com.clican.pluto.dataprocess.dpl.function.impl.Beta.java Source code

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Here is the source code for com.clican.pluto.dataprocess.dpl.function.impl.Beta.java

Source

/**
 * The Clican-Pluto software suit is Copyright 2009, Clican Company and individual contributors, and is licensed under the GNU LGPL.
 *
 * @author clican
 *
 */
package com.clican.pluto.dataprocess.dpl.function.impl;

import java.util.List;
import java.util.Map;

import org.apache.commons.math.stat.correlation.Covariance;
import org.apache.commons.math.stat.descriptive.moment.Variance;

import com.clican.pluto.dataprocess.dpl.parser.bean.PrefixAndSuffix;
import com.clican.pluto.dataprocess.exception.CalculationException;
import com.clican.pluto.dataprocess.exception.DplParseException;
import com.clican.pluto.dataprocess.exception.PrefixAndSuffixException;

/**
 * ?
 * 
 * 
 * beta(source, refer)=non-biased-covariance(source, refer)/variance(refer)
 * 
 * @author jing.tian
 * 
 */
public class Beta extends BaseMultiRowFunction {

    /**
     * ??
     */
    private PrefixAndSuffix estimateVectorPas;

    /**
     * ??
     */
    private PrefixAndSuffix referVectorPas;

    public Object calculate(List<Map<String, Object>> rowSet)
            throws CalculationException, PrefixAndSuffixException {
        if (rowSet.size() == 0) {
            throw new CalculationException("Beta??");
        }
        double[] estimateValueList = new double[rowSet.size()];
        double[] referValueList = new double[rowSet.size()];
        for (int i = 0; i < rowSet.size(); i++) {
            Map<String, Object> row = rowSet.get(i);
            Double estimateValue = estimateVectorPas.getValue(row);
            Double referValue = referVectorPas.getValue(row);
            estimateValueList[i] = estimateValue;
            referValueList[i] = referValue;
        }
        Double beta = getBeta(referValueList, estimateValueList);
        return beta;
    }

    private double getBeta(double[] referValueList, double[] estimateValueList) {
        Variance var = new Variance(false);
        Covariance cov = new Covariance();
        double varValue = var.evaluate(referValueList);
        double covValue = cov.covariance(referValueList, estimateValueList, false);
        if (log.isDebugEnabled()) {
            log.debug("Covariance=[" + covValue + "],Variance=[" + varValue + "]");
        }
        Double beta = covValue / varValue;
        return beta;
    }

    public void setParams(List<Object> params) throws DplParseException {
        super.setParams(params);
        this.estimateVectorPas = pasList.get(0);
        this.referVectorPas = pasList.get(1);
    }

}

// $Id: Beta.java 13012 2010-05-24 23:13:44Z wei.zhang $