本文整理汇总了Java中it.unimi.dsi.fastutil.doubles.DoubleArrayList.isEmpty方法的典型用法代码示例。如果您正苦于以下问题：Java DoubleArrayList.isEmpty方法的具体用法？Java DoubleArrayList.isEmpty怎么用？Java DoubleArrayList.isEmpty使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类it.unimi.dsi.fastutil.doubles.DoubleArrayList的用法示例。
在下文中一共展示了DoubleArrayList.isEmpty方法的2个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Java代码示例。
示例1: evaluate
import it.unimi.dsi.fastutil.doubles.DoubleArrayList; //导入方法依赖的package包/类
@Override
public VaRCalculationResult evaluate(final EmpiricalDistributionVaRParameters parameters, final DoubleTimeSeries<?>... data) {
ArgumentChecker.notNull(parameters, "parameters");
ArgumentChecker.notNull(data, "data");
final double var = _varCalculator.evaluate(parameters, data).getVaRValue();
final DoubleArrayList excesses = new DoubleArrayList();
for (final double portfolioReturn : data[0].valuesArrayFast()) {
if (portfolioReturn < -var) {
excesses.add(portfolioReturn);
}
}
if (excesses.isEmpty()) {
return new VaRCalculationResult(var, null);
}
return new VaRCalculationResult(-_meanCalculator.evaluate(excesses.toDoubleArray()), null);
}
开发者ID:DevStreet，项目名称:FinanceAnalytics，代码行数:17，代码来源:EmpiricalDistributionConditionalVaRCalculator.java
示例2: execute
import it.unimi.dsi.fastutil.doubles.DoubleArrayList; //导入方法依赖的package包/类
@Override
public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
final ValueRequirement desiredValue = desiredValues.iterator().next();
final String surfaceName = desiredValue.getConstraint(ValuePropertyNames.SURFACE);
final String instrumentType = desiredValue.getConstraint(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE);
final String leftXExtrapolatorName = desiredValue.getConstraint(InterpolatedDataProperties.LEFT_X_EXTRAPOLATOR_NAME);
final String rightXExtrapolatorName = desiredValue.getConstraint(InterpolatedDataProperties.RIGHT_X_EXTRAPOLATOR_NAME);
final String xInterpolatorName = desiredValue.getConstraint(InterpolatedDataProperties.X_INTERPOLATOR_NAME);
final String leftYExtrapolatorName = desiredValue.getConstraint(InterpolatedDataProperties.LEFT_Y_EXTRAPOLATOR_NAME);
final String rightYExtrapolatorName = desiredValue.getConstraint(InterpolatedDataProperties.RIGHT_Y_EXTRAPOLATOR_NAME);
final String yInterpolatorName = desiredValue.getConstraint(InterpolatedDataProperties.Y_INTERPOLATOR_NAME);
final ValueRequirement volatilityDataRequirement = getVolatilityDataRequirement(target, surfaceName, instrumentType);
final Object volatilityDataObject = inputs.getValue(volatilityDataRequirement);
if (volatilityDataObject == null) {
throw new OpenGammaRuntimeException("Could not get " + volatilityDataRequirement);
}
@SuppressWarnings("unchecked")
final VolatilitySurfaceData<Double, Double> volatilityData = (VolatilitySurfaceData<Double, Double>) volatilityDataObject;
if (volatilityData.size() == 0) {
throw new OpenGammaRuntimeException("Volatility surface data for requirement " + volatilityDataRequirement + " was empty");
}
final DoubleArrayList x = new DoubleArrayList();
final DoubleArrayList y = new DoubleArrayList();
final DoubleArrayList sigma = new DoubleArrayList();
final Double[] xData = volatilityData.getXs();
final Double[] yData = volatilityData.getYs();
final int n = xData.length;
for (int i = 0; i < n; i++) {
final Double vol = volatilityData.getVolatility(xData[i], yData[i]);
if (vol != null && !CompareUtils.closeEquals(vol, 0)) {
x.add(xData[i]);
y.add(yData[i]);
sigma.add(vol);
}
}
if (x.isEmpty()) {
throw new OpenGammaRuntimeException("Could not get any data for " + volatilityDataRequirement);
}
final Interpolator1D xInterpolator = CombinedInterpolatorExtrapolatorFactory.getInterpolator(xInterpolatorName, leftXExtrapolatorName, rightXExtrapolatorName);
final Interpolator1D yInterpolator = CombinedInterpolatorExtrapolatorFactory.getInterpolator(yInterpolatorName, leftYExtrapolatorName, rightYExtrapolatorName);
final GridInterpolator2D interpolator = new GridInterpolator2D(xInterpolator, yInterpolator);
final Surface<Double, Double, Double> surface = InterpolatedDoublesSurface.from(x.toDoubleArray(), y.toDoubleArray(), sigma.toDoubleArray(), interpolator);
final VolatilitySurface volatilitySurface = new VolatilitySurface(surface);
final ValueProperties properties = getResultProperties(surfaceName, instrumentType, leftXExtrapolatorName, rightXExtrapolatorName, xInterpolatorName, leftYExtrapolatorName,
rightYExtrapolatorName, yInterpolatorName);
final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.INTERPOLATED_VOLATILITY_SURFACE, target.toSpecification(), properties);
return Collections.singleton(new ComputedValue(spec, volatilitySurface));
}