/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.math.statistics.estimation;
import org.apache.commons.lang.Validate;
import com.opengamma.analytics.math.function.Function1D;
import com.opengamma.analytics.math.statistics.descriptive.MedianCalculator;
import com.opengamma.analytics.math.statistics.distribution.LaplaceDistribution;
import com.opengamma.analytics.math.statistics.distribution.ProbabilityDistribution;
import com.opengamma.util.ArgumentChecker;
/**
*
*/
public class LaplaceDistributionMaximumLikelihoodEstimator extends DistributionParameterEstimator<Double> {
private final Function1D<double[], Double> _median = new MedianCalculator();
@Override
public ProbabilityDistribution<Double> evaluate(final double[] x) {
Validate.notNull(x, "x");
ArgumentChecker.notEmpty(x, "x");
final double median = _median.evaluate(x);
final int n = x.length;
double b = 0;
for (int i = 0; i < n; i++) {
b += Math.abs(x[i] - median);
}
return new LaplaceDistribution(median, b / n);
}
}