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| <div class="subTitle">org.apache.commons.math3.stat.descriptive.moment</div> |
| <h2 title="Class SemiVariance" class="title">Class SemiVariance</h2> |
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| <li><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">java.lang.Object</a></li> |
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| <ul class="inheritance"> |
| <li><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/AbstractUnivariateStatistic.html" title="class in org.apache.commons.math3.stat.descriptive">org.apache.commons.math3.stat.descriptive.AbstractUnivariateStatistic</a></li> |
| <li> |
| <ul class="inheritance"> |
| <li>org.apache.commons.math3.stat.descriptive.moment.SemiVariance</li> |
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| <dd><a href="http://docs.oracle.com/javase/6/docs/api/java/io/Serializable.html?is-external=true" title="class or interface in java.io">Serializable</a>, <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/UnivariateStatistic.html" title="interface in org.apache.commons.math3.stat.descriptive">UnivariateStatistic</a>, <a href="../../../../../../../org/apache/commons/math3/util/MathArrays.Function.html" title="interface in org.apache.commons.math3.util">MathArrays.Function</a></dd> |
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| <br> |
| <pre>public class <span class="strong">SemiVariance</span> |
| extends <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/AbstractUnivariateStatistic.html" title="class in org.apache.commons.math3.stat.descriptive">AbstractUnivariateStatistic</a> |
| implements <a href="http://docs.oracle.com/javase/6/docs/api/java/io/Serializable.html?is-external=true" title="class or interface in java.io">Serializable</a></pre> |
| <div class="block"><p>Computes the semivariance of a set of values with respect to a given cutoff value. |
| We define the <i>downside semivariance</i> of a set of values <code>x</code> |
| against the <i>cutoff value</i> <code>cutoff</code> to be <br/> |
| <code>Σ (x[i] - target)<sup>2</sup> / df</code> <br/> |
| where the sum is taken over all <code>i</code> such that <code>x[i] < cutoff</code> |
| and <code>df</code> is the length of <code>x</code> (non-bias-corrected) or |
| one less than this number (bias corrected). The <i>upside semivariance</i> |
| is defined similarly, with the sum taken over values of <code>x</code> that |
| exceed the cutoff value.</p> |
| |
| <p>The cutoff value defaults to the mean, bias correction defaults to <code>true</code> |
| and the "variance direction" (upside or downside) defaults to downside. The variance direction |
| and bias correction may be set using property setters or their values can provided as |
| parameters to <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html#evaluate(double[], double, org.apache.commons.math3.stat.descriptive.moment.SemiVariance.Direction, boolean, int, int)"><code>evaluate(double[], double, Direction, boolean, int, int)</code></a>.</p> |
| |
| <p>If the input array is null, <code>evaluate</code> methods throw |
| <code>IllegalArgumentException.</code> If the array has length 1, <code>0</code> |
| is returned, regardless of the value of the <code>cutoff.</code> |
| |
| <p><strong>Note that this class is not intended to be threadsafe.</strong> If |
| multiple threads access an instance of this class concurrently, and one or |
| more of these threads invoke property setters, external synchronization must |
| be provided to ensure correct results.</p></div> |
| <dl><dt><span class="strong">Since:</span></dt> |
| <dd>2.1</dd> |
| <dt><span class="strong">Version:</span></dt> |
| <dd>$Id: SemiVariance.java 1385386 2012-09-16 22:11:15Z psteitz $</dd> |
| <dt><span class="strong">See Also:</span></dt><dd><a href="../../../../../../../serialized-form.html#org.apache.commons.math3.stat.descriptive.moment.SemiVariance">Serialized Form</a></dd></dl> |
| </li> |
| </ul> |
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| <caption><span>Nested Classes</span><span class="tabEnd"> </span></caption> |
| <tr> |
| <th class="colFirst" scope="col">Modifier and Type</th> |
| <th class="colLast" scope="col">Class and Description</th> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>static class </code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.Direction.html" title="enum in org.apache.commons.math3.stat.descriptive.moment">SemiVariance.Direction</a></strong></code> |
| <div class="block">The direction of the semivariance - either upside or downside.</div> |
| </td> |
| </tr> |
| </table> |
| </li> |
| </ul> |
| <!-- =========== FIELD SUMMARY =========== --> |
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| <h3>Field Summary</h3> |
| <table class="overviewSummary" border="0" cellpadding="3" cellspacing="0" summary="Field Summary table, listing fields, and an explanation"> |
| <caption><span>Fields</span><span class="tabEnd"> </span></caption> |
| <tr> |
| <th class="colFirst" scope="col">Modifier and Type</th> |
| <th class="colLast" scope="col">Field and Description</th> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>static <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.Direction.html" title="enum in org.apache.commons.math3.stat.descriptive.moment">SemiVariance.Direction</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html#DOWNSIDE_VARIANCE">DOWNSIDE_VARIANCE</a></strong></code> |
| <div class="block">The DOWNSIDE Direction is used to specify that the observations below |
| the cutoff point will be used to calculate SemiVariance</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>static <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.Direction.html" title="enum in org.apache.commons.math3.stat.descriptive.moment">SemiVariance.Direction</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html#UPSIDE_VARIANCE">UPSIDE_VARIANCE</a></strong></code> |
| <div class="block">The UPSIDE Direction is used to specify that the observations above the |
| cutoff point will be used to calculate SemiVariance.</div> |
| </td> |
| </tr> |
| </table> |
| </li> |
| </ul> |
| <!-- ======== CONSTRUCTOR SUMMARY ======== --> |
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| <h3>Constructor Summary</h3> |
| <table class="overviewSummary" border="0" cellpadding="3" cellspacing="0" summary="Constructor Summary table, listing constructors, and an explanation"> |
| <caption><span>Constructors</span><span class="tabEnd"> </span></caption> |
| <tr> |
| <th class="colOne" scope="col">Constructor and Description</th> |
| </tr> |
| <tr class="altColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html#SemiVariance()">SemiVariance</a></strong>()</code> |
| <div class="block">Constructs a SemiVariance with default (true) <code>biasCorrected</code> |
| property and default (Downside) <code>varianceDirection</code> property.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html#SemiVariance(boolean)">SemiVariance</a></strong>(boolean biasCorrected)</code> |
| <div class="block">Constructs a SemiVariance with the specified <code>biasCorrected</code> |
| property and default (Downside) <code>varianceDirection</code> property.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html#SemiVariance(boolean, org.apache.commons.math3.stat.descriptive.moment.SemiVariance.Direction)">SemiVariance</a></strong>(boolean corrected, |
| <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.Direction.html" title="enum in org.apache.commons.math3.stat.descriptive.moment">SemiVariance.Direction</a> direction)</code> |
| <div class="block">Constructs a SemiVariance with the specified <code>isBiasCorrected</code> |
| property and the specified <code>Direction</code> property.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html#SemiVariance(org.apache.commons.math3.stat.descriptive.moment.SemiVariance.Direction)">SemiVariance</a></strong>(<a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.Direction.html" title="enum in org.apache.commons.math3.stat.descriptive.moment">SemiVariance.Direction</a> direction)</code> |
| <div class="block">Constructs a SemiVariance with the specified <code>Direction</code> property |
| and default (true) <code>biasCorrected</code> property</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html#SemiVariance(org.apache.commons.math3.stat.descriptive.moment.SemiVariance)">SemiVariance</a></strong>(<a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html" title="class in org.apache.commons.math3.stat.descriptive.moment">SemiVariance</a> original)</code> |
| <div class="block">Copy constructor, creates a new <code>SemiVariance</code> identical |
| to the <code>original</code></div> |
| </td> |
| </tr> |
| </table> |
| </li> |
| </ul> |
| <!-- ========== METHOD SUMMARY =========== --> |
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| <h3>Method Summary</h3> |
| <table class="overviewSummary" border="0" cellpadding="3" cellspacing="0" summary="Method Summary table, listing methods, and an explanation"> |
| <caption><span>Methods</span><span class="tabEnd"> </span></caption> |
| <tr> |
| <th class="colFirst" scope="col">Modifier and Type</th> |
| <th class="colLast" scope="col">Method and Description</th> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html" title="class in org.apache.commons.math3.stat.descriptive.moment">SemiVariance</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html#copy()">copy</a></strong>()</code> |
| <div class="block">Returns a copy of the statistic with the same internal state.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>static void</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html#copy(org.apache.commons.math3.stat.descriptive.moment.SemiVariance, org.apache.commons.math3.stat.descriptive.moment.SemiVariance)">copy</a></strong>(<a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html" title="class in org.apache.commons.math3.stat.descriptive.moment">SemiVariance</a> source, |
| <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html" title="class in org.apache.commons.math3.stat.descriptive.moment">SemiVariance</a> dest)</code> |
| <div class="block">Copies source to dest.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html#evaluate(double[], double)">evaluate</a></strong>(double[] values, |
| double cutoff)</code> |
| <div class="block">Returns the <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html" title="class in org.apache.commons.math3.stat.descriptive.moment"><code>SemiVariance</code></a> of the designated values against the cutoff, using |
| instance properties variancDirection and biasCorrection.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html#evaluate(double[], double, org.apache.commons.math3.stat.descriptive.moment.SemiVariance.Direction)">evaluate</a></strong>(double[] values, |
| double cutoff, |
| <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.Direction.html" title="enum in org.apache.commons.math3.stat.descriptive.moment">SemiVariance.Direction</a> direction)</code> |
| <div class="block">Returns the <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html" title="class in org.apache.commons.math3.stat.descriptive.moment"><code>SemiVariance</code></a> of the designated values against the cutoff in the |
| given direction, using the current value of the biasCorrection instance property.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html#evaluate(double[], double, org.apache.commons.math3.stat.descriptive.moment.SemiVariance.Direction, boolean, int, int)">evaluate</a></strong>(double[] values, |
| double cutoff, |
| <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.Direction.html" title="enum in org.apache.commons.math3.stat.descriptive.moment">SemiVariance.Direction</a> direction, |
| boolean corrected, |
| int start, |
| int length)</code> |
| <div class="block">Returns the <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html" title="class in org.apache.commons.math3.stat.descriptive.moment"><code>SemiVariance</code></a> of the designated values against the cutoff |
| in the given direction with the provided bias correction.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html#evaluate(double[], int, int)">evaluate</a></strong>(double[] values, |
| int start, |
| int length)</code> |
| <div class="block">Returns the <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html" title="class in org.apache.commons.math3.stat.descriptive.moment"><code>SemiVariance</code></a> of the designated values against the mean, using |
| instance properties varianceDirection and biasCorrection.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html#evaluate(double[], org.apache.commons.math3.stat.descriptive.moment.SemiVariance.Direction)">evaluate</a></strong>(double[] values, |
| <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.Direction.html" title="enum in org.apache.commons.math3.stat.descriptive.moment">SemiVariance.Direction</a> direction)</code> |
| <div class="block">This method calculates <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html" title="class in org.apache.commons.math3.stat.descriptive.moment"><code>SemiVariance</code></a> for the entire array against the mean, using |
| the current value of the biasCorrection instance property.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.Direction.html" title="enum in org.apache.commons.math3.stat.descriptive.moment">SemiVariance.Direction</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html#getVarianceDirection()">getVarianceDirection</a></strong>()</code> |
| <div class="block">Returns the varianceDirection property.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>boolean</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html#isBiasCorrected()">isBiasCorrected</a></strong>()</code> |
| <div class="block">Returns true iff biasCorrected property is set to true.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>void</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html#setBiasCorrected(boolean)">setBiasCorrected</a></strong>(boolean biasCorrected)</code> |
| <div class="block">Sets the biasCorrected property.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>void</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html#setVarianceDirection(org.apache.commons.math3.stat.descriptive.moment.SemiVariance.Direction)">setVarianceDirection</a></strong>(<a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.Direction.html" title="enum in org.apache.commons.math3.stat.descriptive.moment">SemiVariance.Direction</a> varianceDirection)</code> |
| <div class="block">Sets the variance direction</div> |
| </td> |
| </tr> |
| </table> |
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| <!-- --> |
| </a> |
| <h3>Methods inherited from class org.apache.commons.math3.stat.descriptive.<a href="../../../../../../../org/apache/commons/math3/stat/descriptive/AbstractUnivariateStatistic.html" title="class in org.apache.commons.math3.stat.descriptive">AbstractUnivariateStatistic</a></h3> |
| <code><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/AbstractUnivariateStatistic.html#evaluate()">evaluate</a>, <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/AbstractUnivariateStatistic.html#evaluate(double[])">evaluate</a>, <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/AbstractUnivariateStatistic.html#getData()">getData</a>, <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/AbstractUnivariateStatistic.html#getDataRef()">getDataRef</a>, <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/AbstractUnivariateStatistic.html#setData(double[])">setData</a>, <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/AbstractUnivariateStatistic.html#setData(double[], int, int)">setData</a>, <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/AbstractUnivariateStatistic.html#test(double[], double[], int, int)">test</a>, <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/AbstractUnivariateStatistic.html#test(double[], double[], int, int, boolean)">test</a>, <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/AbstractUnivariateStatistic.html#test(double[], int, int)">test</a>, <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/AbstractUnivariateStatistic.html#test(double[], int, int, boolean)">test</a></code></li> |
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| <h3>Methods inherited from class java.lang.<a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a></h3> |
| <code><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#clone()" title="class or interface in java.lang">clone</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#equals(java.lang.Object)" title="class or interface in java.lang">equals</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#finalize()" title="class or interface in java.lang">finalize</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#getClass()" title="class or interface in java.lang">getClass</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#hashCode()" title="class or interface in java.lang">hashCode</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notify()" title="class or interface in java.lang">notify</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notifyAll()" title="class or interface in java.lang">notifyAll</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#toString()" title="class or interface in java.lang">toString</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait()" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long)" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long, int)" title="class or interface in java.lang">wait</a></code></li> |
| </ul> |
| </li> |
| </ul> |
| </li> |
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| </div> |
| <div class="details"> |
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| <h3>Field Detail</h3> |
| <a name="UPSIDE_VARIANCE"> |
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| <h4>UPSIDE_VARIANCE</h4> |
| <pre>public static final <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.Direction.html" title="enum in org.apache.commons.math3.stat.descriptive.moment">SemiVariance.Direction</a> UPSIDE_VARIANCE</pre> |
| <div class="block">The UPSIDE Direction is used to specify that the observations above the |
| cutoff point will be used to calculate SemiVariance.</div> |
| </li> |
| </ul> |
| <a name="DOWNSIDE_VARIANCE"> |
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| <h4>DOWNSIDE_VARIANCE</h4> |
| <pre>public static final <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.Direction.html" title="enum in org.apache.commons.math3.stat.descriptive.moment">SemiVariance.Direction</a> DOWNSIDE_VARIANCE</pre> |
| <div class="block">The DOWNSIDE Direction is used to specify that the observations below |
| the cutoff point will be used to calculate SemiVariance</div> |
| </li> |
| </ul> |
| </li> |
| </ul> |
| <!-- ========= CONSTRUCTOR DETAIL ======== --> |
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| <h3>Constructor Detail</h3> |
| <a name="SemiVariance()"> |
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| <h4>SemiVariance</h4> |
| <pre>public SemiVariance()</pre> |
| <div class="block">Constructs a SemiVariance with default (true) <code>biasCorrected</code> |
| property and default (Downside) <code>varianceDirection</code> property.</div> |
| </li> |
| </ul> |
| <a name="SemiVariance(boolean)"> |
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| <h4>SemiVariance</h4> |
| <pre>public SemiVariance(boolean biasCorrected)</pre> |
| <div class="block">Constructs a SemiVariance with the specified <code>biasCorrected</code> |
| property and default (Downside) <code>varianceDirection</code> property.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>biasCorrected</code> - setting for bias correction - true means |
| bias will be corrected and is equivalent to using the argumentless |
| constructor</dd></dl> |
| </li> |
| </ul> |
| <a name="SemiVariance(org.apache.commons.math3.stat.descriptive.moment.SemiVariance.Direction)"> |
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| <h4>SemiVariance</h4> |
| <pre>public SemiVariance(<a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.Direction.html" title="enum in org.apache.commons.math3.stat.descriptive.moment">SemiVariance.Direction</a> direction)</pre> |
| <div class="block">Constructs a SemiVariance with the specified <code>Direction</code> property |
| and default (true) <code>biasCorrected</code> property</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>direction</code> - setting for the direction of the SemiVariance |
| to calculate</dd></dl> |
| </li> |
| </ul> |
| <a name="SemiVariance(boolean, org.apache.commons.math3.stat.descriptive.moment.SemiVariance.Direction)"> |
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| </a> |
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| <h4>SemiVariance</h4> |
| <pre>public SemiVariance(boolean corrected, |
| <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.Direction.html" title="enum in org.apache.commons.math3.stat.descriptive.moment">SemiVariance.Direction</a> direction)</pre> |
| <div class="block">Constructs a SemiVariance with the specified <code>isBiasCorrected</code> |
| property and the specified <code>Direction</code> property.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>corrected</code> - setting for bias correction - true means |
| bias will be corrected and is equivalent to using the argumentless |
| constructor</dd><dd><code>direction</code> - setting for the direction of the SemiVariance |
| to calculate</dd></dl> |
| </li> |
| </ul> |
| <a name="SemiVariance(org.apache.commons.math3.stat.descriptive.moment.SemiVariance)"> |
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| </a> |
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| <h4>SemiVariance</h4> |
| <pre>public SemiVariance(<a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html" title="class in org.apache.commons.math3.stat.descriptive.moment">SemiVariance</a> original) |
| throws <a href="../../../../../../../org/apache/commons/math3/exception/NullArgumentException.html" title="class in org.apache.commons.math3.exception">NullArgumentException</a></pre> |
| <div class="block">Copy constructor, creates a new <code>SemiVariance</code> identical |
| to the <code>original</code></div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>original</code> - the <code>SemiVariance</code> instance to copy</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../../org/apache/commons/math3/exception/NullArgumentException.html" title="class in org.apache.commons.math3.exception">NullArgumentException</a></code> - if original is null</dd></dl> |
| </li> |
| </ul> |
| </li> |
| </ul> |
| <!-- ============ METHOD DETAIL ========== --> |
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| </a> |
| <h3>Method Detail</h3> |
| <a name="copy()"> |
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| <h4>copy</h4> |
| <pre>public <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html" title="class in org.apache.commons.math3.stat.descriptive.moment">SemiVariance</a> copy()</pre> |
| <div class="block">Returns a copy of the statistic with the same internal state.</div> |
| <dl> |
| <dt><strong>Specified by:</strong></dt> |
| <dd><code><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/UnivariateStatistic.html#copy()">copy</a></code> in interface <code><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/UnivariateStatistic.html" title="interface in org.apache.commons.math3.stat.descriptive">UnivariateStatistic</a></code></dd> |
| <dt><strong>Specified by:</strong></dt> |
| <dd><code><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/AbstractUnivariateStatistic.html#copy()">copy</a></code> in class <code><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/AbstractUnivariateStatistic.html" title="class in org.apache.commons.math3.stat.descriptive">AbstractUnivariateStatistic</a></code></dd> |
| <dt><span class="strong">Returns:</span></dt><dd>a copy of the statistic</dd></dl> |
| </li> |
| </ul> |
| <a name="copy(org.apache.commons.math3.stat.descriptive.moment.SemiVariance, org.apache.commons.math3.stat.descriptive.moment.SemiVariance)"> |
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| <h4>copy</h4> |
| <pre>public static void copy(<a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html" title="class in org.apache.commons.math3.stat.descriptive.moment">SemiVariance</a> source, |
| <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html" title="class in org.apache.commons.math3.stat.descriptive.moment">SemiVariance</a> dest) |
| throws <a href="../../../../../../../org/apache/commons/math3/exception/NullArgumentException.html" title="class in org.apache.commons.math3.exception">NullArgumentException</a></pre> |
| <div class="block">Copies source to dest. |
| <p>Neither source nor dest can be null.</p></div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>source</code> - SemiVariance to copy</dd><dd><code>dest</code> - SemiVariance to copy to</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../../org/apache/commons/math3/exception/NullArgumentException.html" title="class in org.apache.commons.math3.exception">NullArgumentException</a></code> - if either source or dest is null</dd></dl> |
| </li> |
| </ul> |
| <a name="evaluate(double[], int, int)"> |
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| <h4>evaluate</h4> |
| <pre>public double evaluate(double[] values, |
| int start, |
| int length) |
| throws <a href="../../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></pre> |
| <div class="block"><p>Returns the <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html" title="class in org.apache.commons.math3.stat.descriptive.moment"><code>SemiVariance</code></a> of the designated values against the mean, using |
| instance properties varianceDirection and biasCorrection.</p> |
| |
| <p>Returns <code>NaN</code> if the array is empty and throws |
| <code>IllegalArgumentException</code> if the array is null.</p></div> |
| <dl> |
| <dt><strong>Specified by:</strong></dt> |
| <dd><code><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/UnivariateStatistic.html#evaluate(double[], int, int)">evaluate</a></code> in interface <code><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/UnivariateStatistic.html" title="interface in org.apache.commons.math3.stat.descriptive">UnivariateStatistic</a></code></dd> |
| <dt><strong>Specified by:</strong></dt> |
| <dd><code><a href="../../../../../../../org/apache/commons/math3/util/MathArrays.Function.html#evaluate(double[], int, int)">evaluate</a></code> in interface <code><a href="../../../../../../../org/apache/commons/math3/util/MathArrays.Function.html" title="interface in org.apache.commons.math3.util">MathArrays.Function</a></code></dd> |
| <dt><strong>Specified by:</strong></dt> |
| <dd><code><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/AbstractUnivariateStatistic.html#evaluate(double[], int, int)">evaluate</a></code> in class <code><a href="../../../../../../../org/apache/commons/math3/stat/descriptive/AbstractUnivariateStatistic.html" title="class in org.apache.commons.math3.stat.descriptive">AbstractUnivariateStatistic</a></code></dd> |
| <dt><span class="strong">Parameters:</span></dt><dd><code>values</code> - the input array</dd><dd><code>start</code> - index of the first array element to include</dd><dd><code>length</code> - the number of elements to include</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>the SemiVariance</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></code> - if the parameters are not valid</dd></dl> |
| </li> |
| </ul> |
| <a name="evaluate(double[], org.apache.commons.math3.stat.descriptive.moment.SemiVariance.Direction)"> |
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| </a> |
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| <h4>evaluate</h4> |
| <pre>public double evaluate(double[] values, |
| <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.Direction.html" title="enum in org.apache.commons.math3.stat.descriptive.moment">SemiVariance.Direction</a> direction) |
| throws <a href="../../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></pre> |
| <div class="block">This method calculates <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html" title="class in org.apache.commons.math3.stat.descriptive.moment"><code>SemiVariance</code></a> for the entire array against the mean, using |
| the current value of the biasCorrection instance property.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>values</code> - the input array</dd><dd><code>direction</code> - the <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.Direction.html" title="enum in org.apache.commons.math3.stat.descriptive.moment"><code>SemiVariance.Direction</code></a> of the semivariance</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>the SemiVariance</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></code> - if values is null</dd></dl> |
| </li> |
| </ul> |
| <a name="evaluate(double[], double)"> |
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| </a> |
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| <h4>evaluate</h4> |
| <pre>public double evaluate(double[] values, |
| double cutoff) |
| throws <a href="../../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></pre> |
| <div class="block"><p>Returns the <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html" title="class in org.apache.commons.math3.stat.descriptive.moment"><code>SemiVariance</code></a> of the designated values against the cutoff, using |
| instance properties variancDirection and biasCorrection.</p> |
| |
| <p>Returns <code>NaN</code> if the array is empty and throws |
| <code>MathIllegalArgumentException</code> if the array is null.</p></div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>values</code> - the input array</dd><dd><code>cutoff</code> - the reference point</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>the SemiVariance</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></code> - if values is null</dd></dl> |
| </li> |
| </ul> |
| <a name="evaluate(double[], double, org.apache.commons.math3.stat.descriptive.moment.SemiVariance.Direction)"> |
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| </a> |
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| <h4>evaluate</h4> |
| <pre>public double evaluate(double[] values, |
| double cutoff, |
| <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.Direction.html" title="enum in org.apache.commons.math3.stat.descriptive.moment">SemiVariance.Direction</a> direction) |
| throws <a href="../../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></pre> |
| <div class="block"><p>Returns the <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html" title="class in org.apache.commons.math3.stat.descriptive.moment"><code>SemiVariance</code></a> of the designated values against the cutoff in the |
| given direction, using the current value of the biasCorrection instance property.</p> |
| |
| <p>Returns <code>NaN</code> if the array is empty and throws |
| <code>MathIllegalArgumentException</code> if the array is null.</p></div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>values</code> - the input array</dd><dd><code>cutoff</code> - the reference point</dd><dd><code>direction</code> - the <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.Direction.html" title="enum in org.apache.commons.math3.stat.descriptive.moment"><code>SemiVariance.Direction</code></a> of the semivariance</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>the SemiVariance</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></code> - if values is null</dd></dl> |
| </li> |
| </ul> |
| <a name="evaluate(double[], double, org.apache.commons.math3.stat.descriptive.moment.SemiVariance.Direction, boolean, int, int)"> |
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| </a> |
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| <h4>evaluate</h4> |
| <pre>public double evaluate(double[] values, |
| double cutoff, |
| <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.Direction.html" title="enum in org.apache.commons.math3.stat.descriptive.moment">SemiVariance.Direction</a> direction, |
| boolean corrected, |
| int start, |
| int length) |
| throws <a href="../../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></pre> |
| <div class="block"><p>Returns the <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.html" title="class in org.apache.commons.math3.stat.descriptive.moment"><code>SemiVariance</code></a> of the designated values against the cutoff |
| in the given direction with the provided bias correction.</p> |
| |
| <p>Returns <code>NaN</code> if the array is empty and throws |
| <code>IllegalArgumentException</code> if the array is null.</p></div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>values</code> - the input array</dd><dd><code>cutoff</code> - the reference point</dd><dd><code>direction</code> - the <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.Direction.html" title="enum in org.apache.commons.math3.stat.descriptive.moment"><code>SemiVariance.Direction</code></a> of the semivariance</dd><dd><code>corrected</code> - the BiasCorrection flag</dd><dd><code>start</code> - index of the first array element to include</dd><dd><code>length</code> - the number of elements to include</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>the SemiVariance</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../../org/apache/commons/math3/exception/MathIllegalArgumentException.html" title="class in org.apache.commons.math3.exception">MathIllegalArgumentException</a></code> - if the parameters are not valid</dd></dl> |
| </li> |
| </ul> |
| <a name="isBiasCorrected()"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>isBiasCorrected</h4> |
| <pre>public boolean isBiasCorrected()</pre> |
| <div class="block">Returns true iff biasCorrected property is set to true.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the value of biasCorrected.</dd></dl> |
| </li> |
| </ul> |
| <a name="setBiasCorrected(boolean)"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>setBiasCorrected</h4> |
| <pre>public void setBiasCorrected(boolean biasCorrected)</pre> |
| <div class="block">Sets the biasCorrected property.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>biasCorrected</code> - new biasCorrected property value</dd></dl> |
| </li> |
| </ul> |
| <a name="getVarianceDirection()"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>getVarianceDirection</h4> |
| <pre>public <a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.Direction.html" title="enum in org.apache.commons.math3.stat.descriptive.moment">SemiVariance.Direction</a> getVarianceDirection()</pre> |
| <div class="block">Returns the varianceDirection property.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the varianceDirection</dd></dl> |
| </li> |
| </ul> |
| <a name="setVarianceDirection(org.apache.commons.math3.stat.descriptive.moment.SemiVariance.Direction)"> |
| <!-- --> |
| </a> |
| <ul class="blockListLast"> |
| <li class="blockList"> |
| <h4>setVarianceDirection</h4> |
| <pre>public void setVarianceDirection(<a href="../../../../../../../org/apache/commons/math3/stat/descriptive/moment/SemiVariance.Direction.html" title="enum in org.apache.commons.math3.stat.descriptive.moment">SemiVariance.Direction</a> varianceDirection)</pre> |
| <div class="block">Sets the variance direction</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>varianceDirection</code> - the direction of the semivariance</dd></dl> |
| </li> |
| </ul> |
| </li> |
| </ul> |
| </li> |
| </ul> |
| </div> |
| </div> |
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