Package com.opengamma.analytics.math.statistics.descriptive

Examples of com.opengamma.analytics.math.statistics.descriptive.MedianCalculator.evaluate()


    }
    final double mean = MU + SIGMA / (1 - KSI);
    final double median = MU + SIGMA * (Math.pow(2, KSI) - 1) / KSI;
    final double variance = SIGMA * SIGMA / ((1 - KSI) * (1 - KSI) * (1 - 2 * KSI));
    assertEquals(meanCalculator.evaluate(data), mean, eps);
    assertEquals(medianCalculator.evaluate(data), median, eps);
    assertEquals(varianceCalculator.evaluate(data), variance, eps);
  }

  private void assertLimit(final ProbabilityDistribution<Double> dist, final double limit) {
    try {
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    MedianCalculator median = new MedianCalculator();

    double[] spreads = getSpreads(underlyingPool, creditSpreadTenors, creditSpreadTermStructures, creditSpreadTenor);

    return median.evaluate(spreads);
  }

  // ----------------------------------------------------------------------------------------------------------------------------------------

  // Calculate the modal spread of the obligors in the underlying pool for a given tenor
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