IndexAboveQuantileMethod (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.IndexAboveQuantileMethod

```
public final class IndexAboveQuantileMethod
extends DiscreteQuantileMethod
```
Implementation of a quantile estimator.
The estimation is one of the sorted sample data. Its index is the smallest integer above (Math.ceil) 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 IndexAboveQuantileMethod DEFAULT
  Default implementation.
- Constructor Summary
  
  Constructors
  Constructor Description
  
  IndexAboveQuantileMethod()
- Method Summary
  - 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 IndexAboveQuantileMethod DEFAULT

Default implementation.

Constructor Detail
- IndexAboveQuantileMethod
```
public IndexAboveQuantileMethod()
```