Sample.java

package org.drip.validation.evidence;

/*
 * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
 */

/*!
 * Copyright (C) 2020 Lakshmi Krishnamurthy
 * Copyright (C) 2019 Lakshmi Krishnamurthy
 * 
 *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
 *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
 *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
 *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
 *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
 *      and computational support.
 *  
 *      https://lakshmidrip.github.io/DROP/
 *  
 *  DROP is composed of three modules:
 *  
 *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
 *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
 *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
 * 
 *  DROP Product Core implements libraries for the following:
 *  - Fixed Income Analytics
 *  - Loan Analytics
 *  - Transaction Cost Analytics
 * 
 *  DROP Portfolio Core implements libraries for the following:
 *  - Asset Allocation Analytics
 *  - Asset Liability Management Analytics
 *  - Capital Estimation Analytics
 *  - Exposure Analytics
 *  - Margin Analytics
 *  - XVA Analytics
 * 
 *  DROP Computational Core implements libraries for the following:
 *  - Algorithm Support
 *  - Computation Support
 *  - Function Analysis
 *  - Model Validation
 *  - Numerical Analysis
 *  - Numerical Optimizer
 *  - Spline Builder
 *  - Statistical Learning
 * 
 *  Documentation for DROP is Spread Over:
 * 
 *  - Main                     => https://lakshmidrip.github.io/DROP/
 *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
 *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
 *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
 *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
 *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
 *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
 *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
 *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
 *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
 *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
 * 
 *  Licensed under the Apache License, Version 2.0 (the "License");
 *      you may not use this file except in compliance with the License.
 *   
 *  You may obtain a copy of the License at
 *      http://www.apache.org/licenses/LICENSE-2.0
 *  
 *  Unless required by applicable law or agreed to in writing, software
 *      distributed under the License is distributed on an "AS IS" BASIS,
 *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 *  
 *  See the License for the specific language governing permissions and
 *      limitations under the License.
 */

/**
 * <i>Sample</i> holds the Sample of Realizations.
 *
 *  <br><br>
 *  <ul>
 *      <li>
 *          Bhattacharya, B., and D. Habtzghi (2002): Median of the p-value under the Alternate Hypothesis
 *              <i>American Statistician</i> <b>56 (3)</b> 202-206
 *      </li>
 *      <li>
 *          Head, M. L., L. Holman, R, Lanfear, A. T. Kahn, and M. D. Jennions (2015): The Extent and
 *              <i>Consequences of p-Hacking in Science PLoS Biology</i> <b>13 (3)</b> e1002106
 *      </li>
 *      <li>
 *          Wasserstein, R. L., and N. A. Lazar (2016): The ASA’s Statement on p-values: Context, Process,
 *              and Purpose <i>American Statistician</i> <b>70 (2)</b> 129-133
 *      </li>
 *      <li>
 *          Wetzels, R., D. Matzke, M. D. Lee, J. N. Rouder, G, J, Iverson, and E. J. Wagenmakers (2011):
 *              Statistical Evidence in Experimental Psychology: An Empirical Comparison using 855 t-Tests
 *              <i>Perspectives in Psychological Science</i> <b>6 (3)</b> 291-298
 *      </li>
 *      <li>
 *          Wikipedia (2019): p-value https://en.wikipedia.org/wiki/P-value
 *      </li>
 *  </ul>
 *
 *  <br><br>
 *  <ul>
 *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
 *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ModelValidationAnalyticsLibrary.md">Model Validation Analytics Library</a></li>
 *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/validation/README.md">Risk Factor and Hypothesis Validation, Evidence Processing, and Model Testing</a></li>
 *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/validation/evidence/README.md">Sample and Ensemble Evidence Processors</a></li>
 *  </ul>
 * <br><br>
 *
 * @author Lakshmi Krishnamurthy
 */

public class Sample implements org.drip.validation.evidence.NativePITGenerator
{
    private double[] _realizationArray = null;

    /**
     * Sample Constructor
     * 
     * @param realizationArray The Sample Realization Array
     * 
     * @throws java.lang.Exception Thrown if the Inputs are Invalid
     */

    public Sample (
        final double[] realizationArray)
        throws java.lang.Exception
    {
        if (null == (_realizationArray = realizationArray) ||
            0 == _realizationArray.length ||
            !org.drip.numerical.common.NumberUtil.IsValid (_realizationArray))
        {
            throw new java.lang.Exception ("Sample Constructor => Invalid Inputs");
        }
    }

    /**
     * Retrieve the Realization Array
     * 
     * @return The Realization Array
     */

    public double[] realizationArray()
    {
        return _realizationArray;
    }

    /**
     * Apply the specified Test Statistic Evaluator to the Sample
     * 
     * @param testStatisticEvaluator The Test Statistic Evaluator
     * 
     * @return The Sample Test Statistic
     * 
     * @throws java.lang.Exception Thrown if the Inputs are Invalid
     */

    public double applyTestStatistic (
        final org.drip.validation.evidence.TestStatisticEvaluator testStatisticEvaluator)
        throws java.lang.Exception
    {
        if (null == testStatisticEvaluator)
        {
            throw new java.lang.Exception ("Sample::applyTestStatistic => Invalid Inputs");
        }

        return testStatisticEvaluator.evaluate (_realizationArray);
    }

    @Override public org.drip.validation.hypothesis.ProbabilityIntegralTransform
        nativeProbabilityIntegralTransform()
    {
        org.drip.validation.evidence.TestStatisticAccumulator testStatisticAccumulator = new
            org.drip.validation.evidence.TestStatisticAccumulator();

        for (double realization : _realizationArray)
        {
            if (!testStatisticAccumulator.addTestStatistic (realization))
            {
                return null;
            }
        }

        return testStatisticAccumulator.probabilityIntegralTransform();
    }
}