Java Streams - 标准偏差 [英] Java Streams - Standard Deviation

问题描述

我想提前澄清我正在寻找一种使用Streams计算标准偏差的方法（我目前有一种计算&返回SD而不使用Streams的工作方法）。

I wish to clarify upfront I am looking for a way to calculate Standard deviation using Streams (I have a working method at present which calculates & returns SD but without using Streams).

我正在使用的数据集密切匹配，如链接。如此链接所示，我可以对数据进行分组。获得平均值，但无法弄清楚如何获得SD。

The dataset i am working with matches closely as seen in Link. As shown in this link am able to group my data & get the average but not able to figure out how to get the SD.

代码

Code

outPut.stream()
            .collect(Collectors.groupingBy(e -> e.getCar(),
                    Collectors.averagingDouble(e -> (e.getHigh() - e.getLow()))))
            .forEach((car,avgHLDifference) -> System.out.println(car+ "\t" + avgHLDifference));

我还检查了链接在DoubleSummaryStatistics上但它似乎对SD没有帮助。

I also checked Link on DoubleSummaryStatistics but it doesn't seem to help for SD.

推荐答案

您可以为此任务使用自定义收集器来计算平方和。 buit-in DoubleSummaryStatistics 收集器无法跟踪它。专家组在此主题中对此进行了讨论但最终没有实施。计算平方和时的难度是平方中间结果时的潜在溢出。

You can use a custom collector for this task that calculates a sum of square. The buit-in DoubleSummaryStatistics collector does not keep track of it. This was discussed by the expert group in this thread but finally not implemented. The difficulty when calculating the sum of squares is the potential overflow when squaring the intermediate results.

static class DoubleStatistics extends DoubleSummaryStatistics {

    private double sumOfSquare = 0.0d;
    private double sumOfSquareCompensation; // Low order bits of sum
    private double simpleSumOfSquare; // Used to compute right sum for non-finite inputs

    @Override
    public void accept(double value) {
        super.accept(value);
        double squareValue = value * value;
        simpleSumOfSquare += squareValue;
        sumOfSquareWithCompensation(squareValue);
    }

    public DoubleStatistics combine(DoubleStatistics other) {
        super.combine(other);
        simpleSumOfSquare += other.simpleSumOfSquare;
        sumOfSquareWithCompensation(other.sumOfSquare);
        sumOfSquareWithCompensation(other.sumOfSquareCompensation);
        return this;
    }

    private void sumOfSquareWithCompensation(double value) {
        double tmp = value - sumOfSquareCompensation;
        double velvel = sumOfSquare + tmp; // Little wolf of rounding error
        sumOfSquareCompensation = (velvel - sumOfSquare) - tmp;
        sumOfSquare = velvel;
    }

    public double getSumOfSquare() {
        double tmp =  sumOfSquare + sumOfSquareCompensation;
        if (Double.isNaN(tmp) && Double.isInfinite(simpleSumOfSquare)) {
            return simpleSumOfSquare;
        }
        return tmp;
    }

    public final double getStandardDeviation() {
        return getCount() > 0 ? Math.sqrt((getSumOfSquare() / getCount()) - Math.pow(getAverage(), 2)) : 0.0d;
    }

}

然后，你可以使用这个类with

Then, you can use this class with

Map<String, Double> standardDeviationMap =
    list.stream()
        .collect(Collectors.groupingBy(
            e -> e.getCar(),
            Collectors.mapping(
                e -> e.getHigh() - e.getLow(),
                Collector.of(
                    DoubleStatistics::new,
                    DoubleStatistics::accept,
                    DoubleStatistics::combine,
                    d -> d.getStandardDeviation()
                )
            )
        ));

这会将输入列表收集到地图中，其中值对应于<$ c的标准差$ c> high - low 用于相同的密钥。

This will collect the input list into a map where the values corresponds to the standard deviation of high - low for the same key.

这篇关于Java Streams - 标准偏差的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持IT屋！