protected QuantileResult |
DiscreteQuantileMethod.expectedShortfall(double level,
DoubleArray sample) |
|
protected QuantileResult |
ExponentiallyWeightedInterpolationQuantileMethod.expectedShortfall(double level,
DoubleArray sortedSample) |
|
protected QuantileResult |
InterpolationQuantileMethod.expectedShortfall(double level,
DoubleArray sample) |
|
protected abstract QuantileResult |
QuantileCalculationMethod.expectedShortfall(double level,
DoubleArray sample) |
Computed the expected shortfall.
|
QuantileResult |
ExponentiallyWeightedInterpolationQuantileMethod.expectedShortfallDetailsFromUnsorted(double level,
DoubleArray sample) |
Compute the expected shortfall and the details used in the result.
|
QuantileResult |
ExponentiallyWeightedInterpolationQuantileMethod.expectedShortfallResultFromUnsorted(double level,
DoubleArray sample) |
|
QuantileResult |
QuantileCalculationMethod.expectedShortfallResultFromUnsorted(double level,
DoubleArray sample) |
Compute the expected shortfall.
|
static QuantileResult |
QuantileResult.of(double value,
int[] indices,
DoubleArray weights) |
Creates an QuantileResult from the value, the indices and the weights.
|
protected QuantileResult |
DiscreteQuantileMethod.quantile(double level,
DoubleArray sample,
boolean isExtrapolated) |
|
protected QuantileResult |
ExponentiallyWeightedInterpolationQuantileMethod.quantile(double level,
DoubleArray sortedSample,
boolean isExtrapolated) |
|
protected QuantileResult |
InterpolationQuantileMethod.quantile(double level,
DoubleArray sample,
boolean isExtrapolated) |
|
protected abstract QuantileResult |
QuantileCalculationMethod.quantile(double level,
DoubleArray sample,
boolean isExtrapolated) |
Computed the quantile.
|
QuantileResult |
ExponentiallyWeightedInterpolationQuantileMethod.quantileDetailsFromUnsorted(double level,
DoubleArray sample) |
Compute the quantile estimation and the details used in the result.
|
QuantileResult |
ExponentiallyWeightedInterpolationQuantileMethod.quantileResultFromUnsorted(double level,
DoubleArray sample) |
|
QuantileResult |
QuantileCalculationMethod.quantileResultFromUnsorted(double level,
DoubleArray sample) |
Compute the quantile estimation.
|
QuantileResult |
ExponentiallyWeightedInterpolationQuantileMethod.quantileResultWithExtrapolationFromUnsorted(double level,
DoubleArray sample) |
|
QuantileResult |
QuantileCalculationMethod.quantileResultWithExtrapolationFromUnsorted(double level,
DoubleArray sample) |
Compute the quantile estimation.
|