| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.statistics.descriptive |
| Modifier and Type | Method and Description |
|---|---|
protected abstract QuantileResult |
QuantileCalculationMethod.expectedShortfall(double level,
DoubleArray sample)
Computed the expected shortfall.
|
protected QuantileResult |
InterpolationQuantileMethod.expectedShortfall(double level,
DoubleArray sample) |
protected QuantileResult |
ExponentiallyWeightedInterpolationQuantileMethod.expectedShortfall(double level,
DoubleArray sortedSample) |
protected QuantileResult |
DiscreteQuantileMethod.expectedShortfall(double level,
DoubleArray sample) |
QuantileResult |
ExponentiallyWeightedInterpolationQuantileMethod.expectedShortfallDetailsFromUnsorted(double level,
DoubleArray sample)
Compute the expected shortfall and the details used in the result.
|
QuantileResult |
QuantileCalculationMethod.expectedShortfallResultFromUnsorted(double level,
DoubleArray sample)
Compute the expected shortfall.
|
QuantileResult |
ExponentiallyWeightedInterpolationQuantileMethod.expectedShortfallResultFromUnsorted(double level,
DoubleArray sample) |
static QuantileResult |
QuantileResult.of(double value,
int[] indices,
DoubleArray weights)
Creates an
QuantileResult from the value, the indices and the weights. |
protected abstract QuantileResult |
QuantileCalculationMethod.quantile(double level,
DoubleArray sample,
boolean isExtrapolated)
Computed the quantile.
|
protected QuantileResult |
InterpolationQuantileMethod.quantile(double level,
DoubleArray sample,
boolean isExtrapolated) |
protected QuantileResult |
ExponentiallyWeightedInterpolationQuantileMethod.quantile(double level,
DoubleArray sortedSample,
boolean isExtrapolated) |
protected QuantileResult |
DiscreteQuantileMethod.quantile(double level,
DoubleArray sample,
boolean isExtrapolated) |
QuantileResult |
ExponentiallyWeightedInterpolationQuantileMethod.quantileDetailsFromUnsorted(double level,
DoubleArray sample)
Compute the quantile estimation and the details used in the result.
|
QuantileResult |
QuantileCalculationMethod.quantileResultFromUnsorted(double level,
DoubleArray sample)
Compute the quantile estimation.
|
QuantileResult |
ExponentiallyWeightedInterpolationQuantileMethod.quantileResultFromUnsorted(double level,
DoubleArray sample) |
QuantileResult |
QuantileCalculationMethod.quantileResultWithExtrapolationFromUnsorted(double level,
DoubleArray sample)
Compute the quantile estimation.
|
QuantileResult |
ExponentiallyWeightedInterpolationQuantileMethod.quantileResultWithExtrapolationFromUnsorted(double level,
DoubleArray sample) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends QuantileResult> |
QuantileResult.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends QuantileResult> |
QuantileResult.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.