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

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Here is the source code for com.opengamma.analytics.math.statistics.estimation.NormalDistributionMomentEstimator.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.SampleMomentCalculator;
import com.opengamma.analytics.math.statistics.distribution.NormalDistribution;
import com.opengamma.analytics.math.statistics.distribution.ProbabilityDistribution;
import com.opengamma.util.ArgumentChecker;

/**
 * 
 */
public class NormalDistributionMomentEstimator extends DistributionParameterEstimator<Double> {
    private final Function1D<double[], Double> _first = new SampleMomentCalculator(1);
    private final Function1D<double[], Double> _second = new SampleMomentCalculator(2);

    @Override
    public ProbabilityDistribution<Double> evaluate(final double[] x) {
        Validate.notNull(x, "x");
        ArgumentChecker.notEmpty(x, "x");
        final double m1 = _first.evaluate(x);
        return new NormalDistribution(m1, Math.sqrt(_second.evaluate(x) - m1 * m1));
    }

}