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

Examples of com.opengamma.analytics.math.statistics.descriptive.PopulationVarianceCalculator.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 {
      dist.getCDF(limit);
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