1 // ******************************************************************************
2 //
3 // Title: Force Field X.
4 // Description: Force Field X - Software for Molecular Biophysics.
5 // Copyright: Copyright (c) Michael J. Schnieders 2001-2025.
6 //
7 // This file is part of Force Field X.
8 //
9 // Force Field X is free software; you can redistribute it and/or modify it
10 // under the terms of the GNU General Public License version 3 as published by
11 // the Free Software Foundation.
12 //
13 // Force Field X is distributed in the hope that it will be useful, but WITHOUT
14 // ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
15 // FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
16 // details.
17 //
18 // You should have received a copy of the GNU General Public License along with
19 // Force Field X; if not, write to the Free Software Foundation, Inc., 59 Temple
20 // Place, Suite 330, Boston, MA 02111-1307 USA
21 //
22 // Linking this library statically or dynamically with other modules is making a
23 // combined work based on this library. Thus, the terms and conditions of the
24 // GNU General Public License cover the whole combination.
25 //
26 // As a special exception, the copyright holders of this library give you
27 // permission to link this library with independent modules to produce an
28 // executable, regardless of the license terms of these independent modules, and
29 // to copy and distribute the resulting executable under terms of your choice,
30 // provided that you also meet, for each linked independent module, the terms
31 // and conditions of the license of that module. An independent module is a
32 // module which is not derived from or based on this library. If you modify this
33 // library, you may extend this exception to your version of the library, but
34 // you are not obligated to do so. If you do not wish to do so, delete this
35 // exception statement from your version.
36 //
37 // ******************************************************************************
38 package ffx.numerics.math;
39
40 import static java.lang.Double.isFinite;
41 import static java.lang.Double.isNaN;
42 import static java.lang.String.format;
43 import static org.apache.commons.math3.util.FastMath.max;
44 import static org.apache.commons.math3.util.FastMath.min;
45 import static org.apache.commons.math3.util.FastMath.sqrt;
46
47 /**
48 * The RunningStatistics class uses online, stable algorithms to calculate summary statistics from a
49 * source of doubles, including mean, variance, standard deviation, max, min, sum, and count.
50 *
51 * <p>This is intended for accuracy and numerical stability, not necessarily for performance (e.g.
52 * using Kahan summation).
53 *
54 * <p>This is effectively a dynamic version of SummaryStatistics.
55 *
56 * @author Michael J. Schnieders
57 * @author Jacob M. Litman
58 * @since 1.0
59 */
60 public class RunningStatistics {
61
62 // Weight-sensitive values.
63 private double mean = 0;
64 private double var = 0;
65 private double weight = 0;
66 // Weight-insensitive values.
67 private double min = Double.MAX_VALUE;
68 private double max = Double.MIN_VALUE;
69 private long count = 0;
70 private double sum = 0;
71 private long dof = -1;
72 private double comp = 0;
73
74 /**
75 * Constructs new running statistics accumulator.
76 */
77 public RunningStatistics() {
78 // Empty constructor; all variables are initialized at definition.
79 }
80
81 /**
82 * Add a value and update key variables.
83 *
84 * @param val Value to add.
85 */
86 public void addValue(double val) {
87 addValue(val, 1.0);
88 }
89
90 /**
91 * Add a value and update key variables.
92 *
93 * @param val Value to add.
94 * @param weight Weight to give the value.
95 */
96 public void addValue(double val, double weight) {
97 assert isFinite(val);
98 assert isFinite(weight);
99 assert weight > 0.0;
100 ++count;
101 ++dof;
102 double priorMean = mean;
103 this.weight += weight;
104 double y = val - comp;
105 double t = sum + y;
106 comp = (t - sum) - y;
107 sum = t;
108
109 min = min(min, val);
110 max = max(max, val);
111 double invCount = 1.0 / this.weight;
112 mean += ((val - mean) * invCount);
113 var += ((val - priorMean) * (val - mean)) * weight;
114 if (isNaN(var)) {
115 throw new IllegalArgumentException(
116 format(" Val %.5f w/ wt %.3f resulted in NaN varAcc; current state %s",
117 val, weight, new SummaryStatistics(this)));
118 }
119 }
120
121 /**
122 * Add a RunningStatistics object to this one.
123 */
124 public void reset() {
125 // Weight-sensitive values.
126 mean = 0;
127 var = 0;
128 weight = 0;
129 // Weight-insensitive values.
130 min = Double.MAX_VALUE;
131 max = Double.MIN_VALUE;
132 count = 0;
133 sum = 0;
134 dof = -1;
135 comp = 0;
136 }
137
138 /**
139 * Get the count.
140 *
141 * @return Returns the count.
142 */
143 public long getCount() {
144 return count;
145 }
146
147 /**
148 * Get the DOF.
149 *
150 * @return Returns DOF.
151 */
152 public long getDOF() {
153 return dof;
154 }
155
156 /**
157 * Get the max.
158 *
159 * @return Returns the max.
160 */
161 public double getMax() {
162 return max;
163 }
164
165 /**
166 * Gets the mean as of the last value added.
167 *
168 * @return Current running mean.
169 */
170 public double getMean() {
171 return mean;
172 }
173
174 /**
175 * Get the min.
176 *
177 * @return Returns the min.
178 */
179 public double getMin() {
180 return min;
181 }
182
183 /**
184 * Get the population standard deviations.
185 *
186 * @return The population standard deviation.
187 */
188 public double getPopulationStandardDeviation() {
189 return sqrt(getPopulationVariance());
190 }
191
192 /**
193 * Get the population variance.
194 *
195 * @return Returns the population variance.
196 */
197 public double getPopulationVariance() {
198 return var / ((double) count);
199 }
200
201 /**
202 * Get the standard deviation.
203 *
204 * @return Returns the standard deviation.
205 */
206 public double getStandardDeviation() {
207 return sqrt(getVariance());
208 }
209
210 /**
211 * Get the sum.
212 *
213 * @return Returns the sum.
214 */
215 public double getSum() {
216 return sum;
217 }
218
219 /**
220 * Get the variance.
221 *
222 * @return Returns the variance.
223 */
224 public double getVariance() {
225 return var / ((double) dof);
226 }
227
228 /**
229 * Get the weight.
230 *
231 * @return Returns the weight.
232 */
233 public double getWeight() {
234 return weight;
235 }
236
237 /**
238 * Describe the Summary Statistics.
239 *
240 * @return Return the description.
241 */
242 public String describe() {
243 return format(" Mean: %12.6f +/-%12.6f, Min/Max: %12.6f/%12.6f", mean,
244 getStandardDeviation(), min, max);
245 }
246
247 }