Class AbstractScedasticity

java.lang.Object
org.ojalgo.random.scedasticity.AbstractScedasticity
All Implemented Interfaces:
ScedasticityModel
Direct Known Subclasses:
ARCH, GARCH, Homoscedastic

abstract class AbstractScedasticity extends Object implements ScedasticityModel
  • Field Details

    • DEFAULT_VARIANCE

      static final double DEFAULT_VARIANCE
    • ELEVEN_TWELFTHS

      static final double ELEVEN_TWELFTHS
  • Constructor Details

    • AbstractScedasticity

      AbstractScedasticity()
  • Method Details

    • 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
    • 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
    • parameters

      static Access1D<?> parameters(Access1D<?> series, double mean, int q)