public override double?apply(double?x)
{
ArgChecker.notNull(x, "x");
ArgChecker.notNegative(x, "x");
if (DoubleMath.fuzzyEquals(x, 0.5, 1e-14))
{
return(0.5);
}
return(_dist.getInverseCDF(x.Value));
}
/// <summary>
/// Creates an instance.
/// </summary>
/// <param name="a"> the value </param>
/// <param name="maxIter"> the maximum iterations </param>
/// <param name="eps"> the epsilon </param>
public IncompleteGammaFunction(double a, int maxIter, double eps)
{
ArgChecker.notNegativeOrZero(a, "a");
ArgChecker.notNegative(eps, "eps");
if (maxIter < 1)
{
throw new System.ArgumentException("Must have at least one iteration");
}
_maxIter = maxIter;
_eps = eps;
_a = a;
}
//-------------------------------------------------------------------------
/// <summary>
/// Parses the quantity.
/// </summary>
/// <param name="row"> the CSV row to parse </param>
/// <returns> the quantity, long first, short second </returns>
/// <exception cref="IllegalArgumentException"> if the row cannot be parsed </exception>
public static DoublesPair parseQuantity(CsvRow row)
{
double?quantityOpt = row.findValue(QUANTITY_FIELD).map(s => LoaderUtils.parseDouble(s));
if (quantityOpt.HasValue)
{
double quantity = quantityOpt.Value;
return(DoublesPair.of(quantity >= 0 ? quantity : 0, quantity >= 0 ? 0 : -quantity));
}
double?longQuantityOpt = row.findValue(LONG_QUANTITY_FIELD).map(s => LoaderUtils.parseDouble(s));
double?shortQuantityOpt = row.findValue(SHORT_QUANTITY_FIELD).map(s => LoaderUtils.parseDouble(s));
if (!longQuantityOpt.HasValue && !shortQuantityOpt.HasValue)
{
throw new System.ArgumentException(Messages.format("Security must contain a quantity column, either '{}' or '{}' and '{}'", QUANTITY_FIELD, LONG_QUANTITY_FIELD, SHORT_QUANTITY_FIELD));
}
double longQuantity = ArgChecker.notNegative(longQuantityOpt.GetValueOrDefault(0d), LONG_QUANTITY_FIELD);
double shortQuantity = ArgChecker.notNegative(shortQuantityOpt.GetValueOrDefault(0d), SHORT_QUANTITY_FIELD);
return(DoublesPair.of(longQuantity, shortQuantity));
}
public override double?apply(double?x)
{
ArgChecker.notNull(x, "x");
ArgChecker.notNegative(x, "x");
return(_calc.apply(0.5 + 0.5 * x));
}
public StudentTTwoTailedCriticalValueCalculator(double nu, RandomEngine engine)
{
ArgChecker.notNegative(nu, "nu");
ArgChecker.notNull(engine, "engine");
_calc = new StudentTOneTailedCriticalValueCalculator(nu, engine);
}
public StudentTTwoTailedCriticalValueCalculator(double nu)
{
ArgChecker.notNegative(nu, "nu");
_calc = new StudentTOneTailedCriticalValueCalculator(nu);
}
public StudentTOneTailedCriticalValueCalculator(double nu)
{
ArgChecker.notNegative(nu, "nu");
_dist = new StudentTDistribution(nu);
}
