Iterator<\/code>. Note that in Java 5+ the iterator could directly force the objects to implement the interface. Here I have chosen to delegate the extraction of the double value to an extractor object (I’m using it on Java 1.4).<\/p>\n[sourcecode lang=”java”]
\n\t\/**
\n\t * A method to calculate the mean and standard deviation of a series
\n\t * of double. The objects are provided by an {@link Iterator} and the
\n\t * double value is extracted using the passed extractor.
\n\t * It skips <code>NaN<\/code> values.<br>
\n\t *
\n\t * Returns a <code>double[3]<\/code> where <br>
\n\t * [0] is the number of values used in the mean<br>
\n\t * [1] contains the mean value of the series<br>
\n\t * [2] contains the standard deviation (sigma) of the complete
\n\t * population<br>
\n\t * Returns <code>NaN<\/code> for the mean and std dev if no valid value
\n\t * could be found in the series.<br>
\n\t *
\n\t * Algorithm taken from "Computing the standard deviation efficiently"
\n\t * by Mark Hoemmen
\n\t * (http:\/\/www.cs.berkeley.edu\/~mhoemmen\/cs194\/Tutorials\/variance.pdf)
\n\t *
\n\t * @return the number of values, mean and std-dev of the serie
\n\t *
\n\t *\/
\n\tpublic static double[] getMeanAndStdDev(Iterator it, DoubleExtractor e){
\n\t\twhile(it.hasNext()){\/\/ while initial value is NaN, try next
\n\t\t\tdouble xk = e.doubleValue(it.next());
\n\t\t\tif(Double.isNaN(xk)){
\n\t\t\t\tcontinue;
\n\t\t\t}
\n\t\t\tint k = 1;
\n\t\t\tdouble Mk = xk;
\n\t\t\tdouble Qk = 0;
\n\t\t\twhile(it.hasNext()){
\n\t\t\t\txk = e.doubleValue(it.next());
\n\t\t\t\tif(Double.isNaN(xk)){
\n\t\t\t\t\tcontinue;
\n\t\t\t\t}
\n\t\t\t\tk++;
\n\t\t\t\tdouble d = xk-Mk; \/\/ is actually xk – Mk-1,
\n\t\t\t\t \/\/ as Mk was not yet updated
\n\t\t\t\tQk += (k-1)*d*d\/k;
\n\t\t\t\tMk += d\/k;
\n\t\t\t}
\n\t\t\treturn new double[]{k,Mk,Math.sqrt(Qk\/k)};
\n\t\t}
\n\t\treturn new double[]{0,Double.NaN,Double.NaN};
\n\t}
\n[\/sourcecode]<\/p>\n
using the following interface
\n[sourcecode lang=”java”]
\n\/**
\n * An object which can return a double representation of passed objects.
\n *
\n * @author Philipp Buluschek
\n *
\n *\/
\npublic interface DoubleExtractor {<\/p>\n
\t\/**
\n\t * @return the double representation of the passed object.
\n\t *\/
\n\tpublic double doubleValue(Object o);
\n}
\n[\/sourcecode]<\/p>\n","protected":false},"excerpt":{"rendered":"
It is possible to calculate the mean and the standard deviation of a serie of double values while iterating only once on the whole set of data. This approach is thus also suitable for streaming data; it could update the mean and standard deviation on-the-fly. Here I present an implementation of the algorithm shown by […]<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[4,27,18,19],"class_list":["post-140","post","type-post","status-publish","format-standard","hentry","category-uncategorized","tag-code","tag-java","tag-mean","tag-standard-deviation"],"_links":{"self":[{"href":"https:\/\/www.buluschek.com\/index.php?rest_route=\/wp\/v2\/posts\/140","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.buluschek.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.buluschek.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.buluschek.com\/index.php?rest_route=\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/www.buluschek.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=140"}],"version-history":[{"count":13,"href":"https:\/\/www.buluschek.com\/index.php?rest_route=\/wp\/v2\/posts\/140\/revisions"}],"predecessor-version":[{"id":339,"href":"https:\/\/www.buluschek.com\/index.php?rest_route=\/wp\/v2\/posts\/140\/revisions\/339"}],"wp:attachment":[{"href":"https:\/\/www.buluschek.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=140"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.buluschek.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=140"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.buluschek.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=140"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}