MidwayInterpolationQuantileMethod (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.MidwayInterpolationQuantileMethod

```
public final class MidwayInterpolationQuantileMethod
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 - 0.5 and the number of elements in the sample ( pi = (i-0.5) / n). The index correction is 0.5. 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 MidwayInterpolationQuantileMethod DEFAULT
  Default implementation.
- Constructor Summary
  
  Constructors
  Constructor Description
  
  MidwayInterpolationQuantileMethod()
- 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 MidwayInterpolationQuantileMethod DEFAULT

Default implementation.

Constructor Detail
- MidwayInterpolationQuantileMethod
```
public MidwayInterpolationQuantileMethod()
```

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