/**
* 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;
/**
* For a series of data $x_1, x_2, \dots, x_n$, the percentile is the value $x$
* below which a certain percentage of the data fall.
*/
public class PercentileCalculator extends Function1D<double[], Double> {
private double _percentile;
/**
* @param percentile The percentile, must be between 0 and 1
*/
public PercentileCalculator(final double percentile) {
Validate.isTrue(percentile > 0 && percentile < 1, "Percentile must be between 0 and 1");
_percentile = percentile;
}
/**
* @param percentile The percentile, must be between 0 and 1
*/
public void setPercentile(final double percentile) {
Validate.isTrue(percentile > 0 && percentile < 1, "Percentile must be between 0 and 1");
_percentile = percentile;
}
/**
* @param x The data, not null or empty
* @return The percentile
*/
@Override
public Double evaluate(final double[] x) {
Validate.notNull(x, "x");
Validate.isTrue(x.length > 0, "x cannot be empty");
final int length = x.length;
final double[] copy = Arrays.copyOf(x, length);
Arrays.sort(copy);
final double n = _percentile * (length - 1) + 1;
if (Math.round(n) == 1) {
return copy[0];
}
if (Math.round(n) == length) {
return copy[length - 1];
}
final double d = n % 1;
final int k = (int) Math.round(n - d);
return copy[k - 1] + d * (copy[k] - copy[k - 1]);
}
}