com.opengamma.strata.math.impl.statistics.descriptive

Class PercentileCalculator

java.lang.Object

com.opengamma.strata.math.impl.statistics.descriptive.PercentileCalculator

All Implemented Interfaces:

Function<double[],Double>

public class PercentileCalculator
extends Object
implements Function<double[],Double>

For a series of data $x_1, x_2, \dots, x_n$, the percentile is the value $x$ below which a certain percentage of the data fall.

Constructor Summary

Constructors

Constructor and Description
PercentileCalculator(double percentile)

Method Summary

Modifier and Type	Method and Description
Double	apply(double[] x)
void	setPercentile(double percentile)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface java.util.function.Function

andThen, compose, identity

Constructor Detail

PercentileCalculator

public PercentileCalculator(double percentile)

Parameters:

percentile - The percentile, must be between 0 and 1

Method Detail

setPercentile

public void setPercentile(double percentile)

Parameters:

percentile - The percentile, must be between 0 and 1

apply

public Double apply(double[] x)

Specified by:

apply in interface Function<double[],Double>

Parameters:

x - The data, not null or empty

Returns:

The percentile