com.opengamma.analytics.math.statistics.descriptive.robust.InterquartileRangeCalculator.java Source code

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

Source

/**
 * 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.robust;

import java.util.Arrays;

import org.apache.commons.lang.Validate;

import com.opengamma.analytics.math.function.Function1D;
import com.opengamma.analytics.math.statistics.descriptive.MedianCalculator;

/**
 * 
 */
public class InterquartileRangeCalculator extends Function1D<double[], Double> {
    private static final Function1D<double[], Double> MEDIAN = new MedianCalculator();

    @Override
    public Double evaluate(final double[] x) {
        Validate.notNull(x, "x");
        final int n = x.length;
        Validate.isTrue(n > 3, "Need at least four points to calculate IQR");
        final double[] copy = Arrays.copyOf(x, n);
        Arrays.sort(copy);
        double[] lower, upper;
        if (n % 2 == 0) {
            lower = Arrays.copyOfRange(copy, 0, n / 2);
            upper = Arrays.copyOfRange(copy, n / 2, n);
        } else {
            lower = Arrays.copyOfRange(copy, 0, n / 2 + 1);
            upper = Arrays.copyOfRange(copy, n / 2, n);
        }
        return MEDIAN.evaluate(upper) - MEDIAN.evaluate(lower);
    }
}