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

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


    assertPDFWithNull(LAPLACE);
    assertInverseCDFWithNull(LAPLACE);
    final double mean = new MeanCalculator().evaluate(DATA);
    final double median = new MedianCalculator().evaluate(DATA);
    final double variance = new SampleVarianceCalculator().evaluate(DATA);
    final double skew = new SampleSkewnessCalculator().evaluate(DATA);
    final double kurtosis = new SampleFisherKurtosisCalculator().evaluate(DATA);
    assertEquals(mean, MU, EPS1);
    assertEquals(median, MU, EPS1);
    assertEquals(variance, 2 * B * B, EPS1);
    assertEquals(skew, 0, EPS1);
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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");

    SampleSkewnessCalculator skewness = new SampleSkewnessCalculator();

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

    return skewness.evaluate(spreads);
  }
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