com.numericalmethod.suanshu.stats.test.timeseries.adf

Class ADFDistribution

java.lang.Object

com.numericalmethod.suanshu.stats.distribution.univariate.EmpiricalDistribution

com.numericalmethod.suanshu.stats.test.timeseries.adf.ADFDistribution

All Implemented Interfaces:

ProbabilityDistribution

public abstract class ADFDistribution
extends EmpiricalDistribution

This represents an Augmented Dickey Fuller distribution.

Method Summary

Methods inherited from class com.numericalmethod.suanshu.stats.distribution.univariate.EmpiricalDistribution

cdf, density, entropy, kurtosis, mean, median, moment, nSamples, quantile, skew, toArray, variance

Methods inherited from class java.lang.Object

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