tally | clone () |
Clones this object. | |
Public Member Functions inherited from StatProbe | |
abstract void | init () |
Initializes the statistical collector. | |
void | setName (String name) |
Sets the name of this statistical collector to name . | |
String | getName () |
Returns the name associated with this probe, or null if no name was specified upon construction. More... | |
double | min () |
Returns the smallest value taken by the variable since the last initialization of this probe. More... | |
double | max () |
Returns the largest value taken by the variable since the last initialization of this probe. More... | |
double | sum () |
Returns the sum cumulated so far for this probe. More... | |
abstract double | average () |
Returns the average for this collector. More... | |
abstract String | report () |
Returns a string containing a report for this statistical collector. More... | |
abstract String | shortReport () |
Formats and returns a short, one-line report about this statistical probe. More... | |
abstract String | shortReportHeader () |
Returns a string containing the name of the values returned in the report strings. More... | |
boolean | isBroadcasting () |
Determines if this statistical probe is broadcasting observations to registered observers. More... | |
void | setBroadcasting (boolean b) |
Instructs the probe to turn its broadcasting ON or OFF. More... | |
boolean | isCollecting () |
Determines if this statistical probe is collecting values. More... | |
void | setCollecting (boolean b) |
Turns ON or OFF the collection of statistical observations. More... | |
void | addObservationListener (ObservationListener l) |
Adds the observation listener l to the list of observers of this statistical probe. More... | |
void | removeObservationListener (ObservationListener l) |
Removes the observation listener l from the list of observers of this statistical probe. More... | |
void | clearObservationListeners () |
Removes all observation listeners from the list of observers of this statistical probe. | |
void | notifyListeners (double x) |
Notifies the observation x to all registered observers if broadcasting is ON. More... | |
StatProbe | clone () throws CloneNotSupportedException |
Protected Attributes | |
CIType | confidenceInterval = CIType.CI_NONE |
double | level = 0.95 |
int | digits = 3 |
Protected Attributes inherited from StatProbe | |
String | name |
double | maxValue |
double | minValue |
double | sumValue |
boolean | collect = true |
boolean | broadcast = false |
boolean | showNobs = true |
Additional Inherited Members | |
Static Public Member Functions inherited from StatProbe | |
static String | report (String globalName, StatProbe[] probes) |
Formats short reports for each statistical probe in the array probes while aligning the probes’ names. More... | |
static String | report (String globalName, Iterable<?extends StatProbe > probes) |
Equivalent to report(String,StatProbe[]), except that probes is an Iterable object instead of an array. More... | |
A subclass of StatProbe.
This type of statistical collector takes a sequence of real-valued observations \(X_1,X_2,X_3,…\) and can return the average, the variance, a confidence interval for the theoretical mean, etc. Each call to add provides a new observation. When the broadcasting to observers is activated, the method add will also pass this new information to its registered observers. This type of collector does not memorize the individual observations, but only their number, sum, sum of squares, maximum, and minimum. The subclass TallyStore offers a collector that memorizes the observations.
Tally | ( | String | name | ) |
Constructs a new Tally
statistical probe with name name
.
name | name of the tally |
void add | ( | double | x | ) |
Gives a new observation x
to the statistical collector.
If broadcasting to observers is activated for this object, this method also transmits the new information to the registered observers by invoking the method notifyListeners.
x | observation being added to this tally |
void confidenceIntervalNormal | ( | double | level, |
double[] | centerAndRadius | ||
) |
Computes a confidence interval on the mean.
Returns, in elements 0 and 1 of the array object centerAndRadius[]
, the center and half-length (radius) of a confidence interval on the true mean of the random variable \(X\), with confidence level level
, assuming that the \(n\) observations given to this collector are independent and identically distributed (i.i.d.) copies of \(X\), and that \(n\) is large enough for the central limit theorem to hold. This confidence interval is computed based on the statistic
\[ Z = {\bar{X}_n - \mu\over{S_{n,x}/\sqrt{n}}} \]
where \(n\) is the number of observations given to this collector since its last initialization, \(\bar{X}_n =\) average()
is the average of these observations, \(S_{n,x} =\) standardDeviation()
is the empirical standard deviation. Under the assumption that the observations of \(X\) are i.i.d. and \(n\) is large, \(Z\) has the standard normal distribution. The confidence interval given by this method is valid only if this assumption is approximately verified.
level | desired probability that the (random) confidence interval covers the true mean (a constant) |
centerAndRadius | array of size 2 in which are returned the center and radius of the confidence interval, respectively |
void confidenceIntervalStudent | ( | double | level, |
double[] | centerAndRadius | ||
) |
Computes a confidence interval on the mean.
Returns, in elements 0 and 1 of the array object centerAndRadius[]
, the center and half-length (radius) of a confidence interval on the true mean of the random variable \(X\), with confidence level level
, assuming that the observations given to this collector are independent and identically distributed (i.i.d.) copies of \(X\), and that \(X\) has the normal distribution. This confidence interval is computed based on the statistic
\[ T = {\bar{X}_n - \mu\over{S_{n,x}/\sqrt{n}}} \]
where \(n\) is the number of observations given to this collector since its last initialization, \(\bar{X}_n =\) average()
is the average of these observations, \(S_{n,x} =\) standardDeviation()
is the empirical standard deviation. Under the assumption that the observations of \(X\) are i.i.d. and normally distributed, \(T\) has the Student distribution with \(n-1\) degrees of freedom. The confidence interval given by this method is valid only if this assumption is approximately verified, or if \(n\) is large enough so that \(\bar{X}_n\) is approximately normally distributed.
level | desired probability that the (random) confidence interval covers the true mean (a constant) |
centerAndRadius | array of size 2 in which are returned the center and radius of the confidence interval, respectively |
void confidenceIntervalVarianceChi2 | ( | double | level, |
double[] | interval | ||
) |
Computes a confidence interval on the variance.
Returns, in elements 0 and 1 of array interval
, the left and right boundaries \([I_1,I_2]\) of a confidence interval on the true variance \(\sigma^2\) of the random variable \(X\), with confidence level level
, assuming that the observations given to this collector are independent and identically distributed (i.i.d.) copies of \(X\), and that \(X\) has the normal distribution. This confidence interval is computed based on the statistic \( \chi^2_{n-1} = (n-1)S^2_n/\sigma^2 \) where \(n\) is the number of observations given to this collector since its last initialization, and \(S^2_n =\) variance()
is the empirical variance of these observations. Under the assumption that the observations of \(X\) are i.i.d. and normally distributed, \(\chi^2_{n-1}\) has the chi-square distribution with \(n-1\) degrees of freedom. Given the level
\( = 1 - \alpha\), one has \(P[\chi^2_{n-1} < x_1] = P[\chi^2_{n-1} > x_2] = \alpha/2\) and \([I_1,I_2] = [(n-1)S^2_n/x_2,\; (n-1)S^2_n/x_1]\).
level | desired probability that the (random) confidence interval covers the true mean (a constant) |
interval | array of size 2 in which are returned the left and right boundaries of the confidence interval, respectively |
String formatCINormal | ( | double | level, |
int | d | ||
) |
Similar to confidenceIntervalNormal.
Returns the confidence interval in a formatted string of the form
95% confidence interval for mean (normal): (32.431, 32.487)
",using \(d\) fractional decimal digits.
level | desired probability that the (random) confidence interval covers the true mean (a constant) |
d | number of fractional decimal digits |
String formatCINormal | ( | double | level | ) |
Equivalent to formatCINormal (level, 3)
.
level | desired probability that the (random) confidence interval covers the true mean (a constant) |
String formatCIStudent | ( | double | level, |
int | d | ||
) |
Similar to confidenceIntervalStudent.
Returns the confidence interval in a formatted string of the form
95% confidence interval for mean (student): (32.431, 32.487)
",using \(d\) fractional decimal digits.
level | desired probability that the (random) confidence interval covers the true mean (a constant) |
d | number of fractional decimal digits |
String formatCIStudent | ( | double | level | ) |
Equivalent to formatCIStudent (level, 3)
.
level | desired probability that the (random) confidence interval covers the true mean (a constant) |
String formatCIVarianceChi2 | ( | double | level, |
int | d | ||
) |
Similar to confidenceIntervalVarianceChi2.
Returns the confidence interval in a formatted string of the form
95.0% confidence interval for variance (chi2): ( 510.642, 519.673 )
",using \(d\) fractional decimal digits.
level | desired probability that the (random) confidence interval covers the true variance |
d | number of fractional decimal digits |
double getConfidenceLevel | ( | ) |
Returns the level of confidence for the intervals on the mean displayed in reports.
The default confidence level is 0.95.
int numberObs | ( | ) |
Returns the number of observations given to this probe since its last initialization.
String report | ( | ) |
Returns a formatted string that contains a report on this probe.
String report | ( | double | level, |
int | d | ||
) |
Returns a formatted string that contains a report on this probe with a confidence interval level level
using \(d\) fractional decimal digits.
level | desired probability that the confidence interval covers the true mean |
d | number of fractional decimal digits |
String reportAndCIStudent | ( | double | level, |
int | d | ||
) |
Returns a formatted string that contains a report on this probe (as in report ), followed by a confidence interval (as in formatCIStudent ), using \(d\) fractional decimal digits.
level | desired probability that the (random) confidence interval covers the true mean (a constant) |
d | number of fractional decimal digits |
String reportAndCIStudent | ( | double | level | ) |
Same as reportAndCIStudent(level, 3).
level | desired probability that the (random) confidence interval covers the true mean (a constant) |
void setConfidenceIntervalNone | ( | ) |
Indicates that no confidence interval needs to be printed in reports formatted by report, and shortReport.
This restores the default behavior of the reporting system.
void setConfidenceIntervalNormal | ( | ) |
Indicates that a confidence interval on the true mean, based on the central limit theorem, needs to be included in reports formatted by report and shortReport.
The confidence interval is formatted using formatCINormal.
void setConfidenceIntervalStudent | ( | ) |
Indicates that a confidence interval on the true mean, based on the normality assumption, needs to be included in reports formatted by report and shortReport.
The confidence interval is formatted using formatCIStudent.
void setConfidenceLevel | ( | double | level | ) |
Sets the level of confidence for the intervals on the mean displayed in reports.
level | desired probability that the (random) confidence interval covers the true mean (a constant) |
void setShowNumberObs | ( | boolean | showNumObs | ) |
Determines if the number of observations must be displayed in reports.
By default, the number of observations is displayed.
showNumObs | the value of the indicator. |
String shortReport | ( | ) |
Formats and returns a short statistical report for this tally.
The returned single-line report contains the minimum value, the maximum value, the average, and the standard deviation, in that order, separated by three spaces. If the number of observations is shown in the short report, a column containing the number of observations in this tally is added.
double standardDeviation | ( | ) |
Returns the sample standard deviation of the observations since the last initialization.
This returns Double.NaN
if the tally contains less than two observations.
double variance | ( | ) |
Returns the sample variance of the observations since the last initialization.
This returns Double.NaN
if the tally contains less than two observations.