NearestIndexQuantileMethod (OpenGamma Strata)

java.lang.Object
- com.opengamma.strata.math.impl.statistics.descriptive.QuantileCalculationMethod
- - com.opengamma.strata.math.impl.statistics.descriptive.DiscreteQuantileMethod
  - - com.opengamma.strata.math.impl.statistics.descriptive.NearestIndexQuantileMethod

```
public final class NearestIndexQuantileMethod
extends DiscreteQuantileMethod
```
Implementation of a quantile estimator.
The estimation is one of the sorted sample data. Its index is given by the nearest (Math.round) integer to the quantile multiplied by the size of the sample. The Java index is the above index minus 1 (array index start at 0 and not 1).
Reference: Value-At-Risk, OpenGamma Documentation 31, Version 0.1, April 2015.

- Field Summary
  
  Fields
  Modifier and Type Field Description
  
  static NearestIndexQuantileMethod DEFAULT
  Default implementation.
- Constructor Summary
  
  Constructors
  Constructor Description
  
  NearestIndexQuantileMethod()
- Method Summary
  
  All Methods Instance Methods Concrete Methods
  Modifier and Type Method Description
  
  protected double indexShift()
  - Methods inherited from class com.opengamma.strata.math.impl.statistics.descriptive.DiscreteQuantileMethod
    expectedShortfall, quantile
  - Methods inherited from class com.opengamma.strata.math.impl.statistics.descriptive.QuantileCalculationMethod
    checkIndex, expectedShortfallFromSorted, expectedShortfallFromUnsorted, expectedShortfallResultFromUnsorted, quantileFromSorted, quantileFromUnsorted, quantileResultFromUnsorted, quantileResultWithExtrapolationFromUnsorted, quantileWithExtrapolationFromSorted, quantileWithExtrapolationFromUnsorted
  - Methods inherited from class java.lang.Object
    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

DEFAULT

public static final NearestIndexQuantileMethod DEFAULT

Default implementation.

Constructor Detail
- NearestIndexQuantileMethod
```
public NearestIndexQuantileMethod()
```

Method Detail
- indexShift
```
protected double indexShift()
```