/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.math.statistics.estimation;
import org.apache.commons.lang.Validate;
import com.opengamma.analytics.math.function.Function1D;
import com.opengamma.analytics.math.statistics.descriptive.SampleMomentCalculator;
import com.opengamma.analytics.math.statistics.distribution.GammaDistribution;
import com.opengamma.analytics.math.statistics.distribution.ProbabilityDistribution;
import com.opengamma.util.ArgumentChecker;
/**
*
*/
public class GammaDistributionMomentEstimator extends DistributionParameterEstimator<Double> {
private final Function1D<double[], Double> _first = new SampleMomentCalculator(1);
private final Function1D<double[], Double> _second = new SampleMomentCalculator(2);
@Override
public ProbabilityDistribution<Double> evaluate(final double[] x) {
Validate.notNull(x, "x");
ArgumentChecker.notEmpty(x, "x");
final double m1 = _first.evaluate(x);
final double m2 = _second.evaluate(x);
final double m1Sq = m1 * m1;
final double k = m1Sq / (m2 - m1Sq);
final double theta = m1 / k;
return new GammaDistribution(k, theta);
}
}