Package dev.frostlake.functions.aggregate

Class WelfordMoments

java.lang.Object
dev.frostlake.functions.aggregate.WelfordMoments
public final class WelfordMoments extends Object
The running count, mean and sum of squared deviations of a double series — Welford's update, merged with Chan's formula — which the variance family uses over EXACT inputs. Those answers are presented at a declared scale, which a double carrying the running mean reaches without the cancellation a sum of squares suffers: live, VARIANCE over the NUMBERs 100000000, 100000001 and 100000002 is 1.000000.

Over FLOATs the account reads sums instead, digit for digit — see SquaredSumMoments.

  • Constructor Details

    • WelfordMoments

      public WelfordMoments()

  • Method Details

    • add

      public void add(double value)
      Fold one value in.

    • merge

      public void merge(WelfordMoments other)
      Fold another series' moments in (Chan's parallel form).

    • count

      public long count()

    • sampleVariance

      public double sampleVariance()
      The sample variance (denominator n - 1); the caller checks there are two rows at least.

    • populationVariance

      public double populationVariance()
      The population variance (denominator n); the caller checks there is a row at least.

    • reset

      public void reset()