Package com.opengamma.timeseries.date.localdate

Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleEntryIterator.nextTimeFast()

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    final int[] rejectedDates = new int[n];
    final double[] rejectedData = new double[n];
    final LocalDateDoubleEntryIterator it = ts.iterator();
    int i = 0, j = 0;
    while (it.hasNext()) {
      int date = it.nextTimeFast();
      double value = it.currentValue();
      if (value < 0) {
        rejectedDates[j] = date;
        rejectedData[j++] = value;
      } else {
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    final double[] filteredData = new double[n];
    final int[] rejectedDates = new int[n];
    final double[] rejectedData = new double[n];
   
    LocalDateDoubleEntryIterator it = ts.iterator();
    int firstDate = it.nextTimeFast();
    double firstValue = it.currentValue();
    int secondDate = 0;
    double secondValue = 0;
    int i = 0, j = 0;
    // handle most pairs
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    int secondDate = 0;
    double secondValue = 0;
    int i = 0, j = 0;
    // handle most pairs
    while (it.hasNext()) {
      secondDate = it.nextTimeFast();
      secondValue = it.currentValue();
      if (Math.abs(firstValue / secondValue - 1) < _maxPercentageMove) {
        filteredDates[i] = firstDate;
        filteredData[i++] = firstValue;
      } else {
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    final int[] rejectedDates = new int[n];
    final double[] rejectedData = new double[n];
    final LocalDateDoubleEntryIterator it = ts.iterator();
    int i = 0, j = 0;
    while (it.hasNext()) {
      int date = it.nextTimeFast();
      double value = it.currentValue();
      if (value > _maxValue || value < _minValue) {
        rejectedDates[j] = date;
        rejectedData[j++] = value;
      } else {
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    final int[] rejectedDates = new int[n];
    final double[] rejectedData = new double[n];
    final LocalDateDoubleEntryIterator it = ts.iterator();
    int i = 0, j = 0;
    while (it.hasNext()) {
      int date = it.nextTimeFast();
      double value = it.currentValue();
      if (Math.abs(value - mean) > _standardDeviations * std) {
        rejectedDates[j] = date;
        rejectedData[j++] = value;
      } else {
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