Package org.ojalgo.random.scedasticity
Interface ScedasticityModel
-
- All Known Implementing Classes:
AbstractScedasticity
,ARCH
,GARCH
,Homoscedastic
public interface ScedasticityModel
-
-
Method Summary
All Methods Instance Methods Abstract Methods Default Methods Modifier and Type Method Description double
getMean()
default double
getStandardDeviation()
double
getVariance()
void
initialise(double mean, double variance)
void
update(double value)
default PrimitiveSeries
variances(PrimitiveSeries values)
Takes a series of realised values and outputs a series of (locally fluctuating) variances.
-
-
-
Method Detail
-
getMean
double getMean()
-
getStandardDeviation
default double getStandardDeviation()
-
getVariance
double getVariance()
-
initialise
void initialise(double mean, double variance)
-
update
void update(double value)
-
variances
default PrimitiveSeries variances(PrimitiveSeries values)
Takes a series of realised values and outputs a series of (locally fluctuating) variances.
-
-