Package org.ojalgo.random.scedasticity
Class AbstractScedasticity
java.lang.Object
org.ojalgo.random.scedasticity.AbstractScedasticity
- All Implemented Interfaces:
ScedasticityModel
- Direct Known Subclasses:
ARCH
,GARCH
,Homoscedastic
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Field Summary
FieldsModifier and TypeFieldDescription(package private) static final double
(package private) static final double
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Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescription(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) Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
Methods inherited from interface org.ojalgo.random.scedasticity.ScedasticityModel
getMean, getStandardDeviation, getVariance, initialise, update, variances
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Field Details
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DEFAULT_VARIANCE
static final double DEFAULT_VARIANCE -
ELEVEN_TWELFTHS
static final double ELEVEN_TWELFTHS
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Constructor Details
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AbstractScedasticity
AbstractScedasticity()
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Method Details
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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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parameters
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