Package org.ojalgo.random.scedasticity
Class AbstractScedasticity
- java.lang.Object
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- org.ojalgo.random.scedasticity.AbstractScedasticity
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- All Implemented Interfaces:
ScedasticityModel
- Direct Known Subclasses:
ARCH
,GARCH
,Homoscedastic
abstract class AbstractScedasticity extends java.lang.Object implements ScedasticityModel
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Field Summary
Fields Modifier and Type Field Description (package private) static double
DEFAULT_VARIANCE
(package private) static double
ELEVEN_TWELFTHS
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Constructor Summary
Constructors Constructor Description AbstractScedasticity()
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Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method Description (package private) static void
average(double[] weights, double total)
Will set the array of weights to equal weights (average values)(package private) static void
decreasing(double[] weights, double total)
Will set the array of weights to decreasing weights (halved next values)(package private) static Access1D<?>
parameters(Access1D<?> series, double mean, int q)
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface org.ojalgo.random.scedasticity.ScedasticityModel
getMean, getStandardDeviation, getVariance, initialise, update, variances
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Method Detail
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average
static void average(double[] weights, double total)
Will set the array of weights to equal weights (average values)- Parameters:
weights
- Array of weights (to be set)total
- The total the weights should sum up to
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decreasing
static void decreasing(double[] weights, double total)
Will set the array of weights to decreasing weights (halved next values)- Parameters:
weights
- Array of weights (to be set)total
- The total the weights should sum up to
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