| Package | Description |
|---|---|
| com.numericalmethod.suanshu.stats.random.sampler.resampler.bootstrap.block |
| Modifier and Type | Method and Description |
|---|---|
static long |
PattonPolitisWhite2009ForObject.getOptimalBlockLength(Object[] x,
PattonPolitisWhite2009ForObject.AutoCorrelationForObject autoCorrelation,
PattonPolitisWhite2009ForObject.AutoCovarianceForObject autoCovariance,
PattonPolitisWhite2009ForObject.Type type)
Computes the optimal of block length.
|
static long |
PattonPolitisWhite2009ForObject.getOptimalLag(Object[] x,
PattonPolitisWhite2009ForObject.AutoCorrelationForObject R)
Finds the smallest lag \(\hat{m}\) such that the autocorrelation for lags
\((\hat{m} +
k),~k=1,\dots,K_N\) are all insignificant regarding to the critical
value.
|
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