1 package org.opentrafficsim.kpi.sampling.indicator;
2
3 import org.djunits.unit.Unit;
4 import org.djunits.value.vdouble.scalar.AbstractDoubleScalarRel;
5 import org.djunits.value.vdouble.scalar.DoubleScalarInterface;
6 import org.djutils.exceptions.Throw;
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21 public final class Persistent<U extends Unit<U>, T extends AbstractDoubleScalarRel<U, T>, W extends Number>
22 implements DoubleScalarInterface
23 {
24
25
26 private final U unit;
27
28
29 private T sum = null;
30
31
32 private T min = null;
33
34
35 private T max = null;
36
37
38 private double mean = Double.NaN;
39
40
41 private double varianceSum = Double.NaN;
42
43
44 private double weightSum = 0.0;
45
46
47 private long n = 0;
48
49
50 private Object semaphore = new Object();
51
52
53
54
55
56 public Persistent(final U unit)
57 {
58 this.unit = unit;
59 }
60
61
62
63
64
65 public Persistent<U, T, W> copy()
66 {
67 Persistent<U, T, W> persistent = new Persistent<>(this.unit);
68 persistent.sum = this.sum;
69 persistent.min = this.min;
70 persistent.max = this.max;
71 persistent.mean = this.mean;
72 persistent.varianceSum = this.varianceSum;
73 persistent.weightSum = this.weightSum;
74 persistent.n = this.n;
75 return persistent;
76 }
77
78
79
80
81
82
83 public void addValue(T value, W weight)
84 {
85 Throw.whenNull(value, "Value may not be null.");
86 Throw.whenNull(weight, "Weight may not be null.");
87 Throw.when(weight.doubleValue() < 0.0, IllegalArgumentException.class, "Weight may not be negative.");
88 synchronized (this.semaphore)
89 {
90 this.n++;
91 this.min = this.min == null || value.lt(this.min) ? value : this.min;
92 this.max = this.max == null || value.gt(this.max) ? value : this.max;
93 this.sum = this.sum != null ? this.sum.plus(value) : value;
94
95
96 double w = weight.doubleValue();
97 if (this.n == 1)
98 {
99 this.mean = value.si;
100 this.weightSum = w;
101 this.varianceSum = 0.0;
102 }
103 else
104 {
105 if (w > 0.0)
106 {
107 double newWeightSum = this.weightSum + w;
108 double newMean = ((this.mean * this.weightSum) + (value.si * w)) / newWeightSum;
109 this.varianceSum += (value.si - this.mean) * (value.si - newMean) * w;
110 this.mean = newMean;
111 this.weightSum = newWeightSum;
112 }
113 }
114 }
115 }
116
117
118
119
120
121 public ConfidenceInterval<T> getConfidenceInterval(final double alpha)
122 {
123 return getConfidenceInterval(alpha, IntervalSide.BOTH);
124 }
125
126
127
128
129
130
131 public ConfidenceInterval<T> getConfidenceInterval(final double alpha, final IntervalSide side)
132 {
133 Throw.whenNull(side, "Interval side may not be null.");
134 if (alpha < 0 || alpha > 1)
135 {
136 throw new IllegalArgumentException("1 >= confidenceLevel >= 0");
137 }
138 synchronized (this.semaphore)
139 {
140 if (Double.isNaN(this.mean) || Double.isNaN(this.getStDev().si))
141 {
142 return null;
143 }
144 double level = 1 - alpha;
145 if (side == IntervalSide.BOTH)
146 {
147 level = 1 - alpha / 2.0;
148 }
149 double z = getInverseCumulativeProbability(level);
150 double confidence = z * Math.sqrt(this.getVariance() / this.n);
151 double[] result = { this.mean - confidence, this.mean + confidence };
152 if (side == IntervalSide.LEFT)
153 {
154 result[1] = this.mean;
155 }
156 if (side == IntervalSide.RIGHT)
157 {
158 result[0] = this.mean;
159 }
160 result[0] = Math.max(result[0], this.min.si);
161 result[1] = Math.min(result[1], this.max.si);
162 return new ConfidenceInterval<>(instantiate(result[0]), instantiate(result[1]));
163 }
164 }
165
166
167
168
169 public T getMin()
170 {
171 return this.min;
172 }
173
174
175
176
177 public T getMax()
178 {
179 return this.max;
180 }
181
182
183
184
185 public long getN()
186 {
187 return this.n;
188 }
189
190
191
192
193 public T getMean()
194 {
195 return instantiate(this.mean);
196 }
197
198
199 @Override
200 public double getSI()
201 {
202 return this.mean;
203 }
204
205
206 @Override
207 public double getInUnit()
208 {
209 return this.mean;
210 }
211
212
213
214
215 public double getVariance()
216 {
217 synchronized (this.semaphore)
218 {
219 if (this.n > 1)
220 {
221 return this.n * this.varianceSum / (this.weightSum * (this.n - 1));
222 }
223 return Double.NaN;
224 }
225 }
226
227
228
229
230 public T getStDev()
231 {
232 synchronized (this.semaphore)
233 {
234 if (this.n > 1)
235 {
236 return instantiate(Math.sqrt(this.n * this.varianceSum / (this.weightSum * (this.n - 1))));
237 }
238 return instantiate(Double.NaN);
239 }
240 }
241
242
243
244
245
246 private final T instantiate(double valueSI)
247 {
248 return this.min.instantiateRel(valueSI, this.unit.getStandardUnit());
249 }
250
251
252
253
254 public T getSum()
255 {
256 return this.sum;
257 }
258
259
260
261
262
263
264 private double getInverseCumulativeProbability(final double cumulativeProbability)
265 {
266 if (cumulativeProbability < 0 || cumulativeProbability > 1)
267 {
268 throw new IllegalArgumentException("1<cumulativeProbability<0 ?");
269 }
270 boolean located = false;
271 double prob = cumulativeProbability;
272 if (cumulativeProbability < 0.5)
273 {
274 prob = 1 - cumulativeProbability;
275 }
276 int i = 0;
277 while (!located)
278 {
279 if (CUMULATIVE_NORMAL_PROPABILITIES[i] < prob && CUMULATIVE_NORMAL_PROPABILITIES[i + 1] > prob)
280 {
281 located = true;
282 }
283 i++;
284 }
285 return (0 + i / 100.0);
286 }
287
288
289
290
291
292 private static final double[] CUMULATIVE_NORMAL_PROPABILITIES = { 0.5000000000000000, 0.5039873616189113,
293 0.5079763193203305, 0.5119644795160448, 0.5159514436524734, 0.5199368135347197, 0.5239201914458871,
294 0.5279011802661332, 0.5318793835914418, 0.5358544058520341, 0.5398258524303582, 0.5437933297786074,
295 0.5477564455357087, 0.5517148086437129, 0.5556680294635363, 0.5596157198900099, 0.5635574934661438,
296 0.567492965496589, 0.5714217531602216, 0.5753434756217956, 0.5792577541426178, 0.5831642121901748,
297 0.5870624755466856, 0.5909521724164968, 0.5948329335322977, 0.5987043922600851, 0.6025661847028365,
298 0.6064179498028396, 0.6102593294426336, 0.6140899685445192, 0.6179095151685767, 0.6217176206091617,
299 0.6255139394898266, 0.6292981298566381, 0.6330698532698229, 0.6368287748937326, 0.6405745635850643,
300 0.644306891979308, 0.6480254365753887, 0.6517298778184553, 0.6554199001807951, 0.6590951922408244,
301 0.6627554467601383, 0.6664003607585898, 0.6700296355873492, 0.6736429769999337, 0.6772400952211824,
302 0.6808207050141283, 0.684384525744776, 0.6879312814447339, 0.6914607008716991, 0.6949725175677556,
303 0.6984664699154933, 0.7019423011919023, 0.7053997596200493, 0.7088385984185037, 0.7122585758485337,
304 0.7156594552589977, 0.719041005128991, 0.722402999108207, 0.7257452160549791, 0.7290674400720636,
305 0.7323694605400943, 0.7356510721487322, 0.73891207492553, 0.7421522742624731, 0.7453714809402076,
306 0.7485695111499924, 0.7517461865133215, 0.754901334099275, 0.7580347864395746, 0.761146381541351, 0.764235962897659,
307 0.7673033794957203, 0.7703484858229172, 0.7733711418705582, 0.7763712131354236, 0.779348570619097,
308 0.7823030908251122, 0.7852346557539338, 0.7881431528957866, 0.79102847522134, 0.7938905211703059,
309 0.7967291946379159, 0.7995444049593787, 0.8023360668922485, 0.8051041005968205, 0.8078484316145099,
310 0.810568990844285, 0.8132657145171739, 0.8159385441688476, 0.8185874266103501, 0.8212123138969823,
311 0.8238131632953734, 0.8263899372487721, 0.8289426033406134, 0.831471134256341, 0.8339755077435994,
312 0.8364557065707554, 0.8389117184838284, 0.8413435361618438, 0.8437511571706939, 0.8461345839154543,
313 0.8484938235912971, 0.8508288881329673, 0.8531397941628848, 0.8554265629379223, 0.8576892202948876,
314 0.8599277965947512, 0.8621423266656558, 0.8643328497447642, 0.866499409418988, 0.8686420535645871,
315 0.8707608342857796, 0.872855807852312, 0.8749270346360735, 0.8769745790467864, 0.8789985094668413,
316 0.8809988981852741, 0.8829758213309686, 0.8849293588050865, 0.886859594212814, 0.8887666147944305,
317 0.8906505113557653, 0.8925113781980463, 0.8943493130472426, 0.8961644169828942, 0.8979567943664809,
318 0.8997265527693831, 0.9014738029004713, 0.9031986585333613, 0.9049012364333603, 0.9065816562841962,
319 0.9082400406144879, 0.9098765147240866, 0.9114912066102397, 0.9130842468937037, 0.9146557687447538,
320 0.9162059078092082, 0.9177348021344403, 0.9192425920954638, 0.9207294203210978, 0.9221954316202577,
321 0.9236407729084056, 0.9250655931341809, 0.9264700432062887, 0.9278542759206125, 0.9292184458876369,
322 0.9305627094602053, 0.9318872246616042, 0.9331921511140636, 0.9344776499676445, 0.9357438838296055,
323 0.9369910166942079, 0.9382192138730403, 0.9394286419258764, 0.940619468592069, 0.941791862722541,
324 0.9429459942123697, 0.944082033934012, 0.9452001536711674, 0.9463005260533299, 0.9473833244910284,
325 0.9484487231117875, 0.94949689669682, 0.9505280206184922, 0.9515422707785594, 0.9525398235471815,
326 0.9535208557027719, 0.9544855443726583, 0.9554340669746081, 0.9563666011591815, 0.9572833247529947,
327 0.9581844157028426, 0.9590700520207252, 0.9599404117298032, 0.9607956728112474, 0.9616360131520566,
328 0.9624616104937792, 0.9632726423822178, 0.9640692861180821, 0.9648517187086078, 0.9656201168201517,
329 0.9663746567317699, 0.9671155142897785, 0.9678428648633103, 0.9685568833008597, 0.9692577438878406,
330 0.9699456203051116, 0.9706206855885555, 0.971283112089614, 0.9719330714368619, 0.9725707344985791,
331 0.9731962713463076, 0.973809851219447, 0.9744116424908279, 0.9750018126333039, 0.9755805281873245,
332 0.9761479547295168, 0.9767042568422514, 0.9772495980842009, 0.9777841409618732, 0.9783080469021415,
333 0.9788214762257182, 0.979324588121612, 0.9798175406225412, 0.9803004905813041, 0.9807735936480722,
334 0.981237004248657, 0.9816908755636616, 0.9821353595085873, 0.9825706067148376, 0.9829967665116119,
335 0.9834139869087157, 0.9838224145802272, 0.9842221948490532, 0.9846134716723274, 0.9849963876276845,
336 0.9853710839003452, 0.985737700271045, 0.9860963751047681, 0.9864472453402844, 0.9867904464804915,
337 0.9871261125835228, 0.9874543762546124, 0.9877753686387415, 0.9880892194139929, 0.988396056785651,
338 0.9886960074810209, 0.9889891967449299, 0.9892757483359246, 0.989555784523144, 0.9898294260838525,
339 0.9900967923016145, 0.9903580009651043, 0.9906131683675308, 0.9908624093066779, 0.9911058370855164,
340 0.9913435635134026, 0.991575698907852, 0.9918023520968361, 0.9920236304216317, 0.9922396397401824,
341 0.9924504844309792, 0.9926562673974049, 0.992857090072596, 0.9930530524247368, 0.9932442529628207,
342 0.9934307887428471, 0.9936127553744406, 0.993790247027868, 0.9939633564414762, 0.9941321749294971,
343 0.9942967923902228, 0.9944572973145361, 0.9946137767947988, 0.9947663165340496, 0.9949150008555357,
344 0.9950599127125389, 0.9952011336985047, 0.9953387440574476, 0.9954728226946147, 0.9956034471874149,
345 0.9957306937965966, 0.9958546374776436, 0.9959753518924065, 0.9960929094209239, 0.9962073811734615,
346 0.9963188370027265, 0.9964273455162624, 0.9965329740889989, 0.9966357888759699, 0.9967358548251734,
347 0.9968332356905508, 0.9969279940451093, 0.9970201912941401, 0.9971098876885598, 0.9971971423383441,
348 0.9972820132260181, 0.9973645572202651, 0.9974448300895796, 0.9975228865159886, 0.9975987801088081,
349 0.9976725634184758, 0.9977442879503817, 0.9978140041787443, 0.9978817615605097, 0.9979476085492539,
350 0.9980115926090906, 0.9980737602285842, 0.9981341569346482, 0.9981928273064313, 0.9982498149891729,
351 0.998305162708049, 0.9983589122819604, 0.9984111046372987, 0.9984617798216666, 0.9985109770175317,
352 0.9985587345558365, 0.9986050899295523, 0.9986500798071501, 0.9986937400460181, 0.9987361057057903,
353 0.9987772110616016, 0.9988170896172607, 0.9988557741183267, 0.9988932965651068, 0.9989296882255506,
354 0.9989649796480435, 0.9989992006741035, 0.9990323804509681, 0.9990645474440748, 0.999095729449436,
355 0.999125953605889, 0.9991552464072354, 0.9991836337142654, 0.9992111407666507, 0.9992377921947238,
356 0.9992636120311323, 0.9992886237223589, 0.9993128501401143, 0.9993363135925993, 0.9993590358356453,
357 0.999381038083711, 0.9994023410207445, 0.9994229648109153, 0.9994429291092068, 0.9994622530718738,
358 0.9994809553667513, 0.9994990541834521, 0.9995165672433891, 0.9995335118096818, 0.9995499046969138,
359 0.999565762280761, 0.9995811005074615, 0.9995959349031589, 0.9996102805830935, 0.9996241522606701,
360 0.9996375642563711, 0.9996505305065254, 0.9996630645719558, 0.9996751796464766, 0.9996868885652497,
361 0.9996982038129988, 0.9997091375321072, 0.999719701530551, 0.9997299072897112, 0.9997397659720517,
362 0.9997492884286557, 0.9997584852066235, 0.9997673665563579, 0.9997759424386968, 0.9997842225319191,
363 0.9997922162386252, 0.9997999326924907, 0.999807380764881, 0.999814569071358, 0.9998215059780381,
364 0.9998281996078514, 0.9998346578466425, 0.9998408883492018, 0.9998468985451213, 0.9998526956445724,
365 0.999858286643944, 0.9998636783313704, 0.9998688772921471, 0.9998738899140359, 0.9998787223924446,
366 0.9998833807355126, 0.9998878707690767, 0.9998921981415287, 0.9998963683285831, 0.9999003866379228,
367 0.9999042582137387, 0.99990798804119, 0.999911580950741, 0.9999150416224173, 0.9999183745899578, 0.9999215842448586,
368 0.9999246748403525, 0.9999276504952729, 0.9999305151978185, 0.9999332728092672, 0.9999359270675735,
369 0.9999384815908634, 0.9999409398808894, 0.9999433053263691, 0.9999455812062524, 0.9999477706929066,
370 0.999949876855225, 0.9999519026616563, 0.9999538509831598, 0.9999557245960793, 0.9999575261849584,
371 0.9999592583452697, 0.9999609235860767, 0.9999625243326383, 0.9999640629289291, 0.9999655416401065,
372 0.9999669626549059, 0.9999683280879766, 0.9999696399821539, 0.9999709003106689, 0.9999721109793053,
373 0.9999732738284871, 0.9999743906353185, 0.9999754631155693, 0.9999764929255975, 0.9999774816642223,
374 0.9999784308745513, 0.9999793420457469, 0.9999802166147403, 0.9999810559679307, 0.9999818614427762,
375 0.9999826343293992, 0.9999833758721115, 0.9999840872709006, 0.999984769682885, 0.9999854242237042,
376 0.9999860519689024, 0.9999866539552403, 0.9999872311819792, 0.9999877846121323, 0.9999883151736708,
377 0.9999888237607027, 0.9999893112346047, 0.999989778425137, 0.9999902261314975, 0.9999906551233723,
378 0.9999910661419341, 0.9999914599008299, 0.9999918370871163, 0.999992198362175, 0.9999925443626037,
379 0.9999928757010765, 0.999993192967172, 0.9999934967281847, 0.9999937875299059, 0.9999940658973759,
380 0.9999943323356203, 0.9999945873303567, 0.9999948313486832, 0.9999950648397335, 0.9999952882353275,
381 0.9999955019505884, 0.9999957063845496, 0.9999959019207282, 0.9999960889276895, 0.9999962677595902,
382 0.9999964387567071, 0.9999966022459394, 0.9999967585412978, 0.9999969079443901, 0.9999970507448684,
383 0.9999971872208745, 0.9999973176394685, 0.9999974422570479, 0.9999975613197305, 0.9999976750637555,
384 0.9999977837158475, 0.9999978874935767, 0.9999979866057059, 0.9999980812525245, 0.9999981716261707,
385 0.9999982579109443, 0.9999983402836066, 0.9999984189136624, 0.999998493963655, 0.9999985655894209,
386 0.9999986339403611, 0.9999986991596813, 0.9999987613846415, 0.9999988207467845, 0.9999988773721528,
387 0.9999989313815221, 0.999998982890599, 0.9999990320102132, 0.9999990788465284, 0.9999991235012167,
388 0.9999991660716405, 0.9999992066510266, 0.99999924532863, 0.9999992821898891, 0.9999993173165908,
389 0.9999993507870083, 0.999999382676051, 0.9999994130553951, 0.9999994419936197, 0.9999994695563318,
390 0.999999495806289, 0.9999995208035128, 0.9999995446054075, 0.9999995672668669, 0.9999995888403767,
391 0.9999996093761104, 0.9999996289220386, 0.9999996475240089, 0.999999665225837, 0.9999996820693978,
392 0.9999996980947014, 0.9999997133399728, 0.9999997278417341, 0.9999997416348584, 0.9999997547526686,
393 0.9999997672269785, 0.999999779088168, 0.9999997903652507, 0.9999998010859101, 0.9999998112765858,
394 0.9999998209625084, 0.9999998301677586, 0.999999838915313, 0.9999998472271051, 0.9999998551240461,
395 0.9999998626260925, 0.9999998697522797, 0.9999998765207626, 0.999999882948852, 0.9999998890530569,
396 0.9999998948491172, 0.9999999003520337, 0.9999999055761172, 0.9999999105349969, 0.9999999152416649,
397 0.9999999197085024, 0.9999999239473055, 0.9999999279693159, 0.9999999317852374, 0.9999999354052702,
398 0.9999999388391236, 0.9999999420960494, 0.9999999451848542, 0.9999999481139239, 0.9999999508912378,
399 0.999999953524401, 0.999999956020643, 0.999999958386847, 0.9999999606295614, 0.9999999627550202, 0.999999964769152,
400 0.9999999666775974, 0.9999999684857224, 0.9999999701986259, 0.9999999718211613, 0.9999999733579436,
401 0.9999999748133596, 0.9999999761915778, 0.9999999774965675, 0.9999999787320892, 0.9999999799017258,
402 0.9999999810088808, 0.9999999820567871, 0.9999999830485156, 0.9999999839869854, 0.9999999848749658,
403 0.9999999857150916, 0.999999986509861, 0.9999999872616481, 0.9999999879727063, 0.9999999886451735,
404 0.9999999892810812, 0.9999999898823579, 0.9999999904508311, 0.9999999909882377, 0.9999999914962242,
405 0.9999999919763545, 0.9999999924301094, 0.9999999928588945, 0.9999999932640453, 0.9999999936468255,
406 0.9999999940084324, 0.9999999943500043, 0.9999999946726192, 0.9999999949772991, 0.9999999952650122,
407 0.999999995536675, 0.9999999957931576, 0.9999999960352846, 0.999999996263837, 0.9999999964795528,
408 0.9999999966831338, 0.9999999968752427, 0.9999999970565085, 0.9999999972275259, 0.9999999973888581,
409 0.9999999975410393, 0.9999999976845725, 0.9999999978199366, 0.9999999979475838, 0.9999999980679412,
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492
493
494 @Override
495 public final String toString()
496 {
497 return "Persistent [unit=" + this.unit + ", sum=" + this.sum + ", min=" + this.min + ", max=" + this.max + ", mean="
498 + this.mean + ", varianceSum=" + this.varianceSum + ", weightSum=" + this.weightSum + ", n=" + this.n
499 + ", semaphore=" + this.semaphore + "]";
500 }
501
502 }