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

Introduction

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

Prototype

public Min() 

Source Link

Document

Create a Min instance

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));
    }/*  w  ww . j a  v  a2 s.c  o m*/
}

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

@Test
/**//from w w w .j  av a  2s. 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.provider.BondFutureDiscountingMethodTest.java

@Test
/**/*from   w  w  w  .  j  a  va  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.BondFutureSecurityDiscountingMethodTest.java

@Test
/**//w  ww  . ja  v  a  2s. c  om
 * 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.method.BondFutureDiscountingMethodTest.java

@Test
/**/*from  w  ww . ja  v a2s . co 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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From source file:org.apache.accumulo.core.util.Stat.java

public Stat() {
    min = new Min();
    max = new Max();
    sum = new Sum();
    mean = new Mean();
    sd = new StandardDeviation();

    stats = new StorelessUnivariateStatistic[] { min, max, sum, mean, sd };
}

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From source file:org.beedraz.semantics_II.expression.number.real.double64.stat.DoubleMinBeed.java

/**
 * @post  getSource() == null;/* w w  w.  j av a  2s . c o m*/
 * @post  getDouble() == null;
 * @post  owner != null ? owner.registerAggregateElement(this);
 */
public DoubleMinBeed(AggregateBeed owner) {
    super(new Min(), owner);
}

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From source file:org.matsim.contrib.common.stats.DescriptivePiStatistics.java

/**
 * Creates a new descriptive statistics object initialized with dummy
 * implementations that return {@link Double#NaN} (except
 * min/max-implementations).//from w ww  . j a v a  2  s .c om
 */
public DescriptivePiStatistics() {
    DummyPiStatistics dummyStats = new DummyPiStatistics();
    setMeanImpl(dummyStats);
    setGeometricMeanImpl(dummyStats);
    setKurtosisImpl(dummyStats);
    setMaxImpl(new StatisticsWrapper(new Max()));
    setMinImpl(new StatisticsWrapper(new Min()));
    setPercentileImpl(new DummyPiPercentile());
    setSkewnessImpl(dummyStats);
    setVarianceImpl(dummyStats);
    setSumsqImpl(dummyStats);
    setSumImpl(dummyStats);
}

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