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  1. Commons Math
  2. MATH-229

Add support for removal of observations from DescriptiveStatistics

    Details

    • Type: Improvement
    • Status: Closed
    • Priority: Minor
    • Resolution: Fixed
    • Affects Version/s: None
    • Fix Version/s: None
    • Labels:
      None
    • Environment:

      Feature-related, platform-independent

      Description

      [Objective]

      Add support for removal of observations from DescriptiveStatistics.

      [Rationale]

      Typically, a process can be modeled through a set of values.
      These values can be fed to DescriptiveStatistics through the addValue() method.
      The user might be interested in recomputing e.g. the mean and variance
      of the observed values each time a new value is added.

      Sometimes, however, a value of the observed process
      takes some time to acquire. Nonetheless, the user might want
      to recompute stats both (1) with the initial estimation
      of the most recent value as well as (2) with each subsequent update
      of the the most recent value.

      [Example]

      The values 50 and 60 are added.
      Then the observed process leads to a new observation
      that has an initial value of 42.
      Then this most recent value stabilizes to a value of 40.
      Stats should be computed on the sets of observations

      { 50, 60 }

      ,

      { 50, 60, 42 }

      and

      { 50, 60, 40 }

      .

      [Requirements]

      Support should be added to both enable the update or removal
      of the most recent value added to a DescriptiveStatistics.
      The underlying data structure (i.e. ResizableDoubleArray)
      can be modified to this end.

        Attachments

        1. ObservationRemovalTestPatch
          3 kB
          Cyril Briquet
        2. ObservationRemovalTest.java
          2 kB
          Cyril Briquet
        3. ObservationRemovalFeaturePatch
          4 kB
          Cyril Briquet

          Activity

            People

            • Assignee:
              Unassigned
              Reporter:
              cb Cyril Briquet
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