PlottingPosition.java
package org.drip.validation.quantile;
/*
* -*- 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>PlottingPosition</i> holds the Order Statistic Ordinal and the Quantile corresponding to a Plotting
* Position.
*
* <br><br>
* <ul>
* <li>
* Filliben, J. J. (1975): The Probability Plot Correlation Coefficient Test for Normality
* <i>Technometrics, American Society for Quality</i> <b>17 (1)</b> 111-117
* </li>
* <li>
* Gibbons, J. D., and S. Chakraborti (2003): <i>Non-parametric Statistical Inference 4th
* Edition</i> <b>CRC Press</b>
* </li>
* <li>
* Gnanadesikan, R. (1977): <i>Methods for Statistical Analysis of Multivariate Observations</i>
* <b>Wiley</b>
* </li>
* <li>
* Thode, H. C. (2002): <i>Testing for Normality</i> <b>Marcel Dekker</b> New York
* </li>
* <li>
* Wikipedia (2018): Q-Q Plot https://en.wikipedia.org/wiki/Q%E2%80%93Q_plot
* </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/quantile/README.md">Quantile Based Graphical Numerical Validators</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class PlottingPosition
{
private int _orderStatisticOrdinal = -1;
private double _quantile = java.lang.Double.NaN;
/**
* PlottingPosition Constructor
*
* @param orderStatisticOrdinal The Order Statistic Ordinal
* @param quantile The Order Statistic Quantile
*
* @throws java.lang.Exception Thrown if the Inputs are Invalid
*/
public PlottingPosition (
final int orderStatisticOrdinal,
final double quantile)
throws java.lang.Exception
{
if (0 >= (_orderStatisticOrdinal = orderStatisticOrdinal) ||
!org.drip.numerical.common.NumberUtil.IsValid (_quantile = quantile) || 0. > _quantile)
{
throw new java.lang.Exception ("PlottingPosition Constructor => Invalid Inputs");
}
}
/**
* Retrieve the Order Statistic Ordinal
*
* @return The Order Statistic Ordinal
*/
public int orderStatisticOrdinal()
{
return _orderStatisticOrdinal;
}
/**
* Retrieve the Order Statistic Quantile
*
* @return The Order Statistic Quantile
*/
public double quantile()
{
return _quantile;
}
}