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