net.sf.jagg
Class CovarianceAggregator

java.lang.Object
  net.sf.jagg.Aggregator
      net.sf.jagg.TwoPropAggregator
          net.sf.jagg.AbstractCovarianceAggregator
              net.sf.jagg.CovarianceAggregator

public class CovarianceAggregator
extends AbstractCovarianceAggregator

This class represents the "sample covariance" aggregator over two sets of numeric values.

Since:

0.1.0

Author:

Randy Gettman

Field Summary

Fields inherited from class net.sf.jagg.AbstractCovarianceAggregator

myCount, mySum1, mySum2, myVarNumerator

Fields inherited from class net.sf.jagg.Aggregator

PROP_SELF

Constructor Summary

CovarianceAggregator(java.lang.String properties)
Constructs a CovarianceAggregator on the specified properties, in the format: property, property2.

CovarianceAggregator(java.lang.String property, java.lang.String property2)
Constructs a CovarianceAggregator that operates on the specified properties.

Method Summary

CovarianceAggregator	replicate() Returns an uninitialized copy of this Aggregator object, with the same property(ies) to analyze.
java.lang.Double	terminate() Return the sample covariance by dividing the variance numerator by (n - 1), where n is the number of non-null pairs of numbers present in the aggregation.
DoubleDouble	terminateDoubleDouble() Return the result as a DoubleDouble.

Methods inherited from class net.sf.jagg.AbstractCovarianceAggregator

init, iterate, merge

Methods inherited from class net.sf.jagg.TwoPropAggregator

getProperty2, setProperty, toString

Methods inherited from class net.sf.jagg.Aggregator

equals, getAggregator, getAggregator, getProperty, getValueFromProperty, hashCode, isInUse, setInUse

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Constructor Detail

CovarianceAggregator

public CovarianceAggregator(java.lang.String properties)

Constructs a CovarianceAggregator on the specified properties, in the format: property, property2.

Parameters:

properties - A specification string in the format: property, property2.

CovarianceAggregator

public CovarianceAggregator(java.lang.String property,
                            java.lang.String property2)

Constructs a CovarianceAggregator that operates on the specified properties.

Parameters:

property - Determine the covariance of this property with the other.

property2 - Determine the covariance of this property with the other.

Method Detail

replicate

public CovarianceAggregator replicate()

Returns an uninitialized copy of this Aggregator object, with the same property(ies) to analyze.

Specified by:

replicate in class Aggregator

Returns:

An uninitialized copy of this Aggregator object.

terminate

public java.lang.Double terminate()

Return the sample covariance by dividing the variance numerator by (n - 1), where n is the number of non-null pairs of numbers present in the aggregation.

Specified by:

terminate in class Aggregator

Returns:

The sample covariance as a Double, NaN if no values have been accumulated, or 0 if exactly one value has been accumulated.

terminateDoubleDouble

public DoubleDouble terminateDoubleDouble()

Return the result as a DoubleDouble. This is used mainly when other Aggregators that use this result must maintain a high precision.

Overrides:

terminateDoubleDouble in class Aggregator

Returns:

The sample covariance as a DoubleDouble, NaN if no values have been accumulated, or 0 if exactly one value has been accumulated.

Since:

0.4.0

See Also:

DoubleDouble