ExcelInterpolationQuantileMethod (OpenGamma Strata)

java.lang.Object
- com.opengamma.strata.math.impl.statistics.descriptive.QuantileCalculationMethod
- - com.opengamma.strata.math.impl.statistics.descriptive.InterpolationQuantileMethod
  - - com.opengamma.strata.math.impl.statistics.descriptive.ExcelInterpolationQuantileMethod

```
public final class ExcelInterpolationQuantileMethod
extends InterpolationQuantileMethod
```
Implementation of a quantile estimator.
The quantile is linearly interpolated between two sample values. The probability dimension on which the interpolation take place (X axis) is the ratio of the sample index and the number of elements in the sample minus 1 ( pi = i / (n-1)). For each probability pi, the distribution value is the sample value with same index. The index used above are the Java index plus 1.
Reference: Value-At-Risk, OpenGamma Documentation 31, Version 0.1, April 2015.

- Field Summary
  
  Fields
  Modifier and Type Field Description
  
  static ExcelInterpolationQuantileMethod DEFAULT
  Default implementation.
- Constructor Summary
  
  Constructors
  Constructor Description
  
  ExcelInterpolationQuantileMethod()
- Method Summary
  
  All Methods Instance Methods Concrete Methods
  Modifier and Type Method Description
  
  protected double indexCorrection()
  - Methods inherited from class com.opengamma.strata.math.impl.statistics.descriptive.InterpolationQuantileMethod
    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 ExcelInterpolationQuantileMethod DEFAULT

Default implementation.

Constructor Detail
- ExcelInterpolationQuantileMethod
```
public ExcelInterpolationQuantileMethod()
```

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