Package org.apache.commons.math.stat.descriptive.rank

Examples of org.apache.commons.math.stat.descriptive.rank.Min

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  StandardDeviation sd;

  StorelessUnivariateStatistic[] stats;

  public Stat() {
    min = new Min();
    max = new Max();
    sum = new Sum();
    mean = new Mean();
    sd = new StandardDeviation();
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        meanImpl    = new StorelessUnivariateStatistic[k];

        for (int i = 0; i < k; ++i) {
            sumImpl[i]     = new Sum();
            sumSqImpl[i]   = new SumOfSquares();
            minImpl[i]     = new Min();
            maxImpl[i]     = new Max();
            sumLogImpl[i]  = new SumOfLogs();
            geoMeanImpl[i] = new GeometricMean();
            meanImpl[i]    = new Mean();
        }
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     * Construct a SummaryStatistics
     */
    public SummaryStatisticsImpl() {
        sum = new Sum();
        sumsq = new SumOfSquares();
        min = new Min();
        max = new Max();
        sumLog = new SumOfLogs();
        geoMean = new GeometricMean();
        secondMoment = new SecondMoment();
    }
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    /**
    * Returns the minimum of the available values
    * @return The min or Double.NaN if no values have been added.
    */
    public double getMin() {
        return apply(new Min());
    }
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        meanImpl    = new StorelessUnivariateStatistic[k];

        for (int i = 0; i < k; ++i) {
            sumImpl[i]     = new Sum();
            sumSqImpl[i]   = new SumOfSquares();
            minImpl[i]     = new Min();
            maxImpl[i]     = new Max();
            sumLogImpl[i]  = new SumOfLogs();
            geoMeanImpl[i] = new GeometricMean();
            meanImpl[i]    = new Mean();
        }
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     * Construct a SummaryStatistics
     */
    public SummaryStatisticsImpl() {
        sum = new Sum();
        sumsq = new SumOfSquares();
        min = new Min();
        max = new Max();
        sumLog = new SumOfLogs();
        geoMean = new GeometricMean();
        secondMoment = new SecondMoment();
    }
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    /**
    * Returns the minimum of the available values
    * @return The min or Double.NaN if no values have been added.
    */
    public double getMin() {
        return apply(new Min());
    }
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        meanImpl    = new StorelessUnivariateStatistic[k];

        for (int i = 0; i < k; ++i) {
            sumImpl[i]     = new Sum();
            sumSqImpl[i]   = new SumOfSquares();
            minImpl[i]     = new Min();
            maxImpl[i]     = new Max();
            sumLogImpl[i]  = new SumOfLogs();
            geoMeanImpl[i] = new GeometricMean();
            meanImpl[i]    = new Mean();
        }
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        meanImpl    = new StorelessUnivariateStatistic[k];

        for (int i = 0; i < k; ++i) {
            sumImpl[i]     = new Sum();
            sumSqImpl[i]   = new SumOfSquares();
            minImpl[i]     = new Min();
            maxImpl[i]     = new Max();
            sumLogImpl[i]  = new SumOfLogs();
            geoMeanImpl[i] = new GeometricMean();
            meanImpl[i]    = new Mean();
        }
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    for (int loopbasket = 0; loopbasket < NB_BOND; loopbasket++) {
      final double bondPriceForward = METHOD_BOND_SEC.dirtyPriceFromCurves(BOND_FUTURE.getDeliveryBasket()[loopbasket], ISSUER_MULTICURVES);
      netBasisExpected[loopbasket] = bondPriceForward - (priceFuture * CONVERSION_FACTOR[loopbasket] + BOND_FUTURE.getDeliveryBasket()[loopbasket].getAccruedInterest());
      assertEquals("Bond future security Discounting Method: netBasis", netBasisExpected[loopbasket], netBasisComputed[loopbasket], 1.0E-10);
    }
    final Min minFunction = new Min();
    final double netBasisMin = minFunction.evaluate(netBasisComputed);
    final double priceFutureFromNetBasis = METHOD_FUT_SEC_DSC.priceFromNetBasis(BOND_FUTURE, ISSUER_MULTICURVES, netBasisMin);
    assertEquals("Bond future security Discounting Method: netBasis", priceFuture, priceFutureFromNetBasis, 1.0E-10);
  }
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Related Classes of org.apache.commons.math.stat.descriptive.rank.Min

  • com.opengamma.analytics.financial.interestrate.future.method.BondFutureDiscountingMethodTest
  • com.opengamma.analytics.financial.interestrate.future.provider.BondFutureDiscountingMethodTest
  • com.opengamma.analytics.financial.interestrate.future.provider.BondFuturesSecurityDiscountingMethodTest
  • org.apache.accumulo.core.util.Stat
  • org.apache.commons.math.stat.descriptive.DescriptiveStatistics
  • org.apache.commons.math.stat.descriptive.MultivariateSummaryStatistics
  • org.apache.commons.math.stat.descriptive.SummaryStatisticsImpl
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