/**
* 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 org.apache.commons.lang.Validate;
import com.opengamma.analytics.math.function.Function1D;
import com.opengamma.analytics.math.statistics.descriptive.MedianCalculator;
/**
*
*/
public class SampleMedianAbsoluteDeviationCalculator 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 > 1, "Need at least two data points to calculate MAD");
final double median = MEDIAN.evaluate(x);
final double[] diff = new double[n];
for (int i = 0; i < n; i++) {
diff[i] = Math.abs(x[i] - median);
}
return MEDIAN.evaluate(diff);
}
}