Module org.elasticsearch.base

Package org.elasticsearch.core

Class WelfordVariance

java.lang.Object

org.elasticsearch.core.WelfordVariance

public final class WelfordVariance
extends Object

Welford's online algorithm for computing mean and variance in an online fashion.

See Also:

• Welford's online algorithm.

Constructor Summary

Constructors

Constructor	Description
WelfordVariance()

Method Summary

Modifier and Type	Method	Description
void	add(double value)
void	add(int value)
void	addAsObservation(double value, long observationIndex)	Records a value as the observationIndex-th observation when earlier observations were counted but carried no value.
void	advanceToObservation(long observationIndex)	Advances the observation counter without recording a value.
long	count()
double	m2()
double	mean()
void	merge(WelfordVariance other)
double	populationStdDev()
double	populationVariance()
double	sampleStdDev()
double	sampleVariance()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

WelfordVariance

public WelfordVariance()

Method Details

add

public void add(int value)

add

public void add(double value)

advanceToObservation

public void advanceToObservation(long observationIndex)

Advances the observation counter without recording a value. Use when earlier observations were counted but carried no measurement.

addAsObservation

public void addAsObservation(double value,
 long observationIndex)

Records a value as the observationIndex-th observation when earlier observations were counted but carried no value.

merge

public void merge(WelfordVariance other)

count

public long count()

mean

public double mean()

m2

public double m2()

sampleVariance

public double sampleVariance()

populationVariance

public double populationVariance()

sampleStdDev

public double sampleStdDev()

populationStdDev

public double populationStdDev()