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 Summary

Fields

Modifier and Type	Field	Description
(package private) static final double	DEFAULT_VARIANCE
(package private) static final double	ELEVEN_TWELFTHS

Constructor Summary

Constructors

Constructor	Description
AbstractScedasticity()

Method Summary

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 Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface ScedasticityModel

getMean, getStandardDeviation, getVariance, initialise, update, variances

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)