/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.timeseries.filter;
import cern.colt.Arrays;
import com.opengamma.analytics.math.function.Function1D;
import com.opengamma.timeseries.date.localdate.ImmutableLocalDateDoubleTimeSeries;
import com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries;
/**
*
*/
public abstract class TimeSeriesFilter extends Function1D<LocalDateDoubleTimeSeries, FilteredTimeSeries> {
protected FilteredTimeSeries getFilteredSeries(final int[] filteredDates, final double[] filteredData, final int i, final int[] rejectedDates, final double[] rejectedData, final int j) {
final LocalDateDoubleTimeSeries filtered = ImmutableLocalDateDoubleTimeSeries.of(Arrays.trimToCapacity(filteredDates, i), Arrays.trimToCapacity(filteredData, i));
final LocalDateDoubleTimeSeries rejected = ImmutableLocalDateDoubleTimeSeries.of(Arrays.trimToCapacity(rejectedDates, j), Arrays.trimToCapacity(rejectedData, j));
return new FilteredTimeSeries(filtered, rejected);
}
}