Interface ScedasticityModel

    • 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.