/** * 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); } }