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java.lang.Objectorg.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic
org.apache.commons.math.stat.descriptive.rank.Percentile
public class Percentile
Provides percentile computation.
There are several commonly used methods for estimating percentiles (a.k.a. quantiles) based on sample data. For large samples, the different methods agree closely, but when sample sizes are small, different methods will give significantly different results. The algorithm implemented here works as follows:
n be the length of the (sorted) array and
0 < p <= 100 be the desired percentile. n = 1 return the unique array element (regardless of
the value of p); otherwise pos = p * (n + 1) / 100 and the difference, d
between pos and floor(pos) (i.e. the fractional
part of pos). If pos >= n return the largest
element in the array; otherwiselower be the element in position
floor(pos) in the array and let upper be the
next element in the array. Return lower + d * (upper - lower)
To compute percentiles, the data must be (totally) ordered. Input arrays
are copied and then sorted using Arrays.sort(double[]).
The ordering used by Arrays.sort(double[]) is the one determined
by Double.compareTo(Double). This ordering makes
Double.NaN larger than any other value (including
Double.POSITIVE_INFINITY). Therefore, for example, the median
(50th percentile) of
{0, 1, 2, 3, 4, Double.NaN} evaluates to 2.5.
Since percentile estimation usually involves interpolation between array
elements, arrays containing NaN or infinite values will often
result in NaN or infinite values returned.
Note that this implementation is not synchronized. If
multiple threads access an instance of this class concurrently, and at least
one of the threads invokes the increment() or
clear() method, it must be synchronized externally.
| Constructor Summary | |
|---|---|
Percentile()
Constructs a Percentile with a default quantile value of 50.0. |
|
Percentile(double p)
Constructs a Percentile with the specific quantile value. |
|
Percentile(Percentile original)
Copy constructor, creates a new Percentile identical
to the original |
|
| Method Summary | |
|---|---|
Percentile |
copy()
Returns a copy of the statistic with the same internal state. |
static void |
copy(Percentile source,
Percentile dest)
Copies source to dest. |
double |
evaluate(double[] values,
double p)
Returns an estimate of the pth percentile of the values
in the values array. |
double |
evaluate(double[] values,
int start,
int length)
Returns an estimate of the quantileth percentile of the
designated values in the values array. |
double |
evaluate(double[] values,
int begin,
int length,
double p)
Returns an estimate of the pth percentile of the values
in the values array, starting with the element in (0-based)
position begin in the array and including length
values. |
double |
getQuantile()
Returns the value of the quantile field (determines what percentile is computed when evaluate() is called with no quantile argument). |
void |
setQuantile(double p)
Sets the value of the quantile field (determines what percentile is computed when evaluate() is called with no quantile argument). |
| Methods inherited from class org.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic |
|---|
evaluate, test, test |
| Methods inherited from class java.lang.Object |
|---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
| Constructor Detail |
|---|
public Percentile()
public Percentile(double p)
p - the quantile
IllegalArgumentException - if p is not greater than 0 and less
than or equal to 100public Percentile(Percentile original)
Percentile identical
to the original
original - the Percentile instance to copy| Method Detail |
|---|
public double evaluate(double[] values,
double p)
pth percentile of the values
in the values array.
Calls to this method do not modify the internal quantile
state of this statistic.
Double.NaN if values has length
0p) values[0]
if values has length 1IllegalArgumentException if values
is null or p is not a valid quantile value (p must be greater than 0
and less than or equal to 100)
See Percentile for a description of the percentile estimation
algorithm used.
values - input array of valuesp - the percentile value to compute
IllegalArgumentException - if values is null
or p is invalid
public double evaluate(double[] values,
int start,
int length)
quantileth percentile of the
designated values in the values array. The quantile
estimated is determined by the quantile property.
Double.NaN if length = 0quantile)
values[begin] if length = 1 IllegalArgumentException if values
is null, or start or length
is invalid
See Percentile for a description of the percentile estimation
algorithm used.
evaluate in interface UnivariateStatisticevaluate in class AbstractUnivariateStatisticvalues - the input arraystart - index of the first array element to includelength - the number of elements to include
IllegalArgumentException - if the parameters are not valid
public double evaluate(double[] values,
int begin,
int length,
double p)
pth percentile of the values
in the values array, starting with the element in (0-based)
position begin in the array and including length
values.
Calls to this method do not modify the internal quantile
state of this statistic.
Double.NaN if length = 0p) values[begin]
if length = 1 IllegalArgumentException if values
is null , begin or length is invalid, or
p is not a valid quantile value (p must be greater than 0
and less than or equal to 100)
See Percentile for a description of the percentile estimation
algorithm used.
values - array of input valuesp - the percentile to computebegin - the first (0-based) element to include in the computationlength - the number of array elements to include
IllegalArgumentException - if the parameters are not valid or the
input array is nullpublic double getQuantile()
public void setQuantile(double p)
p - a value between 0 < p <= 100
IllegalArgumentException - if p is not greater than 0 and less
than or equal to 100public Percentile copy()
copy in interface UnivariateStatisticcopy in class AbstractUnivariateStatistic
public static void copy(Percentile source,
Percentile dest)
Neither source nor dest can be null.
source - Percentile to copydest - Percentile to copy to
NullPointerException - if either source or dest is null
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