com.opengamma.analytics.math.statistics.estimation.LaplaceDistributionMaximumLikelihoodEstimator.java Source code

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Here is the source code for com.opengamma.analytics.math.statistics.estimation.LaplaceDistributionMaximumLikelihoodEstimator.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.estimation;

import org.apache.commons.lang.Validate;

import com.opengamma.analytics.math.function.Function1D;
import com.opengamma.analytics.math.statistics.descriptive.MedianCalculator;
import com.opengamma.analytics.math.statistics.distribution.LaplaceDistribution;
import com.opengamma.analytics.math.statistics.distribution.ProbabilityDistribution;
import com.opengamma.util.ArgumentChecker;

/**
 * 
 */
public class LaplaceDistributionMaximumLikelihoodEstimator extends DistributionParameterEstimator<Double> {
    private final Function1D<double[], Double> _median = new MedianCalculator();

    @Override
    public ProbabilityDistribution<Double> evaluate(final double[] x) {
        Validate.notNull(x, "x");
        ArgumentChecker.notEmpty(x, "x");
        final double median = _median.evaluate(x);
        final int n = x.length;
        double b = 0;
        for (int i = 0; i < n; i++) {
            b += Math.abs(x[i] - median);
        }
        return new LaplaceDistribution(median, b / n);
    }

}