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

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Here is the source code for com.opengamma.analytics.math.statistics.descriptive.MedianCalculator.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 java.util.Arrays;

import org.apache.commons.lang.Validate;

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

/**
 * Calculates the median of a series of data.
 * <p>
 * If the data are sorted from lowest to highest $(x_1, x_2, \dots, x_n)$, the median is given by
 * $$
 * \begin{align*}
 * m =
 * \begin{cases}
 * x_{\frac{n+1}{2}}\quad & n \text{ odd}\\
 * \frac{1}{2}\left(x_{\frac{n}{2}} + x_{\frac{n}{2} + 1}\right)\quad & n \text{ even}
 * \end{cases} 
 * \end{align*}
 * $$
 */
public class MedianCalculator extends Function1D<double[], Double> {

    /**
     * @param x The array of data, not null or empty
     * @return The median
     */
    @Override
    public Double evaluate(final double[] x) {
        Validate.notNull(x);
        Validate.isTrue(x.length > 0, "x cannot be empty");
        if (x.length == 1) {
            return x[0];
        }
        final double[] x1 = Arrays.copyOf(x, x.length);
        Arrays.sort(x1);
        final int mid = x1.length / 2;
        if (x1.length % 2 == 1) {
            return x1[mid];
        }
        return (x1[mid] + x1[mid - 1]) / 2.;
    }

}