/*
Copyright (C) 2009 Ueli Hofstetter

This source code is release under the BSD License.

This file is part of JQuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://jquantlib.org/

JQuantLib is free software: you can redistribute it and/or modify it
under the terms of the JQuantLib license.  You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.

This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE.  See the license for more details.

JQuantLib is based on QuantLib. http://quantlib.org/
When applicable, the original copyright notice follows this notice.
 */

/*
 Copyright (C) 2003 Ferdinando Ametrano

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 . The license is also available online at
 .

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

package org.jquantlib.math.statistics;

import org.jquantlib.QL;
import org.jquantlib.lang.annotation.QualityAssurance;
import org.jquantlib.lang.annotation.QualityAssurance.Quality;
import org.jquantlib.lang.annotation.QualityAssurance.Version;
import org.jquantlib.math.matrixutilities.Array;

@QualityAssurance(quality = Quality.Q4_UNIT, reviewers = { "Richard Gomes" }, version = Version.V097)
public class DiscrepancyStatistics extends SequenceStatistics {

	private static final String DIMENSION_NOT_ALLOWED = "dimension==1 not allowed";

	private /*@Real*/ double bdiscr_;
	private /*@Real*/ double ddiscr_;

	private /*@Real*/ double adiscr_;
	private /*@Real*/ double cdiscr_;


	// constructor
	public DiscrepancyStatistics(final /*@Size*/ int dimension) {
		super(dimension);
		reset(dimension);
	}

	//--- name 1-dimensional inspectors

	public /*@Real*/ double discrepancy() /*@ReadOnly*/ {
		/*@Size*/ int N = samples();
		
		/*
		 * THIS BLOCK IS COMMENTED OUT AT ORIGINAL QuantLib/C++ SOURCES 
		 * 
		Size i;
		Real double r_ik, r_jk, cdiscr = adiscr = 0.0, temp = 1.0;

		for (i=0; i