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

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

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

com.opengamma.analytics.math.statistics.descriptive.SampleStandardDeviationCalculator
Calculates the sample standard deviation of a series of data. The sample standard deviation of a series of data is defined as the square root of the sample variance (see {@link SampleVarianceCalculator}).

    final int nData = xData.length;
    final double[] res = new double[nData];


    Function1D<double[], Double> calculator = new MeanCalculator();
    _renorm[0] = calculator.evaluate(xData);
    calculator = new SampleStandardDeviationCalculator();
    _renorm[1] = calculator.evaluate(xData);


    final double tmp = _renorm[0] / _renorm[1];
    for (int i = 0; i < nData; ++i) {
      res[i] = xData[i] / _renorm[1] - tmp;

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    ArgumentChecker.notNull(underlyingPool, "Underlying pool");
    ArgumentChecker.notNull(creditSpreadTenors, "Credit spread tenors");
    ArgumentChecker.notNull(creditSpreadTermStructures, "Credit spread term structures");
    ArgumentChecker.notNull(creditSpreadTenor, "Credit spread tenor");


    SampleStandardDeviationCalculator standardDeviation = new SampleStandardDeviationCalculator();


    double[] spreads = getSpreads(underlyingPool, creditSpreadTenors, creditSpreadTermStructures, creditSpreadTenor);


    return standardDeviation.evaluate(spreads);
  }

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