Package com.opengamma.analytics.math.statistics.descriptive

Examples of com.opengamma.analytics.math.statistics.descriptive.PopulationVarianceCalculator


  @Test
  public void testDistribution() {
    final Function1D<double[], Double> meanCalculator = new MeanCalculator();
    final Function1D<double[], Double> medianCalculator = new MedianCalculator();
    final Function1D<double[], Double> varianceCalculator = new PopulationVarianceCalculator();
    final int n = 1000000;
    final double eps = 0.1;
    final double[] data = new double[n];
    for (int i = 0; i < n; i++) {
      data[i] = DIST.nextRandom();
    }
    final double mean = MU + SIGMA / (1 - KSI);
    final double median = MU + SIGMA * (Math.pow(2, KSI) - 1) / KSI;
    final double variance = SIGMA * SIGMA / ((1 - KSI) * (1 - KSI) * (1 - 2 * KSI));
    assertEquals(meanCalculator.evaluate(data), mean, eps);
    assertEquals(medianCalculator.evaluate(data), median, eps);
    assertEquals(varianceCalculator.evaluate(data), variance, eps);
  }
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