Hi Luc and others,
I have written the standardize function by myself (see below, including the
tests). Would it be possible to have this added to Apache Math Commons?
/**
* The standardise function does not seem to be in Apache math commons.
*
*
* @author Erik van Ingen
*
*/
public class Standardize {
/**
* Standardise the series, so in the end it is having mean of 0 and a
standard deviation of 1.
*
*
* @param series
* @return
*/
public static double[] run(double[] series) {
DescriptiveStatistics stats = new DescriptiveStatistics();
// Add the data from the array
for (int i = 0; i < series.length; i++) {
stats.addValue(series[i]);
}
// Compute mean and standard deviation
double currentMean = stats.getMean();
double currentstandardDeviation = stats.getStandardDeviation();
// z = (x- mean)/standardDeviation
double[] newSeries = new double[series.length];
for (int i = 0; i < series.length; i++) {
newSeries[i] = (series[i] - currentMean) /
currentstandardDeviation;
}
return newSeries;
}
}
public class StandardizeTest {
/**
* Run the test with the values 50 and 100 and assume standardized
values with a dinstance of 0.01
*/
@Test
public void testRun1() {
double series[] = { 50, 100 };
double expectedSeries[] = { -0.7, 0.7 };
double[] out = Standardize.run(series);
for (int i = 0; i < out.length; i++) {
assertEquals(out[i], expectedSeries[i], 0.01);
}
}
/**
* Run with 77 random values, assuming that the outcome has a mean of 0
and a standard deviation of 1.
*
*
*
*/
@Test
public void testRun2() {
int length = 77;
double series[] = new double[length];
for (int i = 0; i < length; i++) {
series[i] = Math.random();
}
double standardizedSeries[] = Standardize.run(series);
DescriptiveStatistics stats = new DescriptiveStatistics();
// Add the data from the array
for (int i = 0; i < length; i++) {
stats.addValue(standardizedSeries[i]);
}
double distance = 1E-10;
assertEquals(0.0, stats.getMean(), distance);
assertEquals(1.0, stats.getStandardDeviation(), distance);
}
}
-----Original Message-----
From: Luc Maisonobe [mailto:[email protected]]
Sent: 29 September 2010 18:54
To: Commons Users List
Subject: Re: [math]How to do standardizing (normalizing)
Le 29/09/2010 12:13, VanIngen, Erik (FIPS) a écrit :
> Hi Apache Commons Math users
>
> I am looking for an easy way of standardizing my values a mean 0 and a
> standard deviation of 1. What is the best way to do that?
>
> I have tried this:
> DescriptiveStatistics stats = new DescriptiveStatistics();
> // adding values
> ....
> // Compute Mean and StandardDeviation
> double mean = stats.getMean();
> double std = stats.getStandardDeviation();
>
> and then standardize each value according z = (x- mean)/std
>
> But I would like to have just a function of standardize an array
> according the parameters mean and std. Is there something like this in
> Apache Math Commons?
I don't think we have such a function.
Luc
>
> Erik
>
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