Examples of ConfidenceInterval

com.opengamma.analytics.math.statistics.ConfidenceInterval
net.sourceforge.processdash.ev.ci.ConfidenceInterval
org.apache.commons.math3.stat.interval.ConfidenceInterval
Represents an interval estimate of a population parameter. @since 3.3

Examples of com.opengamma.analytics.math.statistics.ConfidenceInterval

  public ConfidenceInterval getConfidenceInterval(final double volatility, final double confidenceLevel, final int n) {
    _chiSquare = new ChiSquareDistribution(n - 1);
    final double alpha = 1 - confidenceLevel;
    final double lower = volatility * Math.sqrt((n - 1) / _chiSquare.getInverseCDF(1 - alpha / 2));
    final double upper = volatility * Math.sqrt((n - 1) / _chiSquare.getInverseCDF(alpha / 2));
    return new ConfidenceInterval(volatility, lower, upper, confidenceLevel);
  }

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Examples of com.opengamma.analytics.math.statistics.ConfidenceInterval

  private static final LogNormalVolatilityEstimateConfidenceIntervalCalculator CALCULATOR = new LogNormalVolatilityEstimateConfidenceIntervalCalculator();
  private static final double EPS = 1e-4;


  @Test
  public void test() {
    final ConfidenceInterval intervals = CALCULATOR.getConfidenceInterval(0.2743, 0.95, 20);
    assertEquals(intervals.getLowerInterval(), 0.2086, EPS);
    assertEquals(intervals.getUpperInterval(), 0.4006, EPS);
  }

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Examples of net.sourceforge.processdash.ev.ci.ConfidenceInterval

    private boolean beforeZeroDate(Date d) {
        return rezeroAtStartDate && d.compareTo(scheduleStartDate) < 0;
    }


    private void createCostConfidenceInterval() {
        ConfidenceInterval costInterval = null;
        if (completionDate == null)
            costInterval = costIntervalProvider.getConfidenceInterval(taskList);
        schedule.getMetrics().setCostConfidenceInterval(costInterval);
    }

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Examples of net.sourceforge.processdash.ev.ci.ConfidenceInterval

    }






    private void createTimeErrConfidenceInterval() {
        ConfidenceInterval timeErrInterval =
            timeErrIntervalProvider.getConfidenceInterval(taskList);
        schedule.getMetrics().setTimeErrConfidenceInterval(timeErrInterval);
    }

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Examples of net.sourceforge.processdash.ev.ci.ConfidenceInterval

    }


    private void createScheduleConfidenceInterval() {
        EVMetrics metrics = schedule.getMetrics();
        try {
            ConfidenceInterval costInterval =
                metrics.getCostConfidenceInterval();
            ConfidenceInterval timeErrInterval =
                metrics.getTimeErrConfidenceInterval();


            ConfidenceInterval completionDate = null;
            if (costInterval != null && timeErrInterval != null) {
                EVScheduleRandom sr = new EVScheduleRandom(schedule);
                EVScheduleConfidenceIntervals ci =
                    new EVScheduleConfidenceIntervals
                        (sr, Collections.singletonList(sr));

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Examples of net.sourceforge.processdash.ev.ci.ConfidenceInterval

    
    protected ConfidenceInterval fetchHistoricalInterval(
            EVConfidenceIntervalUtils.Purpose purpose, double newRatio) {
        String histData = getSetting(
            EVMetadata.Forecast.Ranges.SAVED_HIST_DATA, null);
        ConfidenceInterval result = EVConfidenceIntervalUtils
                .getConfidenceInterval(histData, purpose);
        if (result == null)
            return null;


        if (!badDouble(newRatio) && newRatio > 0

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Examples of net.sourceforge.processdash.ev.ci.ConfidenceInterval

            Double input = getInput(taskList);


            if (currentPlanProvider != null
                    && getBoolSetting(
                        EVMetadata.Forecast.Ranges.USE_CURRENT_PLAN, true)) {
                ConfidenceInterval currentInterval =  checkInterval(
                    currentPlanProvider.getConfidenceInterval(taskList), input);
                if (currentInterval != null)
                    return currentInterval;
            }
           
            if (histDataProvider != null
                    && getBoolSetting(
                        EVMetadata.Forecast.Ranges.USE_HIST_DATA, false)) {
                ConfidenceInterval histInterval = checkInterval(
                    histDataProvider.getConfidenceInterval(taskList), input);
                if (histInterval != null)
                    return histInterval;
            }

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Examples of net.sourceforge.processdash.ev.ci.ConfidenceInterval

            EVMetrics metrics = schedule.getMetrics();
            if (metrics.percentComplete() > 0.995)
                return null;


            try {
                ConfidenceInterval costInterval =
                    metrics.getCostConfidenceInterval();
                ConfidenceInterval timeErrInterval =
                    metrics.getTimeErrConfidenceInterval();


                ConfidenceInterval completionDate = null;
                if (costInterval != null && timeErrInterval != null) {
                    EVScheduleRandom sr = new EVScheduleRandom(schedule);
                    EVScheduleConfidenceIntervals ci =
                        new EVScheduleConfidenceIntervals
                            (sr, Collections.singletonList(sr));

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Examples of net.sourceforge.processdash.ev.ci.ConfidenceInterval

        if (schedule.subSchedules.isEmpty())
            return false;
        Iterator i = schedule.subSchedules.iterator();
        while (i.hasNext()) {
            EVSchedule s = (EVSchedule) i.next();
            ConfidenceInterval ci = s.getMetrics().getCostConfidenceInterval();
            if (ci == null)
                return false;
            if (!(ci.getViability() > ConfidenceInterval.ACCEPTABLE))
                return false;
        }
        return true;
    }

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Examples of net.sourceforge.processdash.ev.ci.ConfidenceInterval

        if (schedule.subSchedules.isEmpty())
            return false;
        Iterator i = schedule.subSchedules.iterator();
        while (i.hasNext()) {
            EVSchedule s = (EVSchedule) i.next();
            ConfidenceInterval ci =
                s.getMetrics().getTimeErrConfidenceInterval();
            if (ci == null)
                return false;
            if (!(ci.getViability() > ConfidenceInterval.ACCEPTABLE))
                return false;
        }
        return true;
    }

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