AbstractScedasticity

java.lang.Object
- org.ojalgo.random.scedasticity.AbstractScedasticity

All Implemented Interfaces:: ScedasticityModel

Direct Known Subclasses:: ARCH, GARCH, Homoscedastic

abstract class AbstractScedasticity
extends java.lang.Object
implements ScedasticityModel

Field Summary

Fields
Modifier and Type Field Description

(package private) static double DEFAULT_VARIANCE

(package private) static double ELEVEN_TWELFTHS

Constructor Summary

Constructors
Constructor Description

AbstractScedasticity()

Method Summary

All Methods Static Methods Concrete Methods
Modifier and Type	Method	Description
`(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

- Field Detail
  - DEFAULT_VARIANCE
```
static final double DEFAULT_VARIANCE
```
  - ELEVEN_TWELFTHS
```
static final double ELEVEN_TWELFTHS
```
- Constructor Detail
  - AbstractScedasticity
```
AbstractScedasticity()
```
- Method Detail
  - 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)
```