Constructor Detail

Method Detail

• trace_var

   final static Double trace_var(DoubleArray trace)

  Computes the variance of the trace data.

  Parameters:

  trace - the array containing the trace data

  Returns:

  the variance of the trace data

• trace_scv

   final static Double trace_scv(DoubleArray S)

  Computes the squared coefficient of variation for trace S

  Parameters:

  S - the trace data

  Returns:

  the squared coefficient of variation

• trace_acf

   final static DoubleArray trace_acf(DoubleArray S, IntArray lags)

  Computes the autocorrelation function for trace S at the specified lags

  Parameters:

  S - the trace data

  lags - the lag values to compute (default is arrayOf(1))

  Returns:

  the autocorrelation values at the specified lags

• trace_gamma

   final static DoubleArray trace_gamma(DoubleArray T, Integer limit)

  Estimates the auto-correlation decay rate of a trace

  Parameters:

  T - the trace data

  limit - maximum lag considered (default 1000)

  Returns:

  array containing GAMMA, RHO0, RESIDUALS

• trace_iat2counts

   final static IntArray trace_iat2counts(DoubleArray S, Double scale)

  Computes the counting process of S

  Parameters:

  S - the inter-arrival times

  scale - the time scale

  Returns:

  the counts after "scale" units of time from an arrival

• trace_idi

   final static Pair<DoubleArray, IntArray> trace_idi(DoubleArray S, IntArray kset, String option, Integer n)

  Computes the Index of Dispersion for Intervals of a trace

  Parameters:

  S - the trace data

  kset - the set of k values to compute IDI for

  option - aggregation option (null, "aggregate", "aggregate-mix")

  n - aggregation parameter

  Returns:

  pair of (IDI values, support values)

• trace_idc

   final static Double trace_idc(DoubleArray S)

  Computes the Index of Dispersion for Counts (asymptotically equal to IDI)

  Parameters:

  S - the trace data

  Returns:

  the IDC value

• trace_pmf

   final static Pair<DoubleArray, IntArray> trace_pmf(IntArray X)

  Computes the probability mass function of discrete data

  Parameters:

  X - the discrete data

  Returns:

  pair of (pmf values, unique values)

• trace_shuffle

   final static DoubleArray trace_shuffle(DoubleArray S)

  Shuffles the trace data randomly

  Parameters:

  S - the trace data

  Returns:

  the shuffled trace

• trace_bicov

   final static Pair<DoubleArray, Array<IntArray>> trace_bicov(DoubleArray S, IntArray GRID)

  Computes the bicovariance of the trace

  Parameters:

  S - the trace data

  GRID - the grid of lag values

  Returns:

  pair of (bicovariance values, lag combinations)

• trace_iat2bins

   final static Pair<IntArray, IntArray> trace_iat2bins(DoubleArray S, Double scale)

  Computes the counts in each bin with specified timescale

  Parameters:

  S - the inter-arrival times

  scale - the bin timescale

  Returns:

  pair of (counts per bin, bin membership for each element)

• trace_joint

   final static Double trace_joint(DoubleArray S, IntArray lag, IntArray order)

  Computes joint moments EX^{k_1}_{i} X^{k_2}_{i+j} ... for a trace

  Parameters:

  S - the trace data

  lag - the lag values (cumulative)

  order - the moment orders

  Returns:

  the joint moment value

• trace_summary

   final static DoubleArray trace_summary(DoubleArray m)

  Computes comprehensive summary statistics for a trace

  Parameters:

  m - the trace data

  Returns:

  array containing MEAN,SCV,MAD,SKEW,KURT,Q25,Q50,Q75,P95,MIN,MAX,IQR,ACF1-4,IDC_SCV_RATIO