Class Quantile
- java.lang.Object
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- org.apache.commons.statistics.descriptive.Quantile
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public final class Quantile extends Object
Provides quantile computation.For values of length
n:- The result is
NaNifn = 0. - The result is
values[0]ifn = 1. - Otherwise the result is computed using the
Quantile.EstimationMethod.
Computation of multiple quantiles will handle duplicate and unordered probabilities. Passing ordered probabilities is recommended if the order is already known as this can improve efficiency; for example using uniform spacing through the array data, or to identify extreme values from the data such as
[0.001, 0.999].This implementation respects the ordering imposed by
Double.compare(double, double)forNaNvalues. If aNaNoccurs in the selected positions in the fully sorted values then the result isNaN.The
NaNPolicycan be used to change the behaviour onNaNvalues.Instances of this class are immutable and thread-safe.
Support for
longarraysThe result on
longvalues can be returned as adoubleor alongusing aStatisticResult.The
doubleresult is computed within 1 ULP of the exact result. In some cases this may be outside the range defined by the minimum and maximum of the input array following rounding to a 53-bit floating point representation. For example a quantile of an array containing onlyLong.MAX_VALUEas adoubleis 263, which is the closest representation of 263 - 1.The
longresult is returned using the nearest whole number. In the event of ties the result is rounded towards positive infinity. This value will always be within the range defined by the minimum and maximum of the input array. Due to interpolation it may be a value not observed in the input values.Interpolation between two
longvalues requires extended precision floating-point arithmetic. This can be avoided using a discontinuousQuantile.EstimationMethod. In this case thelongquantile will be a value observed in the input values.If the array length
nis zero the result as adoubleisNaNand the result as alongwill raise anArithmeticException.Multiple quantile results required as only one of the primitive values can be converted to a primitive array using a stream, for example:
long[] values = ... double[] p = Quantile.probabilities(10); Quantile q = Quantile.withDefaults(); long[] result = Arrays.stream(q.evaluate(values, p)) .mapToLong(StatisticResult::getAsLong) .toArray();- Since:
- 1.1
- See Also:
with(NaNPolicy), Quantile (Wikipedia)
- The result is
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Nested Class Summary
Nested Classes Modifier and Type Class Description static classQuantile.EstimationMethodEnumerates estimation methods for a quantile.
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description doubleevaluate(double[] values, double p)Evaluate thep-th quantile of the values.double[]evaluate(double[] values, double... p)Evaluate thep-th quantiles of the values.doubleevaluate(int[] values, double p)Evaluate thep-th quantile of the values.double[]evaluate(int[] values, double... p)Evaluate thep-th quantiles of the values.doubleevaluate(int n, IntToDoubleFunction values, double p)Evaluate thep-th quantile of the sorted values provided as adouble.double[]evaluate(int n, IntToDoubleFunction values, double... p)Evaluate thep-th quantiles of the sorted values provided as adouble.StatisticResultevaluate(long[] values, double p)Evaluate thep-th quantile of the values.StatisticResult[]evaluate(long[] values, double... p)Evaluate thep-th quantiles of the values.StatisticResultevaluateAsLong(int n, IntToLongFunction values, double p)Evaluate thep-th quantile of the sorted values provided as along.StatisticResult[]evaluateAsLong(int n, IntToLongFunction values, double... p)Evaluate thep-th quantiles of the sorted values provided as along.doubleevaluateRange(double[] values, int from, int to, double p)Evaluate thep-th quantile of the specified range of values.double[]evaluateRange(double[] values, int from, int to, double... p)Evaluate thep-th quantiles of the specified range of values.doubleevaluateRange(int[] values, int from, int to, double p)Evaluate thep-th quantile of the specified range of values.double[]evaluateRange(int[] values, int from, int to, double... p)Evaluate thep-th quantiles of the specified range of values..StatisticResultevaluateRange(long[] values, int from, int to, double p)Evaluate thep-th quantile of the specified range of values.StatisticResult[]evaluateRange(long[] values, int from, int to, double... p)Evaluate thep-th quantiles of the specified range of values..static double[]probabilities(int n)Generatenevenly spaced probabilities in the range[0, 1].static double[]probabilities(int n, double p1, double p2)Generatenevenly spaced probabilities in the range[p1, p2].Quantilewith(NaNPolicy v)Return an instance with the configuredNaNPolicy.Quantilewith(Quantile.EstimationMethod v)Return an instance with the configuredQuantile.EstimationMethod.QuantilewithCopy(boolean v)Return an instance with the configured copy behaviour.static QuantilewithDefaults()Return a new instance with the default options.
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Method Detail
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withDefaults
public static Quantile withDefaults()
Return a new instance with the default options.Note: The default options configure for processing in-place and including
NaNvalues in the data. This is the most efficient mode and has the smallest memory consumption.- Returns:
- the quantile implementation
- See Also:
withCopy(boolean),with(NaNPolicy),with(EstimationMethod)
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withCopy
public Quantile withCopy(boolean v)
Return an instance with the configured copy behaviour. Iffalsethen the input array will be modified by the call to evaluate the quantiles; otherwise the computation uses a copy of the data.- Parameters:
v- Value.- Returns:
- an instance
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with
public Quantile with(NaNPolicy v)
Return an instance with the configuredNaNPolicy.Note: This implementation respects the ordering imposed by
Double.compare(double, double)forNaNvalues:NaNis considered greater than all other values, and allNaNvalues are equal. TheNaNPolicychanges the computation of the statistic in the presence ofNaNvalues.NaNPolicy.INCLUDE:NaNvalues are moved to the end of the data; the size of the data includes theNaNvalues and the quantile will beNaNif any value used for quantile interpolation isNaN.NaNPolicy.EXCLUDE:NaNvalues are moved to the end of the data; the size of the data excludes theNaNvalues and the quantile will never beNaNfor non-zero size. If all data areNaNthen the size is zero and the result isNaN.NaNPolicy.ERROR: An exception is raised if the data containsNaNvalues.
Note that the result is identical for all policies if no
NaNvalues are present.- Parameters:
v- Value.- Returns:
- an instance
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with
public Quantile with(Quantile.EstimationMethod v)
Return an instance with the configuredQuantile.EstimationMethod.- Parameters:
v- Value.- Returns:
- an instance
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probabilities
public static double[] probabilities(int n)
Generatenevenly spaced probabilities in the range[0, 1].1/(n + 1), 2/(n + 1), ..., n/(n + 1)
- Parameters:
n- Number of probabilities.- Returns:
- the probabilities
- Throws:
IllegalArgumentException- ifn < 1
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probabilities
public static double[] probabilities(int n, double p1, double p2)
Generatenevenly spaced probabilities in the range[p1, p2].w = p2 - p1 p1 + w/(n + 1), p1 + 2w/(n + 1), ..., p1 + nw/(n + 1)
- Parameters:
n- Number of probabilities.p1- Lower probability.p2- Upper probability.- Returns:
- the probabilities
- Throws:
IllegalArgumentException- ifn < 1; if the probabilities are not in the range[0, 1]; orp2 <= p1.
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evaluate
public double evaluate(double[] values, double p)
Evaluate thep-th quantile of the values.Note: This method may partially sort the input values if not configured to
copythe input data.Performance
It is not recommended to use this method for repeat calls for different quantiles within the same values. The
evaluate(double[], double...)method should be used which provides better performance.- Parameters:
values- Values.p- Probability for the quantile to compute.- Returns:
- the quantile
- Throws:
IllegalArgumentException- if the probabilitypis not in the range[0, 1]; or if the values contain NaN and the configuration isNaNPolicy.ERROR- See Also:
evaluate(double[], double...),with(NaNPolicy)
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evaluateRange
public double evaluateRange(double[] values, int from, int to, double p)
Evaluate thep-th quantile of the specified range of values.Note: This method may partially sort the input values if not configured to
copythe input data.Performance
It is not recommended to use this method for repeat calls for different quantiles within the same values. The
evaluateRange(double[], int, int, double...)method should be used which provides better performance.- Parameters:
values- Values.from- Inclusive start of the range.to- Exclusive end of the range.p- Probability for the quantile to compute.- Returns:
- the quantile
- Throws:
IllegalArgumentException- if the probabilitypis not in the range[0, 1]; or if the values contain NaN and the configuration isNaNPolicy.ERRORIndexOutOfBoundsException- if the sub-range is out of bounds- Since:
- 1.2
- See Also:
evaluateRange(double[], int, int, double...),with(NaNPolicy)
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evaluate
public double[] evaluate(double[] values, double... p)
Evaluate thep-th quantiles of the values.Note: This method may partially sort the input values if not configured to
copythe input data.- Parameters:
values- Values.p- Probabilities for the quantiles to compute.- Returns:
- the quantiles
- Throws:
IllegalArgumentException- if any probabilitypis not in the range[0, 1]; no probabilities are specified; or if the values contain NaN and the configuration isNaNPolicy.ERROR- See Also:
with(NaNPolicy)
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evaluateRange
public double[] evaluateRange(double[] values, int from, int to, double... p)
Evaluate thep-th quantiles of the specified range of values.Note: This method may partially sort the input values if not configured to
copythe input data.- Parameters:
values- Values.from- Inclusive start of the range.to- Exclusive end of the range.p- Probabilities for the quantiles to compute.- Returns:
- the quantiles
- Throws:
IllegalArgumentException- if any probabilitypis not in the range[0, 1]; no probabilities are specified; or if the values contain NaN and the configuration isNaNPolicy.ERRORIndexOutOfBoundsException- if the sub-range is out of bounds- Since:
- 1.2
- See Also:
with(NaNPolicy)
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evaluate
public double evaluate(int[] values, double p)
Evaluate thep-th quantile of the values.Note: This method may partially sort the input values if not configured to
copythe input data.Performance
It is not recommended to use this method for repeat calls for different quantiles within the same values. The
evaluate(int[], double...)method should be used which provides better performance.- Parameters:
values- Values.p- Probability for the quantile to compute.- Returns:
- the quantile
- Throws:
IllegalArgumentException- if the probabilitypis not in the range[0, 1]- See Also:
evaluate(int[], double...)
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evaluateRange
public double evaluateRange(int[] values, int from, int to, double p)
Evaluate thep-th quantile of the specified range of values.Note: This method may partially sort the input values if not configured to
copythe input data.Performance
It is not recommended to use this method for repeat calls for different quantiles within the same values. The
evaluateRange(int[], int, int, double...)method should be used which provides better performance.- Parameters:
values- Values.from- Inclusive start of the range.to- Exclusive end of the range.p- Probability for the quantile to compute.- Returns:
- the quantile
- Throws:
IllegalArgumentException- if the probabilitypis not in the range[0, 1]IndexOutOfBoundsException- if the sub-range is out of bounds- Since:
- 1.2
- See Also:
evaluateRange(int[], int, int, double...)
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evaluate
public double[] evaluate(int[] values, double... p)
Evaluate thep-th quantiles of the values.Note: This method may partially sort the input values if not configured to
copythe input data.- Parameters:
values- Values.p- Probabilities for the quantiles to compute.- Returns:
- the quantiles
- Throws:
IllegalArgumentException- if any probabilitypis not in the range[0, 1]; or no probabilities are specified.
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evaluateRange
public double[] evaluateRange(int[] values, int from, int to, double... p)
Evaluate thep-th quantiles of the specified range of values..Note: This method may partially sort the input values if not configured to
copythe input data.- Parameters:
values- Values.from- Inclusive start of the range.to- Exclusive end of the range.p- Probabilities for the quantiles to compute.- Returns:
- the quantiles
- Throws:
IllegalArgumentException- if any probabilitypis not in the range[0, 1]; or no probabilities are specified.IndexOutOfBoundsException- if the sub-range is out of bounds- Since:
- 1.2
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evaluate
public StatisticResult evaluate(long[] values, double p)
Evaluate thep-th quantile of the values.Note: This method may partially sort the input values if not configured to
copythe input data.Performance
It is not recommended to use this method for repeat calls for different quantiles within the same values. The
evaluate(long[], double...)method should be used which provides better performance.- Parameters:
values- Values.p- Probability for the quantile to compute.- Returns:
- the quantile
- Throws:
IllegalArgumentException- if the probabilitypis not in the range[0, 1]- Since:
- 1.3
- See Also:
evaluate(long[], double...)
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evaluateRange
public StatisticResult evaluateRange(long[] values, int from, int to, double p)
Evaluate thep-th quantile of the specified range of values.Note: This method may partially sort the input values if not configured to
copythe input data.Performance
It is not recommended to use this method for repeat calls for different quantiles within the same values. The
evaluateRange(long[], int, int, double...)method should be used which provides better performance.- Parameters:
values- Values.from- Inclusive start of the range.to- Exclusive end of the range.p- Probability for the quantile to compute.- Returns:
- the quantile
- Throws:
IllegalArgumentException- if the probabilitypis not in the range[0, 1]IndexOutOfBoundsException- if the sub-range is out of bounds- Since:
- 1.3
- See Also:
evaluateRange(long[], int, int, double...)
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evaluate
public StatisticResult[] evaluate(long[] values, double... p)
Evaluate thep-th quantiles of the values.Note: This method may partially sort the input values if not configured to
copythe input data.- Parameters:
values- Values.p- Probabilities for the quantiles to compute.- Returns:
- the quantiles
- Throws:
IllegalArgumentException- if any probabilitypis not in the range[0, 1]; or no probabilities are specified.- Since:
- 1.3
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evaluateRange
public StatisticResult[] evaluateRange(long[] values, int from, int to, double... p)
Evaluate thep-th quantiles of the specified range of values..Note: This method may partially sort the input values if not configured to
copythe input data.- Parameters:
values- Values.from- Inclusive start of the range.to- Exclusive end of the range.p- Probabilities for the quantiles to compute.- Returns:
- the quantiles
- Throws:
IllegalArgumentException- if any probabilitypis not in the range[0, 1]; or no probabilities are specified.IndexOutOfBoundsException- if the sub-range is out of bounds- Since:
- 1.3
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evaluate
public double evaluate(int n, IntToDoubleFunction values, double p)
Evaluate thep-th quantile of the sorted values provided as adouble.This method can be used when the values of known size are already sorted. It can be used for primitive types not supported by other evaluation methods. Numeric types
byte,shortandfloatcan be converted to typedoublewithout loss of precision.short[] x = ... Arrays.sort(x); double q = Quantile.withDefaults().evaluate(x.length, i -> x[i], 0.05);If the sorted array is a
longdatatype this method can lose information about the precision of the quantiles due to primitive type conversion. Use the methodevaluateAsLong(int, IntToLongFunction, double)to compute thelongquantile result.- Parameters:
n- Size of the values.values- Values function.p- Probability for the quantile to compute.- Returns:
- the quantile
- Throws:
IllegalArgumentException- ifsize < 0; or if the probabilitypis not in the range[0, 1].- See Also:
evaluateAsLong(int, IntToLongFunction, double)
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evaluate
public double[] evaluate(int n, IntToDoubleFunction values, double... p)
Evaluate thep-th quantiles of the sorted values provided as adouble.This method can be used when the values of known size are already sorted. It can be used for primitive types not supported by other evaluation methods. Numeric types
byte,shortandfloatcan be converted to typedoublewithout loss of precision.short[] x = ... Arrays.sort(x); double[] q = Quantile.withDefaults().evaluate(x.length, i -> x[i], 0.25, 0.5, 0.75);If the sorted array is a
longdatatype this method can lose information about the precision of the quantiles due to primitive type conversion. Use the methodevaluateAsLong(int, IntToLongFunction, double...)to compute thelongquantile result.- Parameters:
n- Size of the values.values- Values function.p- Probabilities for the quantiles to compute.- Returns:
- the quantiles
- Throws:
IllegalArgumentException- ifsize < 0; if any probabilitypis not in the range[0, 1]; or no probabilities are specified.- See Also:
evaluateAsLong(int, IntToLongFunction, double...)
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evaluateAsLong
public StatisticResult evaluateAsLong(int n, IntToLongFunction values, double p)
Evaluate thep-th quantile of the sorted values provided as along.This method can be used when the values of known size are already sorted.
long[] x = ... Arrays.sort(x); StatisticResult q = Quantile.withDefaults() .evaluateAsLong(x.length, i -> x[i], 0.05);Note: It is not recommended to sort data for use only in the quantile computation. The
evaluate(long[], double)method will partially sort the data as required and in most cases will be more efficient.- Parameters:
n- Size of the values.values- Values function.p- Probability for the quantile to compute.- Returns:
- the quantile
- Throws:
IllegalArgumentException- ifsize < 0; or if the probabilitypis not in the range[0, 1].- Since:
- 1.3
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evaluateAsLong
public StatisticResult[] evaluateAsLong(int n, IntToLongFunction values, double... p)
Evaluate thep-th quantiles of the sorted values provided as along.This method can be used when the values of known size are already sorted.
long[] x = ... Arrays.sort(x); StatisticResult[] q = Quantile.withDefaults() .evaluateAsLong(x.length, i -> x[i], 0.25, 0.5, 0.75);Note: It is not recommended to sort data for use only in the quantile computation. The
evaluate(long[], double...)method will partially sort the data as required and in most cases will be more efficient.- Parameters:
n- Size of the values.values- Values function.p- Probabilities for the quantiles to compute.- Returns:
- the quantiles
- Throws:
IllegalArgumentException- ifsize < 0; if any probabilitypis not in the range[0, 1]; or no probabilities are specified.- Since:
- 1.3
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