com.opengamma.analytics.math.statistics.descriptive.GeometricMeanCalculator.java Source code

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Here is the source code for com.opengamma.analytics.math.statistics.descriptive.GeometricMeanCalculator.java

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/**
 * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.analytics.math.statistics.descriptive;

import org.apache.commons.lang.Validate;

import com.opengamma.analytics.math.function.Function1D;

/**
 * Calculates the geometric mean of a series of data. 
 * <p>
 * The geometric mean $\mu$ of a series of elements $x_1, x_2, \dots, x_n$ is given by:
 * $$
 * \begin{align*}
 * \mu = \left({\prod\limits_{i=1}^n x_i}\right)^{\frac{1}{n}}
 * \end{align*}
 * $$
 * 
 */
public class GeometricMeanCalculator extends Function1D<double[], Double> {

    /**
     * @param x The array of data, not null or empty
     * @return The geometric mean
     */
    @Override
    public Double evaluate(final double[] x) {
        Validate.notNull(x, "x");
        Validate.isTrue(x.length > 0, "x cannot be empty");
        final int n = x.length;
        double mult = x[0];
        for (int i = 1; i < n; i++) {
            mult *= x[i];
        }
        return Math.pow(mult, 1. / n);
    }

}