Example usage for org.apache.commons.math.stat.descriptive.rank Min evaluate

Introduction

In this page you can find the example usage for org.apache.commons.math.stat.descriptive.rank Min evaluate.

Prototype

@Override
public double evaluate(final double[] values) 

Source Link

Document

This default implementation calls #clear , then invokes #increment in a loop over the the input array, and then uses #getResult to compute the return value.

Usage

From source file:com.discursive.jccook.math.StatExample.java

public static void main(String[] args) {
    double[] values = new double[] { 2.3, 5.4, 6.2, 7.3, 23.3 };

    System.out.println("min: " + StatUtils.min(values));
    System.out.println("max: " + StatUtils.max(values));
    System.out.println("mean: " + StatUtils.mean(values));
    System.out.println("product: " + StatUtils.product(values));
    System.out.println("sum: " + StatUtils.sum(values));
    System.out.println("variance: " + StatUtils.variance(values));

    // Measures from previous example
    Min min = new Min();
    System.out.println("min: " + min.evaluate(values));
    Max max = new Max();
    System.out.println("max: " + max.evaluate(values));
    Mean mean = new Mean();
    System.out.println("mean: " + mean.evaluate(values));
    Product product = new Product();
    System.out.println("product: " + product.evaluate(values));
    Sum sum = new Sum();
    System.out.println("sum: " + sum.evaluate(values));
    Variance variance = new Variance();
    System.out.println("variance: " + variance.evaluate(values));

    // New measures
    Percentile percentile = new Percentile();
    System.out.println("80 percentile value: " + percentile.evaluate(values, 80.0));
    GeometricMean geoMean = new GeometricMean();
    System.out.println("geometric mean: " + geoMean.evaluate(values));
    StandardDeviation stdDev = new StandardDeviation();
    System.out.println("standard dev: " + stdDev.evaluate(values));
    Skewness skewness = new Skewness();
    System.out.println("skewness: " + skewness.evaluate(values));
    Kurtosis kurtosis = new Kurtosis();
    System.out.println("kurtosis: " + kurtosis.evaluate(values));

}

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From source file:fr.ens.transcriptome.corsen.util.StatTest.java

public void testMin() {

    Min min = new Min();

    for (int i = 0; i < 10000; i++) {

        List<DataDouble> list = generate();
        assertEquals(min.evaluate(Stats.toDouble(list)), Stats.min(list));
    }/*from  www  .  j  av a 2 s  . c  o m*/
}

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From source file:com.opengamma.analytics.financial.interestrate.future.provider.BondFuturesSecurityDiscountingMethodTest.java

@Test
/**/*from  w ww.  ja  va 2 s. c  om*/
 * Tests the net basis of all bonds computed from the curves.
 */
public void netBasisAllBonds() {
    //final double priceFuture = 1.0320;
    final double priceFuture = METHOD_FUT_SEC_DSC.price(BOND_FUTURE, ISSUER_MULTICURVES);
    final double[] netBasisComputed = METHOD_FUT_SEC_DSC.netBasisAllBonds(BOND_FUTURE, ISSUER_MULTICURVES,
            priceFuture);
    final double[] netBasisExpected = new double[NB_BOND];
    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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From source file:com.opengamma.analytics.financial.interestrate.future.method.BondFutureSecurityDiscountingMethodTest.java

@Test
/**/*from   www . j  a va2s  .  com*/
 * Tests the net basis computed from the curves.
 */
public void netBasis() {
    //final double priceFuture = 1.0320;
    final double priceFuture = METHOD.price(BOND_FUTURE_DERIV, CURVES);
    final double[] netBasisComputed = METHOD.netBasisFromCurves(BOND_FUTURE_DERIV, CURVES, priceFuture);
    final double[] netBasisExpected = new double[NB_BOND];
    for (int loopbasket = 0; loopbasket < NB_BOND; loopbasket++) {
        final double bondPriceForward = METHOD_BOND
                .dirtyPriceFromCurves(BOND_FUTURE_DERIV.getDeliveryBasket()[loopbasket], CURVES);
        netBasisExpected[loopbasket] = bondPriceForward - (priceFuture * CONVERSION_FACTOR[loopbasket]
                + BOND_FUTURE_DERIV.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.priceNetBasis(BOND_FUTURE_DERIV, CURVES, netBasisMin);
    assertEquals("Bond future security Discounting Method: netBasis", priceFuture, priceFutureFromNetBasis,
            1.0E-10);
}

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From source file:com.opengamma.analytics.financial.interestrate.future.provider.BondFutureDiscountingMethodTest.java

@Test
/**/*www.jav a 2s. c o  m*/
 * Tests the net basis of all bonds computed from the curves.
 */
public void netBasisAllBonds() {
    //final double priceFuture = 1.0320;
    final double priceFuture = METHOD_FUT_DSC.price(BOND_FUTURE, ISSUER_MULTICURVES);
    final double[] netBasisComputed = METHOD_FUT_DSC.netBasisAllBonds(BOND_FUTURE, ISSUER_MULTICURVES,
            priceFuture);
    final double[] netBasisExpected = new double[NB_BOND];
    for (int loopbasket = 0; loopbasket < NB_BOND; loopbasket++) {
        final double bondPriceForward = METHOD_BOND
                .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_DSC.priceFromNetBasis(BOND_FUTURE, ISSUER_MULTICURVES,
            netBasisMin);
    assertEquals("Bond future security Discounting Method: netBasis", priceFuture, priceFutureFromNetBasis,
            1.0E-10);
}

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From source file:com.opengamma.analytics.financial.interestrate.future.method.BondFutureDiscountingMethodTest.java

@Test
/**/*from  w  ww. java 2  s . c o  m*/
 * Tests the net basis of all bonds computed from the curves.
 */
public void netBasisAllBonds() {
    //final double priceFuture = 1.0320;
    final double priceFuture = METHOD.price(BOND_FUTURE_DERIV, CURVES);
    final double[] netBasisComputed = METHOD.netBasisAllBonds(BOND_FUTURE_DERIV, CURVES, priceFuture);
    final double[] netBasisExpected = new double[NB_BOND];
    for (int loopbasket = 0; loopbasket < NB_BOND; loopbasket++) {
        final double bondPriceForward = METHOD_BOND
                .dirtyPriceFromCurves(BOND_FUTURE_DERIV.getDeliveryBasket()[loopbasket], CURVES);
        netBasisExpected[loopbasket] = bondPriceForward - (priceFuture * CONVERSION_FACTOR[loopbasket]
                + BOND_FUTURE_DERIV.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.priceFromNetBasis(BOND_FUTURE_DERIV, CURVES, netBasisMin);
    assertEquals("Bond future security Discounting Method: netBasis", priceFuture, priceFutureFromNetBasis,
            1.0E-10);
}

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