com.opengamma.strata.math.impl.statistics.descriptive.PopulationVarianceCalculator Maven / Gradle / Ivy

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Mathematic support for Strata

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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.strata.math.impl.statistics.descriptive;

import java.util.function.Function;

import com.opengamma.strata.collect.ArgChecker;

/**
 * Calculates the population variance of a series of data.
 * 
 * The unbiased population variance $\mathrm{var}$ of a series $x_1, x_2, \dots, x_n$ is given by:
 * $$
 * \begin{align*}
 * \text{var} = \frac{1}{n}\sum_{i=1}^{n}(x_i - \overline{x})^2
 * \end{align*}
 * $$
 * where $\overline{x}$ is the sample mean. For the sample variance, see {@link SampleVarianceCalculator}.
 */
public class PopulationVarianceCalculator implements Function {

  private final Function _variance = new SampleVarianceCalculator();

  @Override
  public Double apply(double[] x) {
    ArgChecker.notNull(x, "x");
    int n = x.length;
    ArgChecker.isTrue(n >= 2, "Need at least two points to calculate the population variance");
    return _variance.apply(x) * (n - 1) / n;
  }

}