Example usage for org.apache.commons.math3.stat.descriptive DescriptiveStatistics setWindowSize

Introduction

In this page you can find the example usage for org.apache.commons.math3.stat.descriptive DescriptiveStatistics setWindowSize.

Prototype

public void setWindowSize(int windowSize) throws MathIllegalArgumentException 

Source Link

Document

WindowSize controls the number of values that contribute to the reported statistics.

Usage

From source file:com.candy.algo.SMA.java

public static double[] Sma(double inputs[], int windowSize) {
    // Get a DescriptiveStatistics instance
    DescriptiveStatistics stats = new DescriptiveStatistics();
    stats.setWindowSize(windowSize);
    double[] sma = new double[inputs.length];
    for (int i = 0; i < inputs.length; i++) {
        stats.addValue(inputs[i]);/*ww  w  . jav  a 2  s . co  m*/
        if (i >= (windowSize - 1))
            sma[i] = stats.getMean();
        else
            sma[i] = Double.NaN;
    }
    return sma;
}

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From source file:org.mot.common.math.CalculatorFactory.java

public Double getAverage(Double[] data, Integer windowSize) {
    // Create a DescriptiveStats instance and set the window size to 100
    DescriptiveStatistics stats = new DescriptiveStatistics();
    stats.setWindowSize(windowSize);

    for (int i = 0; i < data.length; i++) {
        if (data[i] != null) {
            stats.addValue(data[i]);/*from  w  ww  .  j  av  a2s. com*/
        } else {
            break;
        }
    }
    return stats.getMean();
}

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From source file:org.mot.common.math.CalculatorFactory.java

public Double getTimeWindowDeviation(Number[] data, Integer windowSize) {
    // Create a DescriptiveStats instance and set the window size to 100
    DescriptiveStatistics stats = new DescriptiveStatistics();
    stats.setWindowSize(windowSize);

    if (windowSize == 0) {
        windowSize = data.length;/*w w  w.  java2  s  . c  om*/
    }

    for (int i = 0; i < data.length; i++) {

        if (data[i] != null) {
            stats.addValue((Double) data[i]);
        } else {
            break;
        }
    }

    return stats.getStandardDeviation();
}

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