Class Hierarchy
- java.lang.Object
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton.ABMPredictorCorrector1 (implements com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton.ABMPredictorCorrector)
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton.ABMPredictorCorrector2 (implements com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton.ABMPredictorCorrector)
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton.ABMPredictorCorrector3 (implements com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton.ABMPredictorCorrector)
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton.ABMPredictorCorrector4 (implements com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton.ABMPredictorCorrector)
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton.ABMPredictorCorrector5 (implements com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton.ABMPredictorCorrector)
- com.numericalmethod.suanshu.misc.algorithm.iterative.tolerance.AbsoluteTolerance (implements com.numericalmethod.suanshu.misc.algorithm.iterative.tolerance.Tolerance)
- com.numericalmethod.suanshu.stats.distribution.multivariate.AbstractBivariateProbabilityDistribution (implements com.numericalmethod.suanshu.stats.distribution.multivariate.BivariateProbabilityDistribution)
- com.numericalmethod.suanshu.stats.random.rng.multivariate.mcmc.metropolis.AbstractMetropolis (implements com.numericalmethod.suanshu.stats.random.rng.multivariate.RandomVectorGenerator)
- com.numericalmethod.suanshu.stats.random.rng.multivariate.mcmc.hybrid.AbstractHybridMCMC
- com.numericalmethod.suanshu.stats.random.rng.multivariate.mcmc.hybrid.HybridMCMC
- com.numericalmethod.suanshu.stats.random.rng.multivariate.mcmc.hybrid.MultipointHybridMCMC
- com.numericalmethod.suanshu.stats.random.rng.multivariate.mcmc.metropolis.Metropolis
- com.numericalmethod.suanshu.stats.random.rng.multivariate.mcmc.metropolis.MetropolisHastings
- com.numericalmethod.suanshu.stats.random.rng.multivariate.mcmc.metropolis.RobustAdaptiveMetropolis
- com.numericalmethod.suanshu.analysis.function.rn2r1.AbstractRealScalarFunction (implements com.numericalmethod.suanshu.analysis.function.rn2r1.RealScalarFunction)
- com.numericalmethod.suanshu.analysis.function.rn2r1.AbstractBivariateRealFunction (implements com.numericalmethod.suanshu.analysis.function.rn2r1.BivariateRealFunction)
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.AutoCorrelationFunction
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.AutoCovarianceFunction
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arma.AutoCovariance
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.sample.SampleAutoCovariance
- com.numericalmethod.suanshu.analysis.function.special.beta.Beta
- com.numericalmethod.suanshu.analysis.differentiation.univariate.DBeta
- com.numericalmethod.suanshu.analysis.function.special.gamma.GammaLowerIncomplete
- com.numericalmethod.suanshu.analysis.function.special.gamma.GammaRegularizedP
- com.numericalmethod.suanshu.analysis.function.special.gamma.GammaRegularizedPInverse
- com.numericalmethod.suanshu.analysis.function.special.gamma.GammaRegularizedQ
- com.numericalmethod.suanshu.analysis.function.special.gamma.GammaUpperIncomplete
- com.numericalmethod.suanshu.analysis.function.special.beta.LogBeta
- com.numericalmethod.suanshu.analysis.function.rn2r1.AbstractTrivariateRealFunction (implements com.numericalmethod.suanshu.analysis.function.rn2r1.TrivariateRealFunction)
- com.numericalmethod.suanshu.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction (implements com.numericalmethod.suanshu.analysis.function.rn2r1.univariate.UnivariateRealFunction)
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.ACERFunction
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.ACERInverseFunction
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.ACERLogFunction
- com.numericalmethod.suanshu.analysis.function.special.beta.BetaRegularized
- com.numericalmethod.suanshu.analysis.function.special.beta.BetaRegularizedInverse
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.Ceta
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.maximizer.CetaMaximizer.NegCetaFunction
- com.numericalmethod.suanshu.analysis.function.rn2r1.univariate.ContinuedFraction
- com.numericalmethod.suanshu.analysis.function.special.gaussian.CumulativeNormalHastings (implements com.numericalmethod.suanshu.analysis.function.special.gaussian.StandardCumulativeNormal)
- com.numericalmethod.suanshu.analysis.function.special.gaussian.CumulativeNormalInverse
- com.numericalmethod.suanshu.analysis.function.special.gaussian.CumulativeNormalMarsaglia (implements com.numericalmethod.suanshu.analysis.function.special.gaussian.StandardCumulativeNormal)
- com.numericalmethod.suanshu.analysis.differentiation.univariate.DBetaRegularized
- com.numericalmethod.suanshu.analysis.differentiation.univariate.DErf
- com.numericalmethod.suanshu.analysis.differentiation.univariate.Dfdx
- com.numericalmethod.suanshu.analysis.differentiation.univariate.DGamma
- com.numericalmethod.suanshu.analysis.differentiation.univariate.DGaussian
- com.numericalmethod.suanshu.analysis.function.special.gamma.Digamma
- com.numericalmethod.suanshu.analysis.function.special.gaussian.Erf
- com.numericalmethod.suanshu.analysis.function.special.gaussian.Erfc
- com.numericalmethod.suanshu.analysis.function.special.gaussian.ErfInverse
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.filtration.FiltrationFunction
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.filtration.Bt
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.filtration.F_Sum_BtDt
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.filtration.F_Sum_tBtDt
- com.numericalmethod.suanshu.analysis.differentiation.univariate.FiniteDifference
- com.numericalmethod.suanshu.analysis.function.special.gamma.GammaGergoNemes (implements com.numericalmethod.suanshu.analysis.function.special.gamma.Gamma)
- com.numericalmethod.suanshu.analysis.function.special.gamma.GammaLanczos (implements com.numericalmethod.suanshu.analysis.function.special.gamma.Gamma)
- com.numericalmethod.suanshu.analysis.function.special.gamma.GammaLanczosQuick (implements com.numericalmethod.suanshu.analysis.function.special.gamma.Gamma)
- com.numericalmethod.suanshu.analysis.function.special.gaussian.Gaussian
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.LinearInterpolator (implements com.numericalmethod.suanshu.analysis.curvefit.interpolation.OnlineInterpolator)
- com.numericalmethod.suanshu.analysis.function.special.gamma.LogGamma
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.NevilleTable (implements com.numericalmethod.suanshu.analysis.curvefit.interpolation.OnlineInterpolator)
- com.numericalmethod.suanshu.analysis.function.polynomial.Polynomial (implements com.numericalmethod.suanshu.algebra.structure.Ring<R>, com.numericalmethod.suanshu.algebra.structure.VectorSpace<V,F>)
- com.numericalmethod.suanshu.stats.evt.function.ReturnLevel
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.ACERReturnLevel
- com.numericalmethod.suanshu.stats.evt.function.ReturnPeriod
- com.numericalmethod.suanshu.analysis.function.rn2r1.univariate.StepFunction (implements com.numericalmethod.suanshu.analysis.function.tuple.OrderedPairs)
- com.numericalmethod.suanshu.analysis.function.special.gamma.Trigamma
- com.numericalmethod.suanshu.analysis.function.special.beta.MultinomialBetaFunction
- com.numericalmethod.suanshu.analysis.differentiation.multivariate.MultivariateFiniteDifference
- com.numericalmethod.suanshu.analysis.function.rn2r1.QuadraticFunction
- com.numericalmethod.suanshu.analysis.function.rn2r1.R1Projection
- com.numericalmethod.suanshu.analysis.function.special.Rastrigin
- com.numericalmethod.suanshu.analysis.differentiation.Ridders
- com.numericalmethod.suanshu.analysis.function.rn2rm.AbstractRealVectorFunction (implements com.numericalmethod.suanshu.analysis.function.rn2rm.RealVectorFunction)
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.ACERAnalysis
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.ACERAnalysis.Result
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.empirical.ACERByCounting
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.ACERConfidenceInterval
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.ACERFunction.ACERParameter
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.empirical.ACERUtils
- com.numericalmethod.suanshu.misc.algorithm.ActiveSet
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton.AdamsBashforthMoulton (implements com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.ODESolver)
- com.numericalmethod.suanshu.stats.test.timeseries.adf.table.ADFDistributionTable
- com.numericalmethod.suanshu.misc.algorithm.stopcondition.AfterIterations (implements com.numericalmethod.suanshu.misc.algorithm.stopcondition.StopCondition)
- com.numericalmethod.suanshu.misc.algorithm.stopcondition.AfterNoImprovement (implements com.numericalmethod.suanshu.misc.algorithm.stopcondition.StopCondition)
- com.numericalmethod.suanshu.finance.trading.meanreversion.daspremont2008.AhatEstimation
- com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.parabolic.dim2.AlternatingDirectionImplicitMethod (implements com.numericalmethod.suanshu.analysis.differentialequation.pde.PDESolver)
- com.numericalmethod.suanshu.stats.test.distribution.AndersonDarlingPValue
- com.numericalmethod.suanshu.misc.algorithm.stopcondition.AndStopConditions (implements com.numericalmethod.suanshu.misc.algorithm.stopcondition.StopCondition)
- com.numericalmethod.suanshu.stats.random.variancereduction.AntitheticVariates (implements com.numericalmethod.suanshu.stats.random.MeanEstimator)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.interiorpoint.AntoniouLu2007
- com.numericalmethod.suanshu.misc.ArgumentAssertion
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.arima.ARIMAForecast
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.arima.ARIMAForecast.Forecast
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.arima.ARIMAForecastMultiStep
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.arima.ARIMASim (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomNumberGenerator)
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.arima.ARIMAXModel
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.arima.ARIMAModel
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arma.ARMAModel
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arma.ARModel
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arma.LinearRepresentation
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arma.MAModel
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arma.ARMAXModel
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arma.ARMAForecast
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arma.ARMAForecastMultiStep
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arma.ARMAForecastOneStep
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.armagarch.ARMAGARCHFit
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.armagarch.ARMAGARCHModel
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.armagarch.AR1GARCH11Model
- com.numericalmethod.suanshu.misc.ArrayUtils
- com.numericalmethod.suanshu.stats.test.distribution.pearson.AS159 (implements com.numericalmethod.suanshu.stats.random.Seedable)
- com.numericalmethod.suanshu.stats.test.distribution.pearson.AS159.RandomMatrix
- com.numericalmethod.suanshu.misc.algorithm.stopcondition.AtThreshold (implements com.numericalmethod.suanshu.misc.algorithm.stopcondition.StopCondition)
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.arima.AutoARIMAFit
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.mathoperation.AutoParallelMatrixMathOperation (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.mathoperation.MatrixMathOperation)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.linearsystem.BackwardSubstitution
- com.numericalmethod.suanshu.stats.random.rng.univariate.BernoulliTrial (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomNumberGenerator)
- com.numericalmethod.suanshu.stats.distribution.univariate.BetaDistribution (implements com.numericalmethod.suanshu.stats.distribution.univariate.ProbabilityDistribution)
- com.numericalmethod.suanshu.stats.hmm.mixture.distribution.BetaMixtureDistribution (implements com.numericalmethod.suanshu.stats.hmm.mixture.distribution.MixtureDistribution)
- com.numericalmethod.suanshu.stats.hmm.mixture.distribution.BetaMixtureDistribution.Lambda
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.BiconjugateGradientSolver (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.IterativeLinearSystemSolver)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.BiconjugateGradientStabilizedSolver (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.IterativeLinearSystemSolver)
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.bivariate.BicubicInterpolation (implements com.numericalmethod.suanshu.analysis.curvefit.interpolation.bivariate.BivariateGridInterpolation)
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.bivariate.BicubicSpline (implements com.numericalmethod.suanshu.analysis.curvefit.interpolation.bivariate.BivariateGridInterpolation)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.diagonalization.BiDiagonalizationByGolubKahanLanczos (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.diagonalization.BiDiagonalization)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.diagonalization.BiDiagonalizationByHouseholder (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.diagonalization.BiDiagonalization)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.diagonal.BidiagonalMatrix
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.svd.mr3.BidiagonalSVDbyMR3 (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.svd.SVDDecomposition)
- com.numericalmethod.suanshu.number.big.BigDecimalUtils
- com.numericalmethod.suanshu.number.big.BigIntegerUtils
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.bivariate.BilinearInterpolation (implements com.numericalmethod.suanshu.analysis.curvefit.interpolation.bivariate.BivariateGridInterpolation)
- com.numericalmethod.suanshu.stats.distribution.univariate.BinomialDistribution (implements com.numericalmethod.suanshu.stats.distribution.univariate.ProbabilityDistribution)
- com.numericalmethod.suanshu.stats.hmm.mixture.distribution.BinomialMixtureDistribution (implements com.numericalmethod.suanshu.stats.hmm.mixture.distribution.MixtureDistribution)
- com.numericalmethod.suanshu.stats.hmm.mixture.distribution.BinomialMixtureDistribution.Lambda
- com.numericalmethod.suanshu.stats.random.rng.univariate.BinomialRNG (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomNumberGenerator)
- com.numericalmethod.suanshu.misc.algorithm.Bins<T>
- com.numericalmethod.suanshu.analysis.root.univariate.BisectionRoot (implements com.numericalmethod.suanshu.analysis.root.univariate.Uniroot)
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.bivariate.BivariateArrayGrid (implements com.numericalmethod.suanshu.analysis.curvefit.interpolation.bivariate.BivariateGrid)
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.bivariate.BivariateRegularGrid (implements com.numericalmethod.suanshu.analysis.curvefit.interpolation.bivariate.BivariateGrid)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.mr3.BlockSplitPointSearch
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.mathoperation.multiplication.BlockWinogradAlgorithm (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.mathoperation.multiplication.DenseMatrixMultiplicationByBlock.BlockAlgorithm)
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.discrete.BMSDE (implements com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.discrete.DiscreteSDE)
- com.numericalmethod.suanshu.stats.random.sampler.resampler.BootstrapEstimator
- com.numericalmethod.suanshu.graph.algorithm.traversal.BottomUp<V> (implements com.numericalmethod.suanshu.graph.algorithm.traversal.GraphTraversal<V>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.constraint.linear.BoxConstraints
- com.numericalmethod.suanshu.optimization.multivariate.constrained.constraint.linear.BoxConstraints.Bound (implements java.lang.Comparable<T>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.general.box.BoxGeneralizedSimulatedAnnealingMinimizer (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.BoxMinimizer<P,S>)
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.acceptanceprobabilityfunction.BoxGSAAcceptanceProbabilityFunction (implements com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.acceptanceprobabilityfunction.TemperedAcceptanceProbabilityFunction)
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.annealingfunction.BoxGSAAnnealingFunction (implements com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.annealingfunction.AnnealingFunction)
- com.numericalmethod.suanshu.stats.random.rng.univariate.normal.BoxMuller (implements com.numericalmethod.suanshu.stats.random.rng.univariate.normal.RandomStandardNormalGenerator)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.problem.BoxOptimProblem (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.problem.ConstrainedOptimProblem)
- com.numericalmethod.suanshu.optimization.univariate.bracketsearch.BracketSearchMinimizer (implements com.numericalmethod.suanshu.optimization.univariate.UnivariateMinimizer)
- com.numericalmethod.suanshu.optimization.univariate.bracketsearch.BrentMinimizer
- com.numericalmethod.suanshu.optimization.univariate.bracketsearch.FibonaccMinimizer
- com.numericalmethod.suanshu.optimization.univariate.bracketsearch.GoldenMinimizer
- com.numericalmethod.suanshu.optimization.univariate.bracketsearch.BracketSearchMinimizer.Solution (implements com.numericalmethod.suanshu.optimization.univariate.UnivariateMinimizer.Solution)
- com.numericalmethod.suanshu.misc.algorithm.bb.BranchAndBound (implements com.numericalmethod.suanshu.misc.algorithm.iterative.IterativeMethod<S>, com.numericalmethod.suanshu.optimization.MinimizationSolution<T>)
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.maximizer.BrentCetaMaximizer (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.maximizer.CetaMaximizer)
- com.numericalmethod.suanshu.analysis.root.univariate.BrentRoot (implements com.numericalmethod.suanshu.analysis.root.univariate.Uniroot)
- com.numericalmethod.suanshu.misc.algorithm.BruteForce<D,R>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.bruteforce.BruteForceIPMinimizer (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.IPMinimizer<T,S>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.bruteforce.BruteForceIPMinimizer.Solution (implements com.numericalmethod.suanshu.optimization.MinimizationSolution<T>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.bruteforce.BruteForceIPProblem.IntegerDomain
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.BruteForceMinimizer<R> (implements com.numericalmethod.suanshu.optimization.Optimizer<P,S>)
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.BruteForceMinimizer.Solution (implements com.numericalmethod.suanshu.optimization.MinimizationSolution<T>)
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.extrapolation.BurlischStoerExtrapolation (implements com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.ODESolver)
- com.numericalmethod.suanshu.stats.random.rng.univariate.BurnInRNG (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomNumberGenerator)
- com.numericalmethod.suanshu.stats.random.rng.multivariate.BurnInRVG (implements com.numericalmethod.suanshu.stats.random.rng.multivariate.RandomVectorGenerator)
- com.numericalmethod.suanshu.optimization.problem.C2OptimProblemImpl (implements com.numericalmethod.suanshu.optimization.problem.C2OptimProblem)
- com.numericalmethod.suanshu.misc.algorithm.CartesianProduct<T> (implements java.lang.Iterable<T>)
- com.numericalmethod.suanshu.stats.random.sampler.resampler.bootstrap.CaseResamplingReplacement (implements com.numericalmethod.suanshu.stats.random.sampler.resampler.Resampler)
- com.numericalmethod.suanshu.stats.random.sampler.resampler.bootstrap.CaseResamplingReplacementForObject<X> (implements com.numericalmethod.suanshu.stats.random.sampler.resampler.ObjectResampler<X>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.pathfollowing.CentralPath
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.Ceta.PortfolioMoments
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.maximizer.CetaMaximizer.Solution
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.ChangeOfVariable (implements com.numericalmethod.suanshu.analysis.integration.univariate.riemann.Integrator)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.CharacteristicPolynomial (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.Spectrum)
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.gaussian.rule.ChebyshevRule (implements com.numericalmethod.suanshu.analysis.integration.univariate.riemann.gaussian.rule.GaussianQuadratureRule)
- com.numericalmethod.suanshu.stats.random.rng.univariate.beta.Cheng1978 (implements com.numericalmethod.suanshu.stats.random.rng.univariate.beta.RandomBetaGenerator)
- com.numericalmethod.suanshu.stats.distribution.univariate.ChiSquareDistribution (implements com.numericalmethod.suanshu.stats.distribution.univariate.ProbabilityDistribution)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.triangle.cholesky.Chol (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.triangle.cholesky.Cholesky)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.triangle.cholesky.CholeskyBanachiewicz (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.triangle.cholesky.Cholesky)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.triangle.cholesky.CholeskyBanachiewiczParallelized (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.triangle.cholesky.Cholesky)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.triangle.cholesky.CholeskySparse (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.triangle.cholesky.Cholesky)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.triangle.cholesky.CholeskyWang2006 (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.triangle.cholesky.Cholesky)
- com.numericalmethod.suanshu.stats.evt.cluster.ClusterAnalyzer
- com.numericalmethod.suanshu.stats.evt.cluster.Clusters
- com.numericalmethod.suanshu.stats.evt.cluster.Clusters.Cluster
- com.numericalmethod.suanshu.stats.cointegration.CointegrationMLE
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.ColumnBindMatrix (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix)
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.maximizer.CombinedCetaMaximizer (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.maximizer.CetaMaximizer)
- com.numericalmethod.suanshu.algebra.linear.vector.doubles.CombinedVectorByRef
- com.numericalmethod.suanshu.stats.random.variancereduction.CommonRandomNumbers (implements com.numericalmethod.suanshu.stats.random.MeanEstimator)
- com.numericalmethod.suanshu.algebra.linear.matrix.generic.matrixtype.ComplexMatrix (implements com.numericalmethod.suanshu.algebra.linear.matrix.generic.GenericMatrix<T,F>)
- com.numericalmethod.suanshu.number.doublearray.CompositeDoubleArrayOperation (implements com.numericalmethod.suanshu.number.doublearray.DoubleArrayOperation)
- com.numericalmethod.suanshu.stats.random.rng.univariate.uniform.linear.CompositeLinearCongruentialGenerator (implements com.numericalmethod.suanshu.stats.random.rng.univariate.uniform.linear.LinearCongruentialGenerator)
- com.numericalmethod.suanshu.stats.random.rng.concurrent.cache.ConcurrentCachedGenerator<T> (implements com.numericalmethod.suanshu.stats.random.Seedable)
- com.numericalmethod.suanshu.stats.random.rng.concurrent.cache.ConcurrentCachedRLG (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomLongGenerator)
- com.numericalmethod.suanshu.stats.random.rng.concurrent.cache.ConcurrentCachedRNG (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomNumberGenerator)
- com.numericalmethod.suanshu.stats.random.rng.concurrent.cache.ConcurrentCachedRVG (implements com.numericalmethod.suanshu.stats.random.rng.multivariate.RandomVectorGenerator)
- com.numericalmethod.suanshu.stats.random.rng.univariate.normal.ConcurrentStandardNormalRNG (implements com.numericalmethod.suanshu.stats.random.rng.univariate.normal.RandomStandardNormalGenerator)
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arma.ConditionalSumOfSquares (implements com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arma.ARMAFit)
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.ConfidenceInterval
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.ConjugateGradientNormalErrorSolver (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.IterativeLinearSystemSolver)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.ConjugateGradientNormalResidualSolver (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.IterativeLinearSystemSolver)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.ConjugateGradientSolver (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.IterativeLinearSystemSolver)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.ConjugateGradientSquaredSolver (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.IterativeLinearSystemSolver)
- com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.coefficients.ConstantDriftVector (implements com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.coefficients.DriftVector)
- com.numericalmethod.suanshu.misc.Constants
- com.numericalmethod.suanshu.stats.random.rng.ConstantSeeder<T> (implements java.lang.Iterable<T>)
- com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.coefficients.ConstantSigma1 (implements com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.coefficients.DiffusionMatrix)
- com.numericalmethod.suanshu.stats.regression.linear.lasso.ConstrainedLASSObyLARS (implements com.numericalmethod.suanshu.stats.regression.linear.LinearModel)
- com.numericalmethod.suanshu.stats.regression.linear.lasso.ConstrainedLASSObyQP (implements com.numericalmethod.suanshu.stats.regression.linear.LinearModel)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.problem.ConstrainedOptimProblemImpl1 (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.problem.ConstrainedOptimProblem)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.problem.SDPDualProblem
- com.numericalmethod.suanshu.optimization.multivariate.constrained.constraint.ConstraintsUtils
- com.numericalmethod.suanshu.stats.random.rng.concurrent.context.ContextRNG<T> (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomNumberGenerator)
- com.numericalmethod.suanshu.stats.random.rng.concurrent.context.ThreadIDRNG
- com.numericalmethod.suanshu.stats.random.rng.concurrent.context.ThreadIDRLG (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomLongGenerator)
- com.numericalmethod.suanshu.stats.random.variancereduction.ControlVariates (implements com.numericalmethod.suanshu.stats.random.MeanEstimator)
- com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.parabolic.dim1.convectiondiffusionequation.ConvectionDiffusionEquation1D (implements com.numericalmethod.suanshu.analysis.differentialequation.pde.PDE)
- com.numericalmethod.suanshu.finance.trading.meanreversion.cointegration.check.CorrelationCheck (implements com.numericalmethod.suanshu.finance.trading.meanreversion.cointegration.check.PairingCheck)
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.corvalan2005.Corvalan2005
- com.numericalmethod.suanshu.combinatorics.Counter
- com.numericalmethod.suanshu.misc.algorithm.iterative.monitor.CountMonitor<S> (implements com.numericalmethod.suanshu.misc.algorithm.iterative.monitor.IterationMonitor<S>)
- com.numericalmethod.suanshu.stats.descriptive.covariance.Covariance (implements com.numericalmethod.suanshu.stats.descriptive.Statistic)
- com.numericalmethod.suanshu.finance.trading.meanreversion.daspremont2008.CovarianceEstimation
- com.numericalmethod.suanshu.stats.covariance.covarianceselection.lasso.CovarianceSelectionGLASSOFAST (implements com.numericalmethod.suanshu.stats.covariance.covarianceselection.CovarianceSelectionSolver)
- com.numericalmethod.suanshu.stats.covariance.covarianceselection.lasso.CovarianceSelectionLASSO (implements com.numericalmethod.suanshu.stats.covariance.covarianceselection.CovarianceSelectionSolver)
- com.numericalmethod.suanshu.stats.covariance.covarianceselection.CovarianceSelectionProblem
- com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.parabolic.dim1.convectiondiffusionequation.CrankNicolsonConvectionDiffusionEquation1D (implements com.numericalmethod.suanshu.analysis.differentialequation.pde.PDESolver)
- com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.parabolic.dim1.convectiondiffusionequation.CrankNicolsonConvectionDiffusionEquation1D.Coefficients
- com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.parabolic.dim1.heatequation.CrankNicolsonHeatEquation1D (implements com.numericalmethod.suanshu.analysis.differentialequation.pde.PDESolver)
- com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.parabolic.dim1.heatequation.CrankNicolsonHeatEquation1D.Coefficients
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.pathfollowing.CSDPMinimizer (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.ConstrainedMinimizer<P,S>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.pathfollowing.CSDPMinimizer.Solution (implements com.numericalmethod.suanshu.optimization.IterativeSolution<S>)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.CSRSparseMatrix (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix)
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.univariate.CubicHermite (implements com.numericalmethod.suanshu.analysis.curvefit.interpolation.univariate.Interpolation)
- com.numericalmethod.suanshu.analysis.function.polynomial.root.CubicRoot (implements com.numericalmethod.suanshu.analysis.function.polynomial.root.PolyRootSolver)
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.univariate.CubicSpline (implements com.numericalmethod.suanshu.analysis.curvefit.interpolation.univariate.Interpolation)
- com.numericalmethod.suanshu.finance.trading.trend.dai2011.Dai2011HMM
- com.numericalmethod.suanshu.finance.trading.trend.dai2011.Dai2011HMM.ModelParam
- com.numericalmethod.suanshu.finance.trading.trend.dai2011.Dai2011Solver
- com.numericalmethod.suanshu.finance.trading.trend.dai2011.Dai2011Solver.Boundaries
- com.numericalmethod.suanshu.finance.trading.trend.dai2011.Dai2011Solver.Builder
- com.numericalmethod.suanshu.stats.timeseries.datastructure.DateTimeGenericTimeSeries<V> (implements com.numericalmethod.suanshu.stats.timeseries.datastructure.TimeSeries<T,V,E>)
- com.numericalmethod.suanshu.stats.timeseries.datastructure.DateTimeGenericTimeSeries.Entry<V> (implements com.numericalmethod.suanshu.stats.timeseries.datastructure.TimeSeries.Entry<T,V>)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.qr.DefaultDeflationCriterion (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.qr.DeflationCriterion)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.DefaultMatrixStorage (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixAccess)
- com.numericalmethod.suanshu.optimization.multivariate.initialization.DefaultSimplex (implements com.numericalmethod.suanshu.optimization.multivariate.initialization.InitialsFactory)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.qr.Deflation
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.DenseData (implements com.numericalmethod.suanshu.misc.DeepCopyable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixAccess)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.DenseMatrix (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.CongruentMatrix
- com.numericalmethod.suanshu.stats.descriptive.correlation.CorrelationMatrix
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.positivedefinite.GoldfeldQuandtTrotter
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.Inverse
- com.numericalmethod.suanshu.analysis.differentiation.multivariate.Jacobian
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.KroneckerProduct
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.MAT
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.MatrixRootByDiagonalization
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.positivedefinite.MatthewsDavies
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.OuterProduct
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.positivedefinite.PositiveDefiniteMatrixByPositiveDiagonal
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.Pow
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.PseudoInverse
- com.numericalmethod.suanshu.finance.trading.returns.ReturnsMatrix
- com.numericalmethod.suanshu.stats.descriptive.covariance.SampleCovariance
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.SimilarMatrix
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.SymmetricKronecker
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.mathoperation.multiplication.DenseMatrixMultiplicationByBlock (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.mathoperation.multiplication.DenseMatrixMultiplication)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.mathoperation.multiplication.DenseMatrixMultiplicationByIjk (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.mathoperation.multiplication.DenseMatrixMultiplication)
- com.numericalmethod.suanshu.algebra.linear.vector.doubles.dense.DenseVector (implements com.numericalmethod.suanshu.algebra.linear.vector.doubles.Vector)
- com.numericalmethod.suanshu.analysis.differentiation.multivariate.Gradient
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.SVEC
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.diagonal.DiagonalMatrix
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.DiagonalSum (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix)
- com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.realtime.inttime.DifferencedIntTimeTimeSeries (implements com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.realtime.inttime.IntTimeTimeSeries)
- com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.coefficients.DiffusionSigma (implements com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.coefficients.DiffusionMatrix)
- com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.coefficients.ConstantSigma2
- com.numericalmethod.suanshu.graph.algorithm.shortestpath.Dijkstra<V> (implements com.numericalmethod.suanshu.graph.algorithm.shortestpath.ShortestPath<V>)
- com.numericalmethod.suanshu.misc.datastructure.DimensionCheck
- com.numericalmethod.suanshu.stats.distribution.multivariate.DirichletDistribution (implements com.numericalmethod.suanshu.stats.distribution.multivariate.MultivariateProbabilityDistribution)
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.univariate.DividedDifferences
- com.numericalmethod.suanshu.stats.dlm.univariate.DLM
- com.numericalmethod.suanshu.finance.trading.meanreversion.elliott2005.Elliott2005DLM
- com.numericalmethod.suanshu.stats.dlm.univariate.DLMSeries (implements com.numericalmethod.suanshu.stats.timeseries.datastructure.TimeSeries<T,V,E>)
- com.numericalmethod.suanshu.stats.dlm.univariate.DLMSeries.Entry (implements com.numericalmethod.suanshu.stats.timeseries.datastructure.TimeSeries.Entry<T,V>)
- com.numericalmethod.suanshu.stats.dlm.univariate.DLMSim
- com.numericalmethod.suanshu.stats.dlm.univariate.DLMSim.Innovation
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.DOKSparseMatrix (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.triangle.Doolittle (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.triangle.LUDecomposition)
- com.numericalmethod.suanshu.number.doublearray.DoubleArrayMath
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.DoubleBruteForceMinimizer (implements com.numericalmethod.suanshu.optimization.multivariate.unconstrained.MultivariateMinimizer<P,S>)
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.substitution.DoubleExponential (implements com.numericalmethod.suanshu.analysis.integration.univariate.riemann.substitution.SubstitutionRule)
- com.numericalmethod.suanshu.number.DoubleUtils
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.dqds.DQDS
- com.numericalmethod.suanshu.stats.random.rng.univariate.uniform.mersennetwister.dynamiccreation.DynamicCreator (implements java.lang.Iterable<T>)
- com.numericalmethod.suanshu.graph.community.EdgeBetweeness<V>
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.Eigen (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.Spectrum)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.mr3.EigenBoundUtils
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.mr3.EigenCount
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.mr3.EigenCountInRange
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.EigenDecomposition
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.EigenProperty
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.dqds.EigenvalueByDQDS
- com.numericalmethod.suanshu.number.complex.ElementaryFunction
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.ElementaryOperation (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixTable)
- com.numericalmethod.suanshu.stats.regression.linear.glm.modelselection.EliminationByAIC (implements com.numericalmethod.suanshu.stats.regression.linear.glm.modelselection.BackwardElimination.Step)
- com.numericalmethod.suanshu.stats.regression.linear.glm.modelselection.EliminationByZValue (implements com.numericalmethod.suanshu.stats.regression.linear.glm.modelselection.BackwardElimination.Step)
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.empirical.EmpiricalACER
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.empirical.EmpiricalACEREstimation
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.empirical.EmpiricalACERStatistics
- com.numericalmethod.suanshu.stats.distribution.univariate.EmpiricalDistribution (implements com.numericalmethod.suanshu.stats.distribution.univariate.ProbabilityDistribution)
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.empirical.EpsilonStatisticsCalculator
- com.numericalmethod.suanshu.stats.random.rng.multivariate.mcmc.hybrid.ErgodicHybridMCMC (implements com.numericalmethod.suanshu.stats.random.rng.multivariate.RandomVectorGenerator)
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.EstimateByLogLikelihood
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.discrete.EulerSDE (implements com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.discrete.DiscreteSDE)
- com.numericalmethod.suanshu.stats.stochasticprocess.timegrid.EvenlySpacedGrid (implements com.numericalmethod.suanshu.stats.stochasticprocess.timegrid.TimeGrid)
- com.numericalmethod.suanshu.misc.ExceptionUtils
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.random.ExpectationAtEndTime
- com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.hyperbolic.dim1.ExplicitCentralDifference1D (implements com.numericalmethod.suanshu.analysis.differentialequation.pde.PDESolver)
- com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.hyperbolic.dim2.ExplicitCentralDifference2D (implements com.numericalmethod.suanshu.analysis.differentialequation.pde.PDESolver)
- com.numericalmethod.suanshu.stats.factor.implicitmodelpca.ExplicitImplicitModelPCA
- com.numericalmethod.suanshu.stats.factor.implicitmodelpca.ExplicitImplicitModelPCA.Result
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.substitution.Exponential (implements com.numericalmethod.suanshu.analysis.integration.univariate.riemann.substitution.SubstitutionRule)
- com.numericalmethod.suanshu.stats.distribution.univariate.ExponentialDistribution (implements com.numericalmethod.suanshu.stats.distribution.univariate.ProbabilityDistribution)
- com.numericalmethod.suanshu.stats.distribution.univariate.exponentialfamily.ExponentialFamily
- com.numericalmethod.suanshu.stats.distribution.univariate.exponentialfamily.NormalOfExpFamily1
- com.numericalmethod.suanshu.stats.distribution.univariate.exponentialfamily.NormalOfExpFamily2
- com.numericalmethod.suanshu.stats.hmm.mixture.distribution.ExponentialMixtureDistribution (implements com.numericalmethod.suanshu.stats.hmm.mixture.distribution.MixtureDistribution)
- com.numericalmethod.suanshu.finance.trading.meanreversion.daspremont2008.ExtremalGeneralizedEigenvalueByGreedySearch (implements com.numericalmethod.suanshu.finance.trading.meanreversion.daspremont2008.ExtremalGeneralizedEigenvalueSolver)
- com.numericalmethod.suanshu.finance.trading.meanreversion.daspremont2008.ExtremalGeneralizedEigenvalueBySDP (implements com.numericalmethod.suanshu.finance.trading.meanreversion.daspremont2008.ExtremalGeneralizedEigenvalueSolver)
- com.numericalmethod.suanshu.stats.evt.exi.ExtremalIndexByClusterSizeReciprocal (implements com.numericalmethod.suanshu.stats.evt.exi.ExtremalIndexEstimation)
- com.numericalmethod.suanshu.stats.evt.exi.ExtremalIndexByFerroSeegers (implements com.numericalmethod.suanshu.stats.evt.exi.ExtremalIndexEstimation)
- com.numericalmethod.suanshu.stats.evt.markovchain.ExtremeValueMC (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomNumberGenerator)
- com.numericalmethod.suanshu.stats.factor.factoranalysis.FactorAnalysis
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.FastKroneckerProduct (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix)
- com.numericalmethod.suanshu.stats.distribution.univariate.FDistribution (implements com.numericalmethod.suanshu.stats.distribution.univariate.ProbabilityDistribution)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.FerrisMangasarianWrightPhase1
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver.FerrisMangasarianWrightPhase2 (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver.LPSimplexSolver<P>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver.LPCanonicalSolver
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.FerrisMangasarianWrightScheme2
- com.numericalmethod.suanshu.analysis.sequence.Fibonacci (implements com.numericalmethod.suanshu.analysis.sequence.Sequence)
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.filtration.Filtration
- com.numericalmethod.suanshu.stats.regression.linear.panel.FixedEffectsModel (implements com.numericalmethod.suanshu.stats.regression.linear.panel.PanelRegression)
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.linesearch.FletcherLineSearch (implements com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.linesearch.LineSearch)
- com.numericalmethod.suanshu.misc.datastructure.FlexibleTable (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixTable)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.SimplexTable (implements com.numericalmethod.suanshu.optimization.MinimizationSolution<T>)
- com.numericalmethod.suanshu.misc.license.FloatingLicenseServer
- com.numericalmethod.suanshu.stats.hmm.ForwardBackwardProcedure
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.linearsystem.ForwardSubstitution
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.Ft (implements com.numericalmethod.suanshu.misc.DeepCopyable)
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.FtWt
- com.numericalmethod.suanshu.analysis.function.FunctionOps
- com.numericalmethod.suanshu.stats.distribution.univariate.GammaDistribution (implements com.numericalmethod.suanshu.stats.distribution.univariate.ProbabilityDistribution)
- com.numericalmethod.suanshu.stats.hmm.mixture.distribution.GammaMixtureDistribution (implements com.numericalmethod.suanshu.stats.hmm.mixture.distribution.MixtureDistribution)
- com.numericalmethod.suanshu.stats.hmm.mixture.distribution.GammaMixtureDistribution.Lambda
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garch.GARCHFit
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garch.GARCHModel
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garch.GARCH11Model
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.npeb.resampler.GARCHResamplerFactory2 (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.npeb.resampler.ReturnsResamplerFactory)
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garch.GARCHSim (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomNumberGenerator)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.gaussianelimination.GaussianElimination
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.gaussianelimination.GaussianElimination4SquareMatrix (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.triangle.LUDecomposition)
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.gaussian.GaussianQuadrature (implements com.numericalmethod.suanshu.analysis.integration.univariate.riemann.Integrator)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.gaussianelimination.GaussJordanElimination
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.steepestdescent.GaussNewtonMinimizer
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.stationary.GaussSeidelSolver (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.IterativeLinearSystemSolver)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.constraint.general.GeneralConstraints (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.constraint.Constraints)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.GeneralizedConjugateResidualSolver (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.IterativeLinearSystemSolver)
- com.numericalmethod.suanshu.stats.evt.evd.univariate.GeneralizedEVD (implements com.numericalmethod.suanshu.stats.evt.evd.univariate.UnivariateEVD)
- com.numericalmethod.suanshu.stats.regression.linear.glm.GeneralizedLinearModel (implements com.numericalmethod.suanshu.stats.regression.linear.LinearModel)
- com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.GeneralizedLinearModelQuasiFamily (implements com.numericalmethod.suanshu.stats.regression.linear.LinearModel)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.GeneralizedMinimalResidualSolver (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.IterativeLinearSystemSolver)
- com.numericalmethod.suanshu.stats.evt.evd.univariate.GeneralizedParetoDistribution (implements com.numericalmethod.suanshu.stats.evt.evd.univariate.UnivariateEVD)
- com.numericalmethod.suanshu.algebra.linear.matrix.generic.matrixtype.GenericFieldMatrix<F> (implements com.numericalmethod.suanshu.algebra.linear.matrix.generic.GenericMatrix<T,F>)
- com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.GenericTimeTimeSeries<T> (implements com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.UnivariateTimeSeries<T,E>)
- com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.GeneticAlgorithm
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.mr3.getvec.Getvec
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.GEVFittingByMaximumLikelihood (implements com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.MaximumLikelihoodFitting)
- com.numericalmethod.suanshu.graph.community.GirvanNewman<V,E,G>
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.GivensMatrix (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix)
- com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.GLMBinomial (implements com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.GLMExponentialDistribution)
- com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.family.QuasiBinomial (implements com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.family.QuasiDistribution)
- com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.GLMFamily
- com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.family.QuasiFamily
- com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.GLMGamma (implements com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.GLMExponentialDistribution)
- com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.family.QuasiGamma (implements com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.family.QuasiDistribution)
- com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.GLMGaussian (implements com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.GLMExponentialDistribution)
- com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.family.QuasiGaussian (implements com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.family.QuasiDistribution)
- com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.GLMInverseGaussian (implements com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.GLMExponentialDistribution)
- com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.family.QuasiInverseGaussian (implements com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.family.QuasiDistribution)
- com.numericalmethod.suanshu.stats.regression.linear.glm.modelselection.GLMModelSelection
- com.numericalmethod.suanshu.stats.regression.linear.glm.modelselection.BackwardElimination
- com.numericalmethod.suanshu.stats.regression.linear.glm.modelselection.ForwardSelection
- com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.GLMPoisson (implements com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.GLMExponentialDistribution)
- com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.family.QuasiPoisson (implements com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.family.QuasiDistribution)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.svd.GolubKahanSVD (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.svd.SVDDecomposition)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.linear.cuttingplane.GomoryMixedCutMinimizer.MyCutter (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.linear.cuttingplane.SimplexCuttingPlaneMinimizer.CutterFactory.Cutter)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.linear.cuttingplane.GomoryPureCutMinimizer.MyCutter (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.linear.cuttingplane.SimplexCuttingPlaneMinimizer.CutterFactory.Cutter)
- com.numericalmethod.suanshu.analysis.differentiation.multivariate.GradientFunction (implements com.numericalmethod.suanshu.analysis.function.rn2rm.RealVectorFunction)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.qr.GramSchmidt (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.qr.QRDecomposition)
- com.numericalmethod.suanshu.graph.algorithm.traversal.GraphTraversal.Node<V> (implements java.lang.Comparable<T>)
- com.numericalmethod.suanshu.graph.algorithm.traversal.BFS.Node<V>
- com.numericalmethod.suanshu.graph.algorithm.traversal.DFS.Node<V>
- com.numericalmethod.suanshu.graph.GraphUtils
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.maximizer.GridSearchCetaMaximizer (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.maximizer.CetaMaximizer)
- com.numericalmethod.suanshu.optimization.univariate.GridSearchMinimizer (implements com.numericalmethod.suanshu.optimization.univariate.UnivariateMinimizer)
- com.numericalmethod.suanshu.optimization.univariate.GridSearchMinimizer.Solution (implements com.numericalmethod.suanshu.optimization.univariate.UnivariateMinimizer.Solution)
- com.numericalmethod.suanshu.stats.random.sampler.resampler.multivariate.GroupResampler (implements com.numericalmethod.suanshu.stats.random.sampler.resampler.multivariate.MultivariateResampler)
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.npeb.resampler.GroupResamplerFactory (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.npeb.resampler.ReturnsResamplerFactory)
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.acceptanceprobabilityfunction.GSAAcceptanceProbabilityFunction (implements com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.acceptanceprobabilityfunction.TemperedAcceptanceProbabilityFunction)
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.annealingfunction.GSAAnnealingFunction (implements com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.annealingfunction.AnnealingFunction)
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.temperaturefunction.GSATemperatureFunction (implements com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.temperaturefunction.TemperatureFunction)
- com.numericalmethod.suanshu.analysis.root.univariate.HalleyRoot (implements com.numericalmethod.suanshu.analysis.root.univariate.Uniroot)
- com.numericalmethod.suanshu.finance.trading.meanreversion.hvolatility.HConstruction<T>
- com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.parabolic.dim1.heatequation.HeatEquation1D (implements com.numericalmethod.suanshu.analysis.differentialequation.pde.PDE)
- com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.parabolic.dim2.HeatEquation2D (implements com.numericalmethod.suanshu.analysis.differentialequation.pde.PDE)
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.gaussian.rule.HermitePolynomials (implements com.numericalmethod.suanshu.analysis.integration.univariate.riemann.gaussian.rule.OrthogonalPolynomialFamily)
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.gaussian.rule.HermiteRule (implements com.numericalmethod.suanshu.analysis.integration.univariate.riemann.gaussian.rule.GaussianQuadratureRule)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.qr.Hessenberg
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.qr.HessenbergDecomposition
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.qr.HessenbergDeflationSearch
- com.numericalmethod.suanshu.analysis.differentiation.multivariate.HessianFunction (implements com.numericalmethod.suanshu.analysis.function.matrix.RntoMatrix)
- com.numericalmethod.suanshu.stats.hmm.HmmInnovation
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.pathfollowing.HomogeneousPathFollowingMinimizer (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.ConstrainedMinimizer<P,S>)
- com.numericalmethod.suanshu.analysis.function.polynomial.HornerScheme
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.householder.HouseholderContext
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.householder.HouseholderInPlace
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.householder.HouseholderInPlace.Householder
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.qr.HouseholderQR (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.qr.QRDecomposition)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.householder.HouseholderReflection
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.pathfollowing.Hp
- com.numericalmethod.suanshu.stats.random.rng.multivariate.HypersphereRVG (implements com.numericalmethod.suanshu.stats.random.rng.multivariate.RandomVectorGenerator)
- com.numericalmethod.suanshu.stats.test.HypothesisTest
- com.numericalmethod.suanshu.stats.test.distribution.AndersonDarling
- com.numericalmethod.suanshu.stats.test.timeseries.adf.AugmentedDickeyFuller
- com.numericalmethod.suanshu.stats.test.variance.Bartlett
- com.numericalmethod.suanshu.stats.test.timeseries.portmanteau.BoxPierce
- com.numericalmethod.suanshu.stats.test.timeseries.portmanteau.LjungBox
- com.numericalmethod.suanshu.stats.test.variance.BrownForsythe
- com.numericalmethod.suanshu.stats.test.distribution.pearson.ChiSquareIndependenceTest
- com.numericalmethod.suanshu.stats.test.distribution.CramerVonMises2Samples
- com.numericalmethod.suanshu.stats.test.distribution.normality.DAgostino
- com.numericalmethod.suanshu.stats.test.variance.F
- com.numericalmethod.suanshu.stats.factor.factoranalysis.FAEstimator
- com.numericalmethod.suanshu.stats.test.regression.linear.heteroskedasticity.Heteroskedasticity
- com.numericalmethod.suanshu.stats.test.regression.linear.heteroskedasticity.BreuschPagan
- com.numericalmethod.suanshu.stats.test.regression.linear.heteroskedasticity.Glejser
- com.numericalmethod.suanshu.stats.test.regression.linear.heteroskedasticity.HarveyGodfrey
- com.numericalmethod.suanshu.stats.test.regression.linear.heteroskedasticity.White
- com.numericalmethod.suanshu.stats.test.distribution.normality.JarqueBera
- com.numericalmethod.suanshu.stats.test.distribution.kolmogorov.KolmogorovSmirnov
- com.numericalmethod.suanshu.stats.test.rank.KruskalWallis
- com.numericalmethod.suanshu.stats.test.variance.Levene
- com.numericalmethod.suanshu.stats.test.distribution.normality.Lilliefors
- com.numericalmethod.suanshu.stats.test.mean.OneWayANOVA
- com.numericalmethod.suanshu.stats.test.distribution.normality.ShapiroWilk
- com.numericalmethod.suanshu.stats.test.rank.SiegelTukey
- com.numericalmethod.suanshu.stats.test.mean.T
- com.numericalmethod.suanshu.stats.test.rank.VanDerWaerden
- com.numericalmethod.suanshu.stats.test.rank.wilcoxon.WilcoxonRankSum
- com.numericalmethod.suanshu.stats.test.rank.wilcoxon.WilcoxonSignedRank
- com.numericalmethod.suanshu.misc.datastructure.IdentityHashSet<T> (implements java.util.Set<E>)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.preconditioner.IdentityPreconditioner (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.preconditioner.Preconditioner)
- com.numericalmethod.suanshu.stats.random.rng.multivariate.IID (implements com.numericalmethod.suanshu.stats.random.rng.multivariate.RandomVectorGenerator)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.linear.bb.ILPBranchAndBoundMinimizer (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.IPMinimizer<T,S>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.linear.bb.ILPNode (implements com.numericalmethod.suanshu.misc.algorithm.bb.BBNode, com.numericalmethod.suanshu.optimization.multivariate.constrained.problem.ConstrainedOptimProblem)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.linear.problem.ILPProblemImpl1 (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.linear.problem.ILPProblem)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.linear.problem.PureILPProblem
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.ImmutableMatrix (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix)
- com.numericalmethod.suanshu.algebra.linear.vector.doubles.ImmutableVector (implements com.numericalmethod.suanshu.algebra.linear.vector.doubles.Vector)
- com.numericalmethod.suanshu.stats.factor.implicitmodelpca.ImplicitModelPCA
- com.numericalmethod.suanshu.stats.factor.implicitmodelpca.ImplicitModelPCA.Result
- com.numericalmethod.suanshu.stats.random.variancereduction.ImportanceSampling (implements com.numericalmethod.suanshu.stats.random.MeanEstimator)
- com.numericalmethod.suanshu.finance.trading.meanreversion.daspremont2008.IndependentCoVAR
- com.numericalmethod.suanshu.finance.trading.infantino2010.Infantino2010PCA
- com.numericalmethod.suanshu.finance.trading.infantino2010.Infantino2010PCA.Signal
- com.numericalmethod.suanshu.finance.trading.infantino2010.Infantino2010Regime
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.InnerProduct
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.InnovationsAlgorithm
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.Integral
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.IntegralDB
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.IntegralDt
- com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.deoptim.constrained.IntegralConstrainedCellFactory.AllIntegers (implements com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.deoptim.constrained.IntegralConstrainedCellFactory.IntegerConstraint)
- com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.deoptim.constrained.IntegralConstrainedCellFactory.SomeIntegers (implements com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.deoptim.constrained.IntegralConstrainedCellFactory.IntegerConstraint)
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.IntegralExpectation
- com.numericalmethod.suanshu.interval.Interval<T>
- com.numericalmethod.suanshu.interval.Intervals<T>
- com.numericalmethod.suanshu.misc.datastructure.time.TimeIntervals
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.InverseIteration
- com.numericalmethod.suanshu.stats.random.rng.univariate.InverseTransformSampling (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomNumberGenerator)
- com.numericalmethod.suanshu.stats.evt.evd.univariate.rng.InverseTransformSamplingEVDRNG (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomNumberGenerator)
- com.numericalmethod.suanshu.stats.random.rng.univariate.normal.truncated.InverseTransformSamplingTruncatedNormalRNG (implements com.numericalmethod.suanshu.stats.random.rng.univariate.gamma.RandomGammaGenerator)
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.substitution.InvertingVariable (implements com.numericalmethod.suanshu.analysis.integration.univariate.riemann.substitution.SubstitutionRule)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.IPProblemImpl1 (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.IPProblem)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.bruteforce.BruteForceIPProblem
- com.numericalmethod.suanshu.misc.algorithm.iterative.monitor.IteratesMonitor<S> (implements com.numericalmethod.suanshu.misc.algorithm.iterative.monitor.IterationMonitor<S>)
- com.numericalmethod.suanshu.misc.algorithm.iterative.monitor.VectorMonitor
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.IterativeC2Maximizer (implements com.numericalmethod.suanshu.optimization.Optimizer<P,S>)
- com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.elliptic.dim2.IterativeCentralDifference (implements com.numericalmethod.suanshu.analysis.differentialequation.pde.PDESolver)
- com.numericalmethod.suanshu.stats.regression.linear.glm.IWLS (implements com.numericalmethod.suanshu.stats.regression.linear.glm.GLMFitting)
- com.numericalmethod.suanshu.analysis.differentiation.multivariate.JacobianFunction (implements com.numericalmethod.suanshu.analysis.function.matrix.RntoMatrix)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.preconditioner.JacobiPreconditioner (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.preconditioner.Preconditioner)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.stationary.JacobiSolver (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.IterativeLinearSystemSolver)
- com.numericalmethod.suanshu.analysis.function.polynomial.root.jenkinstraub.JenkinsTraubReal
- com.numericalmethod.suanshu.misc.datastructure.time.JodaTimeUtils
- com.numericalmethod.suanshu.stats.cointegration.JohansenTest
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.JordanExchange
- com.numericalmethod.suanshu.finance.trading.meanreversion.hvolatility.Kagi<T>
- com.numericalmethod.suanshu.finance.trading.meanreversion.hvolatility.KagiModel
- com.numericalmethod.suanshu.stats.descriptive.correlation.KendallRankCorrelation (implements com.numericalmethod.suanshu.stats.descriptive.Statistic)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.linearsystem.Kernel
- com.numericalmethod.suanshu.finance.trading.trend.kst1995.KnightSatchellTran1995MLE
- com.numericalmethod.suanshu.stats.random.rng.univariate.poisson.Knuth1969 (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomNumberGenerator)
- com.numericalmethod.suanshu.stats.test.distribution.kolmogorov.KolmogorovDistribution (implements com.numericalmethod.suanshu.stats.distribution.univariate.ProbabilityDistribution)
- com.numericalmethod.suanshu.stats.test.distribution.kolmogorov.KolmogorovOneSidedDistribution (implements com.numericalmethod.suanshu.stats.distribution.univariate.ProbabilityDistribution)
- com.numericalmethod.suanshu.stats.test.distribution.kolmogorov.KolmogorovTwoSamplesDistribution (implements com.numericalmethod.suanshu.stats.distribution.univariate.ProbabilityDistribution)
- com.numericalmethod.suanshu.stats.random.rng.univariate.gamma.KunduGupta2007 (implements com.numericalmethod.suanshu.stats.random.rng.univariate.gamma.RandomGammaGenerator)
- com.numericalmethod.suanshu.stats.descriptive.moment.Kurtosis (implements com.numericalmethod.suanshu.stats.descriptive.Statistic)
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.gaussian.rule.LaguerrePolynomials (implements com.numericalmethod.suanshu.analysis.integration.univariate.riemann.gaussian.rule.OrthogonalPolynomialFamily)
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.gaussian.rule.LaguerreRule (implements com.numericalmethod.suanshu.analysis.integration.univariate.riemann.gaussian.rule.GaussianQuadratureRule)
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.Lai2010NPEBModel
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.Lai2010NPEBModel.OptimalWeights
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.Lai2010OptimizationAlgorithm (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.PortfolioOptimizationAlgorithm)
- com.numericalmethod.suanshu.analysis.function.special.gamma.Lanczos
- com.numericalmethod.suanshu.stats.regression.linear.lasso.lars.LARSFitting
- com.numericalmethod.suanshu.stats.regression.linear.lasso.lars.LARSFitting.Estimators
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.mr3.LDDecomposition
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.mr3.LDFactorizationFromRoot
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.triangle.LDLt
- com.numericalmethod.suanshu.stats.random.rng.multivariate.mcmc.hybrid.LeapFrogging
- com.numericalmethod.suanshu.stats.random.rng.multivariate.mcmc.hybrid.LeapFrogging.DynamicsState
- com.numericalmethod.suanshu.optimization.multivariate.minmax.LeastPth<T> (implements com.numericalmethod.suanshu.optimization.multivariate.minmax.MinMaxMinimizer<T>)
- com.numericalmethod.suanshu.analysis.curvefit.LeastSquares (implements com.numericalmethod.suanshu.analysis.curvefit.CurveFitting)
- com.numericalmethod.suanshu.analysis.integration.univariate.Lebesgue
- com.numericalmethod.suanshu.stats.random.rng.univariate.uniform.linear.LEcuyer (implements com.numericalmethod.suanshu.stats.random.rng.univariate.uniform.linear.LinearCongruentialGenerator)
- com.numericalmethod.suanshu.stats.descriptive.covariance.LedoitWolf2004
- com.numericalmethod.suanshu.stats.descriptive.covariance.LedoitWolf2004.Result
- com.numericalmethod.suanshu.stats.covariance.nlshrink.LedoitWolf2016
- com.numericalmethod.suanshu.stats.covariance.nlshrink.LedoitWolf2016.Result
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.gaussian.rule.LegendrePolynomials (implements com.numericalmethod.suanshu.analysis.integration.univariate.riemann.gaussian.rule.OrthogonalPolynomialFamily)
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.gaussian.rule.LegendreRule (implements com.numericalmethod.suanshu.analysis.integration.univariate.riemann.gaussian.rule.GaussianQuadratureRule)
- com.numericalmethod.suanshu.stats.random.rng.univariate.uniform.linear.Lehmer (implements com.numericalmethod.suanshu.stats.random.rng.univariate.uniform.linear.LinearCongruentialGenerator)
- com.numericalmethod.suanshu.misc.license.License
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.LILSparseMatrix (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.constraint.linear.LinearConstraints (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.constraint.Constraints)
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.LinearFit
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.univariate.LinearInterpolation (implements com.numericalmethod.suanshu.analysis.curvefit.interpolation.univariate.Interpolation)
- com.numericalmethod.suanshu.stats.dlm.univariate.LinearKalmanFilter
- com.numericalmethod.suanshu.analysis.function.polynomial.root.LinearRoot (implements com.numericalmethod.suanshu.analysis.function.polynomial.root.PolyRootSolver)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.linearsystem.LinearSystemSolver
- com.numericalmethod.suanshu.geometry.LineSegment
- com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.link.LinkCloglog (implements com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.link.LinkFunction)
- com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.link.LinkIdentity (implements com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.link.LinkFunction)
- com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.link.LinkInverse (implements com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.link.LinkFunction)
- com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.link.LinkInverseSquared (implements com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.link.LinkFunction)
- com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.link.LinkLog (implements com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.link.LinkFunction)
- com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.link.LinkLogit (implements com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.link.LinkFunction)
- com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.link.LinkProbit (implements com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.link.LinkFunction)
- com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.link.LinkSqrt (implements com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.link.LinkFunction)
- com.numericalmethod.suanshu.stats.regression.linear.LMBeta
- com.numericalmethod.suanshu.stats.regression.linear.glm.GLMBeta
- com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.QuasiGLMBeta
- com.numericalmethod.suanshu.stats.regression.linear.logistic.LogisticBeta
- com.numericalmethod.suanshu.stats.regression.linear.ols.OLSBeta
- com.numericalmethod.suanshu.stats.regression.linear.residualanalysis.LMDiagnostics
- com.numericalmethod.suanshu.stats.regression.linear.residualanalysis.LMInformationCriteria
- com.numericalmethod.suanshu.stats.regression.linear.LMProblem
- com.numericalmethod.suanshu.stats.regression.linear.residualanalysis.LMResiduals
- com.numericalmethod.suanshu.stats.regression.linear.glm.GLMResiduals
- com.numericalmethod.suanshu.stats.regression.linear.logistic.LogisticResiduals
- com.numericalmethod.suanshu.stats.regression.linear.ols.OLSResiduals
- com.numericalmethod.suanshu.stats.regression.linear.logistic.LogisticRegression (implements com.numericalmethod.suanshu.stats.regression.linear.LinearModel)
- com.numericalmethod.suanshu.stats.distribution.univariate.LogNormalDistribution (implements com.numericalmethod.suanshu.stats.distribution.univariate.ProbabilityDistribution)
- com.numericalmethod.suanshu.stats.hmm.mixture.distribution.LogNormalMixtureDistribution (implements com.numericalmethod.suanshu.stats.hmm.mixture.distribution.MixtureDistribution)
- com.numericalmethod.suanshu.stats.hmm.mixture.distribution.LogNormalMixtureDistribution.Lambda
- com.numericalmethod.suanshu.stats.random.rng.univariate.LogNormalRNG (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomNumberGenerator)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.triangle.LowerTriangularMatrix (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solution.LPBoundedMinimizer (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solution.LPSimplexMinimizer)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.problem.LPProblemImpl1 (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.problem.LPProblem)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.problem.LPCanonicalProblem1
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.problem.LPCanonicalProblem2
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.problem.LPStandardProblem
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver.LPTwoPhaseSolver (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver.LPSimplexSolver<P>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solution.LPUnboundedMinimizer (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solution.LPSimplexMinimizer)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.linearsystem.LSProblem
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.triangle.LU (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.triangle.LUDecomposition)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.linearsystem.LUSolver
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.MADecomposition
- com.numericalmethod.suanshu.stats.evt.timeseries.MARMAModel
- com.numericalmethod.suanshu.stats.evt.timeseries.MARModel
- com.numericalmethod.suanshu.stats.evt.timeseries.MMAModel
- com.numericalmethod.suanshu.stats.evt.timeseries.MARMASim (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomNumberGenerator)
- com.numericalmethod.suanshu.stats.random.rng.univariate.normal.MarsagliaBray1964 (implements com.numericalmethod.suanshu.stats.random.rng.univariate.normal.RandomStandardNormalGenerator)
- com.numericalmethod.suanshu.stats.random.rng.univariate.gamma.MarsagliaTsang2000 (implements com.numericalmethod.suanshu.stats.random.rng.univariate.gamma.RandomGammaGenerator)
- com.numericalmethod.suanshu.misc.datastructure.MathTable
- com.numericalmethod.suanshu.misc.datastructure.MathTable.Row
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.MatrixCoordinate
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.MatrixFactory
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.MatrixMeasure
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixPropertyUtils
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.MatrixUtils
- com.numericalmethod.suanshu.stats.descriptive.rank.Max (implements com.numericalmethod.suanshu.stats.descriptive.Statistic)
- com.numericalmethod.suanshu.stats.evt.evd.univariate.MaximaDistribution (implements com.numericalmethod.suanshu.stats.evt.evd.univariate.UnivariateEVD)
- com.numericalmethod.suanshu.stats.markovchain.MCUtils
- com.numericalmethod.suanshu.stats.descriptive.moment.Mean (implements com.numericalmethod.suanshu.stats.descriptive.Statistic)
- com.numericalmethod.suanshu.finance.trading.meanreversion.volarb.MeanEstimatorMaxLevelShift (implements com.numericalmethod.suanshu.finance.trading.meanreversion.volarb.MeanEstimator)
- com.numericalmethod.suanshu.stats.random.rng.univariate.uniform.mersennetwister.MersenneTwister (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomLongGenerator)
- com.numericalmethod.suanshu.stats.random.rng.univariate.uniform.mersennetwister.MersenneTwisterParam
- com.numericalmethod.suanshu.stats.random.rng.univariate.uniform.mersennetwister.dynamiccreation.MersenneTwisterParamSearcher
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.acceptanceprobabilityfunction.MetropolisAcceptanceProbabilityFunction (implements com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.acceptanceprobabilityfunction.TemperedAcceptanceProbabilityFunction)
- com.numericalmethod.suanshu.stats.random.rng.multivariate.mcmc.metropolis.MetropolisUtils
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.discrete.MilsteinSDE (implements com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.discrete.DiscreteSDE)
- com.numericalmethod.suanshu.stats.descriptive.rank.Min (implements com.numericalmethod.suanshu.stats.descriptive.Statistic)
- com.numericalmethod.suanshu.stats.evt.evd.univariate.MinimaDistribution (implements com.numericalmethod.suanshu.stats.evt.evd.univariate.UnivariateEVD)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.MinimalResidualSolver (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.IterativeLinearSystemSolver)
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.corvalan2005.constraint.MinimumWeights (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.corvalan2005.Corvalan2005.WeightsConstraint)
- com.numericalmethod.suanshu.stats.hmm.mixture.MixtureHMMEM.TrainedModel
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.npeb.resampler.ModelResamplerFactory (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.npeb.resampler.ReturnsResamplerFactory)
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.npeb.resampler.ARResamplerFactory
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.npeb.resampler.GARCHResamplerFactory
- com.numericalmethod.suanshu.stats.descriptive.moment.Moments (implements com.numericalmethod.suanshu.stats.descriptive.Statistic)
- com.numericalmethod.suanshu.finance.trading.returns.moments.MomentsEstimatorLedoitWolf (implements com.numericalmethod.suanshu.finance.trading.returns.moments.ReturnsMoments.Estimator)
- com.numericalmethod.suanshu.dsp.univariate.operation.system.doubles.MovingAverage (implements com.numericalmethod.suanshu.dsp.univariate.operation.system.doubles.Filter)
- com.numericalmethod.suanshu.dsp.univariate.operation.system.doubles.MovingAverageByExtension (implements com.numericalmethod.suanshu.dsp.univariate.operation.system.doubles.Filter)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.mr3.MR3 (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.Spectrum)
- com.numericalmethod.suanshu.stats.random.rng.univariate.uniform.linear.MRG (implements com.numericalmethod.suanshu.stats.random.rng.univariate.uniform.linear.LinearCongruentialGenerator)
- com.numericalmethod.suanshu.finance.trading.meanreversion.volarb.MRModelRanged (implements com.numericalmethod.suanshu.finance.trading.meanreversion.volarb.MRModel)
- com.numericalmethod.suanshu.misc.datastructure.MultiDimensionalArray<T> (implements com.numericalmethod.suanshu.misc.datastructure.MultiDimensionalCollection<T>)
- com.numericalmethod.suanshu.misc.datastructure.MultiDimensionalGrid (implements java.lang.Iterable<T>)
- com.numericalmethod.suanshu.misc.datastructure.MultiDimensionalGrid.Discretization
- com.numericalmethod.suanshu.stats.distribution.multivariate.MultinomialDistribution (implements com.numericalmethod.suanshu.stats.distribution.multivariate.MultivariateProbabilityDistribution)
- com.numericalmethod.suanshu.stats.random.rng.multivariate.MultinomialRVG (implements com.numericalmethod.suanshu.stats.random.rng.multivariate.RandomVectorGenerator)
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.multivariate.MultivariateArrayGrid (implements com.numericalmethod.suanshu.analysis.curvefit.interpolation.multivariate.MultivariateGrid)
- com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.random.MultivariateBrownianRRG (implements com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.random.MultivariateRandomRealizationGenerator)
- com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.discrete.MultivariateBrownianSDE (implements com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.discrete.MultivariateDiscreteSDE)
- com.numericalmethod.suanshu.stats.dlm.multivariate.MultivariateDLM
- com.numericalmethod.suanshu.stats.dlm.multivariate.MultivariateDLMSeries (implements com.numericalmethod.suanshu.stats.timeseries.datastructure.TimeSeries<T,V,E>)
- com.numericalmethod.suanshu.stats.dlm.multivariate.MultivariateDLMSeries.Entry (implements com.numericalmethod.suanshu.stats.timeseries.datastructure.TimeSeries.Entry<T,V>)
- com.numericalmethod.suanshu.stats.dlm.multivariate.MultivariateDLMSim
- com.numericalmethod.suanshu.stats.dlm.multivariate.MultivariateDLMSim.Innovation
- com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.discrete.MultivariateEulerSDE (implements com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.discrete.MultivariateDiscreteSDE)
- com.numericalmethod.suanshu.stats.distribution.multivariate.exponentialfamily.MultivariateExponentialFamily
- com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.MultivariateForecastOneStep
- com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.MultivariateFt (implements com.numericalmethod.suanshu.misc.DeepCopyable)
- com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.MultivariateFtWt
- com.numericalmethod.suanshu.stats.timeseries.datastructure.multivariate.MultivariateGenericTimeTimeSeries<T> (implements com.numericalmethod.suanshu.stats.timeseries.datastructure.multivariate.MultivariateTimeSeries<T,E>)
- com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.MultivariateInnovationAlgorithm
- com.numericalmethod.suanshu.stats.dlm.multivariate.MultivariateLinearKalmanFilter
- com.numericalmethod.suanshu.stats.distribution.multivariate.MultivariateNormalDistribution (implements com.numericalmethod.suanshu.stats.distribution.multivariate.MultivariateProbabilityDistribution)
- com.numericalmethod.suanshu.stats.dlm.multivariate.MultivariateObservationEquation
- com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.random.MultivariateRandomProcess (implements com.numericalmethod.suanshu.stats.random.rng.multivariate.RandomVectorGenerator)
- com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.random.MultivariateRandomRealizationOfRandomProcess (implements com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.random.MultivariateRandomRealizationGenerator)
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.multivariate.MultivariateRegularGrid (implements com.numericalmethod.suanshu.analysis.curvefit.interpolation.multivariate.MultivariateGrid)
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.multivariate.MultivariateRegularGrid.EquallySpacedVariable
- com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.MultivariateSDE
- com.numericalmethod.suanshu.stats.timeseries.datastructure.multivariate.realtime.inttime.MultivariateSimpleTimeSeries (implements com.numericalmethod.suanshu.stats.timeseries.datastructure.multivariate.realtime.inttime.MultivariateIntTimeTimeSeries)
- com.numericalmethod.suanshu.stats.dlm.multivariate.MultivariateStateEquation
- com.numericalmethod.suanshu.stats.distribution.multivariate.MultivariateTDistribution (implements com.numericalmethod.suanshu.stats.distribution.multivariate.MultivariateProbabilityDistribution)
- com.numericalmethod.suanshu.stats.timeseries.datastructure.multivariate.MultivariateTimeSeries.Entry<T> (implements com.numericalmethod.suanshu.stats.timeseries.datastructure.TimeSeries.Entry<T,V>)
- com.numericalmethod.suanshu.misc.parallel.Mutex
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.optimizer.MVOptimizer.Result
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.optimizer.MVOptimizerMinWeights (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.optimizer.MVOptimizer)
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.optimizer.MVOptimizerLongOnly
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.optimizer.MVOptimizerNoConstraint (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.optimizer.MVOptimizer)
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.optimizer.MVOptimizerShrankMean (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.optimizer.MVOptimizer)
- com.numericalmethod.suanshu.stats.random.rng.univariate.uniform.MWC8222 (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomLongGenerator)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.pivoting.NaiveRule (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.pivoting.SimplexPivoting)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.pivoting.SmallestSubscriptRule
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.NelderMeadMinimizer (implements com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.IterativeC2Minimizer)
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.NelderMeadMinimizer.Solution (implements com.numericalmethod.suanshu.optimization.IterativeSolution<S>)
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.newtoncotes.NewtonCotes (implements com.numericalmethod.suanshu.analysis.integration.univariate.riemann.IterativeIntegrator)
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.newtoncotes.Midpoint
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.newtoncotes.Trapezoidal
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.univariate.NewtonPolynomial (implements com.numericalmethod.suanshu.analysis.curvefit.interpolation.univariate.Interpolation)
- com.numericalmethod.suanshu.analysis.root.univariate.NewtonRoot (implements com.numericalmethod.suanshu.analysis.root.univariate.Uniroot)
- com.numericalmethod.suanshu.analysis.root.multivariate.NewtonSystemRoot
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.substitution.NoChangeOfVariable (implements com.numericalmethod.suanshu.analysis.integration.univariate.riemann.substitution.SubstitutionRule)
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.corvalan2005.constraint.NoConstraints (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.corvalan2005.Corvalan2005.WeightsConstraint)
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.NonlinearFit
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer.NonlinearFit.Result
- com.numericalmethod.suanshu.stats.covariance.nlshrink.NonlinearShrinkageEstimator
- com.numericalmethod.suanshu.optimization.multivariate.constrained.problem.NonNegativityConstraintOptimProblem (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.problem.ConstrainedOptimProblem)
- com.numericalmethod.suanshu.stats.distribution.univariate.NormalDistribution (implements com.numericalmethod.suanshu.stats.distribution.univariate.ProbabilityDistribution)
- com.numericalmethod.suanshu.stats.hmm.mixture.distribution.NormalMixtureDistribution (implements com.numericalmethod.suanshu.stats.hmm.mixture.distribution.MixtureDistribution)
- com.numericalmethod.suanshu.stats.hmm.mixture.distribution.NormalMixtureDistribution.Lambda
- com.numericalmethod.suanshu.stats.random.rng.univariate.normal.NormalRNG (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomNumberGenerator)
- com.numericalmethod.suanshu.stats.random.rng.multivariate.NormalRVG (implements com.numericalmethod.suanshu.stats.random.rng.multivariate.RandomVectorGenerator)
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.corvalan2005.constraint.NoShortSelling (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.corvalan2005.Corvalan2005.WeightsConstraint)
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.npeb.NPEBPortfolioMomentsEstimator (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.Ceta.PortfolioMomentsEstimator)
- com.numericalmethod.suanshu.misc.algorithm.iterative.monitor.NullMonitor<S> (implements com.numericalmethod.suanshu.misc.algorithm.iterative.monitor.IterationMonitor<S>)
- java.lang.Number (implements java.io.Serializable)
- com.numericalmethod.suanshu.number.complex.Complex (implements com.numericalmethod.suanshu.algebra.structure.Field<F>, com.numericalmethod.suanshu.number.NumberUtils.Comparable<T>)
- com.numericalmethod.suanshu.number.Real (implements java.lang.Comparable<T>, com.numericalmethod.suanshu.algebra.structure.Field<F>)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.VariancebtX
- com.numericalmethod.suanshu.number.ScientificNotation
- com.numericalmethod.suanshu.number.NumberUtils
- com.numericalmethod.suanshu.stats.dlm.univariate.ObservationEquation
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.problem.ODE
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.problem.ODE1stOrder
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.ODESolution
- com.numericalmethod.suanshu.stats.regression.linear.ols.OLSRegression (implements com.numericalmethod.suanshu.stats.regression.linear.LinearModel)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.linearsystem.OLSSolverByQR
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.linearsystem.OLSSolver
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.linearsystem.OLSSolverBySVD
- com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.realtime.OneDimensionTimeSeries<T> (implements com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.UnivariateTimeSeries<T,E>)
- com.numericalmethod.suanshu.stats.evt.evd.univariate.OrderStatisticsDistribution (implements com.numericalmethod.suanshu.stats.evt.evd.univariate.UnivariateEVD)
- com.numericalmethod.suanshu.misc.algorithm.stopcondition.OrStopConditions (implements com.numericalmethod.suanshu.misc.algorithm.stopcondition.StopCondition)
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process.ou.OUFittingMLE (implements com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process.ou.OUFitting)
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process.ou.OUFittingOLS (implements com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process.ou.OUFitting)
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process.ou.OUSim (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomNumberGenerator)
- com.numericalmethod.suanshu.misc.license.Package
- com.numericalmethod.suanshu.analysis.function.tuple.Pair (implements java.lang.Comparable<T>)
- com.numericalmethod.suanshu.analysis.function.tuple.PairComparatorByAbscissaFirst (implements java.util.Comparator<T>)
- com.numericalmethod.suanshu.analysis.function.tuple.PairComparatorByAbscissaOnly (implements java.util.Comparator<T>)
- com.numericalmethod.suanshu.finance.trading.meanreversion.cointegration.PairingModel1 (implements com.numericalmethod.suanshu.finance.trading.meanreversion.cointegration.PairingModel)
- com.numericalmethod.suanshu.finance.trading.meanreversion.cointegration.PairingModel2 (implements com.numericalmethod.suanshu.finance.trading.meanreversion.cointegration.PairingModel)
- com.numericalmethod.suanshu.finance.trading.meanreversion.cointegration.PairingModel3 (implements com.numericalmethod.suanshu.finance.trading.meanreversion.cointegration.PairingModel)
- com.numericalmethod.suanshu.finance.trading.meanreversion.cointegration.PairingModel4 (implements com.numericalmethod.suanshu.finance.trading.meanreversion.cointegration.PairingModel)
- com.numericalmethod.suanshu.finance.trading.meanreversion.cointegration.PairingModel5 (implements com.numericalmethod.suanshu.finance.trading.meanreversion.cointegration.PairingModel)
- com.numericalmethod.suanshu.finance.trading.meanreversion.cointegration.PairingModelUtils
- com.numericalmethod.suanshu.stats.regression.linear.panel.PanelData<S>
- com.numericalmethod.suanshu.stats.regression.linear.panel.PanelData.Row (implements java.lang.Comparable<T>)
- com.numericalmethod.suanshu.number.doublearray.ParallelDoubleArrayOperation (implements com.numericalmethod.suanshu.number.doublearray.DoubleArrayOperation)
- com.numericalmethod.suanshu.misc.parallel.ParallelExecutor
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.bivariate.PartialDerivativesByCenteredDifferencing (implements com.numericalmethod.suanshu.analysis.curvefit.interpolation.bivariate.BicubicInterpolation.PartialDerivatives)
- com.numericalmethod.suanshu.analysis.function.tuple.PartialFunction (implements com.numericalmethod.suanshu.analysis.function.tuple.OrderedPairs)
- com.numericalmethod.suanshu.stats.random.sampler.resampler.bootstrap.block.PattonPolitisWhite2009 (implements com.numericalmethod.suanshu.stats.random.sampler.resampler.Resampler)
- com.numericalmethod.suanshu.stats.random.sampler.resampler.bootstrap.block.PattonPolitisWhite2009ForObject<X> (implements com.numericalmethod.suanshu.stats.random.sampler.resampler.ObjectResampler<X>)
- com.numericalmethod.suanshu.stats.factor.pca.PCAbyEigen
- com.numericalmethod.suanshu.stats.factor.pca.PCAbySVD
- com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.PDETimeSpaceGrid1D
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.pot.PeaksOverThreshold (implements com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.MaximumLikelihoodFitting)
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.pot.PeaksOverThresholdOnClusters (implements com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.MaximumLikelihoodFitting)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.general.penaltymethod.PenaltyFunction (implements com.numericalmethod.suanshu.analysis.function.rn2r1.RealScalarFunction)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.general.penaltymethod.MultiplierPenalty
- com.numericalmethod.suanshu.optimization.multivariate.constrained.general.penaltymethod.AbsoluteErrorPenalty
- com.numericalmethod.suanshu.optimization.multivariate.constrained.general.penaltymethod.CourantPenalty
- com.numericalmethod.suanshu.optimization.multivariate.constrained.general.penaltymethod.FletcherPenalty
- com.numericalmethod.suanshu.optimization.multivariate.constrained.general.penaltymethod.SumOfPenalties
- com.numericalmethod.suanshu.optimization.multivariate.constrained.general.penaltymethod.ZeroPenalty
- com.numericalmethod.suanshu.optimization.multivariate.constrained.general.penaltymethod.PenaltyMethodMinimizer (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.ConstrainedMinimizer<P,S>)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.PermutationMatrix (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix)
- com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.simplegrid.firstgeneration.PerturbationAroundPoint (implements com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.simplegrid.firstgeneration.FirstGeneration)
- com.numericalmethod.suanshu.misc.PhysicalConstants
- com.numericalmethod.suanshu.geometry.Point
- com.numericalmethod.suanshu.stats.distribution.univariate.PoissonDistribution (implements com.numericalmethod.suanshu.stats.distribution.univariate.ProbabilityDistribution)
- com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.elliptic.dim2.PoissonEquation2D (implements com.numericalmethod.suanshu.analysis.differentialequation.pde.PDE)
- com.numericalmethod.suanshu.stats.hmm.mixture.distribution.PoissonMixtureDistribution (implements com.numericalmethod.suanshu.stats.hmm.mixture.distribution.MixtureDistribution)
- com.numericalmethod.suanshu.geometry.polyline.PolygonalChainByArray (implements com.numericalmethod.suanshu.geometry.polyline.PolygonalChain)
- com.numericalmethod.suanshu.analysis.function.polynomial.root.PolyRoot (implements com.numericalmethod.suanshu.analysis.function.polynomial.root.PolyRootSolver)
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.PortfolioOptimizationAlgorithm.SampleCovarianceEstimator (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.PortfolioOptimizationAlgorithm.CovarianceEstimator)
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.PortfolioOptimizationAlgorithm.SampleMeanEstimator (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.PortfolioOptimizationAlgorithm.MeanEstimator)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization.PortfolioRiskExactSigma.DefaultRoot (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization.PortfolioRiskExactSigma.MatrixRoot)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization.PortfolioRiskExactSigma.Diagonalization (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization.PortfolioRiskExactSigma.MatrixRoot)
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.substitution.PowerLawSingularity (implements com.numericalmethod.suanshu.analysis.integration.univariate.riemann.substitution.SubstitutionRule)
- com.numericalmethod.suanshu.misc.PrecisionUtils
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.interiorpoint.PrimalDualInteriorPointMinimizer (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.ConstrainedMinimizer<P,S>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.interiorpoint.PrimalDualInteriorPointMinimizer.Solution (implements com.numericalmethod.suanshu.optimization.IterativeSolution<S>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.pathfollowing.PrimalDualPathFollowingMinimizer (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.ConstrainedMinimizer<P,S>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.pathfollowing.PrimalDualPathFollowingMinimizer.Solution (implements com.numericalmethod.suanshu.optimization.IterativeSolution<S>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.interiorpoint.PrimalDualSolution
- com.numericalmethod.suanshu.stats.distribution.discrete.ProbabilityMassFunction.Mass<X>
- com.numericalmethod.suanshu.stats.distribution.discrete.ProbabilityMassQuantile<X>
- com.numericalmethod.suanshu.stats.distribution.discrete.ProbabilityMassSampler<X> (implements com.numericalmethod.suanshu.stats.random.Seedable)
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.corvalan2005.diversification.ProductOfWeights (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.corvalan2005.diversification.DiversificationMeasure)
- com.numericalmethod.suanshu.algebra.linear.vector.doubles.operation.Projection
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.solver.socp.QPbySOCPMinimizer (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.solver.QPMinimizer)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.solver.socp.QPbySOCPMinimizer.Solution (implements com.numericalmethod.suanshu.optimization.IterativeSolution<S>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.solver.activeset.QPDualActiveSetMinimizer (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.solver.QPMinimizer)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.solver.activeset.QPDualActiveSetMinimizer.Solution (implements com.numericalmethod.suanshu.optimization.IterativeSolution<S>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.solver.activeset.QPPrimalActiveSetMinimizer (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.solver.QPMinimizer)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.solver.activeset.QPPrimalActiveSetMinimizer.Solution (implements com.numericalmethod.suanshu.optimization.IterativeSolution<S>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.problem.QPProblem (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.problem.ConstrainedOptimProblem)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.QPSimpleMinimizer
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.solver.socp.QPtoSOCPTransformer
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.qr.QR (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.qr.QRDecomposition)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.qr.QRAlgorithm (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.Spectrum)
- com.numericalmethod.suanshu.analysis.function.polynomial.root.QuadraticRoot (implements com.numericalmethod.suanshu.analysis.function.polynomial.root.PolyRootSolver)
- com.numericalmethod.suanshu.analysis.function.polynomial.QuadraticSyntheticDivision
- com.numericalmethod.suanshu.stats.descriptive.rank.Quantile (implements com.numericalmethod.suanshu.stats.descriptive.Statistic)
- com.numericalmethod.suanshu.analysis.function.polynomial.root.QuarticRoot (implements com.numericalmethod.suanshu.analysis.function.polynomial.root.PolyRootSolver)
- com.numericalmethod.suanshu.analysis.function.polynomial.root.QuarticRootFerrari (implements com.numericalmethod.suanshu.analysis.function.polynomial.root.QuarticRoot.QuarticSolver)
- com.numericalmethod.suanshu.analysis.function.polynomial.root.QuarticRootFormula (implements com.numericalmethod.suanshu.analysis.function.polynomial.root.QuarticRoot.QuarticSolver)
- com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.QuasiGLMNewtonRaphson (implements com.numericalmethod.suanshu.stats.regression.linear.glm.GLMFitting)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.QuasiMinimalResidualSolver (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.IterativeLinearSystemSolver)
- com.numericalmethod.suanshu.stats.covariance.nlshrink.quest.QuEST
- com.numericalmethod.suanshu.stats.covariance.nlshrink.quest.QuEST.Result
- com.numericalmethod.suanshu.analysis.function.matrix.R1toMatrix (implements com.numericalmethod.suanshu.analysis.function.matrix.RntoMatrix)
- com.numericalmethod.suanshu.analysis.function.matrix.R2toMatrix (implements com.numericalmethod.suanshu.analysis.function.matrix.RntoMatrix)
- com.numericalmethod.suanshu.geometry.polyline.RamerDouglasPeucker
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.random.RandomProcess (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomNumberGenerator)
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.random.RandomWalk
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.random.RandomRealizationOfRandomProcess (implements com.numericalmethod.suanshu.stats.stochasticprocess.univariate.random.RandomRealizationGenerator)
- com.numericalmethod.suanshu.stats.descriptive.rank.Rank
- com.numericalmethod.suanshu.stats.distribution.univariate.RayleighDistribution (implements com.numericalmethod.suanshu.stats.distribution.univariate.ProbabilityDistribution)
- com.numericalmethod.suanshu.algebra.linear.matrix.generic.matrixtype.RealMatrix (implements com.numericalmethod.suanshu.algebra.linear.matrix.generic.GenericMatrix<T,F>)
- com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.simplegrid.RealScalarFunctionChromosome (implements com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.Chromosome)
- com.numericalmethod.suanshu.algebra.linear.vector.doubles.operation.RealVectorSpace
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.multivariate.RecursiveGridInterpolation (implements com.numericalmethod.suanshu.analysis.curvefit.interpolation.multivariate.MultivariateGridInterpolation)
- com.numericalmethod.suanshu.misc.parallel.Reference<T>
- com.numericalmethod.suanshu.misc.algorithm.iterative.tolerance.RelativeTolerance (implements com.numericalmethod.suanshu.misc.algorithm.iterative.tolerance.Tolerance)
- com.numericalmethod.suanshu.finance.trading.returns.Returns
- com.numericalmethod.suanshu.finance.trading.returns.moments.ReturnsMoments
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.Riemann (implements com.numericalmethod.suanshu.analysis.integration.univariate.riemann.Integrator)
- com.numericalmethod.suanshu.stats.random.rng.RNGUtils
- com.numericalmethod.suanshu.finance.trading.meanreversion.cointegration.RobustCointegration
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.newtoncotes.Romberg (implements com.numericalmethod.suanshu.analysis.integration.univariate.riemann.Integrator)
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKutta (implements com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.ODESolver)
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.EulerMethod
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKutta1 (implements com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKuttaStepper)
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKutta10 (implements com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKuttaStepper)
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKutta2 (implements com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKuttaStepper)
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKutta3 (implements com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKuttaStepper)
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKutta4 (implements com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKuttaStepper)
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKutta5 (implements com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKuttaStepper)
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKutta6 (implements com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKuttaStepper)
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKutta7 (implements com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKuttaStepper)
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKutta8 (implements com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKuttaStepper)
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKuttaFehlberg (implements com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.ODESolver)
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKuttaIntegrator (implements com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.ODEIntegrator)
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.nmsaam.SAAM (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.PortfolioOptimizationAlgorithm)
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.SDE
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process.GBMProcess
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process.ou.OrnsteinUhlenbeckProcess (implements com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process.ou.OUProcess)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.problem.SDPDualProblem.EqualityConstraints (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.constraint.EqualityConstraints)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.problem.SDPPrimalProblem
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.interiorpoint.SDPT3v4
- com.numericalmethod.suanshu.stats.regression.linear.glm.modelselection.SelectionByAIC (implements com.numericalmethod.suanshu.stats.regression.linear.glm.modelselection.ForwardSelection.Step)
- com.numericalmethod.suanshu.stats.regression.linear.glm.modelselection.SelectionByZValue (implements com.numericalmethod.suanshu.stats.regression.linear.glm.modelselection.ForwardSelection.Step)
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.extrapolation.SemiImplicitExtrapolation (implements com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.ODESolver)
- com.numericalmethod.suanshu.stats.test.distribution.normality.ShapiroWilkDistribution (implements com.numericalmethod.suanshu.stats.distribution.univariate.ProbabilityDistribution)
- com.numericalmethod.suanshu.stats.random.rng.univariate.uniform.SHR0 (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomLongGenerator)
- com.numericalmethod.suanshu.stats.random.rng.univariate.uniform.SHR3 (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomLongGenerator)
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.annealingfunction.SimpleAnnealingFunction (implements com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.annealingfunction.AnnealingFunction)
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.annealingfunction.BoltzAnnealingFunction
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.annealingfunction.FastAnnealingFunction
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.fit.SimpleAR1Moments (implements com.numericalmethod.suanshu.finance.trading.returns.moments.ReturnsMoments.Estimator)
- com.numericalmethod.suanshu.graph.type.SimpleArc<V> (implements com.numericalmethod.suanshu.graph.WeightedArc<V>)
- com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.simplegrid.SimpleCellFactory
- com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.deoptim.DEOptimCellFactory
- com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.deoptim.constrained.ConstrainedCellFactory
- com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.deoptim.Rand1Bin
- com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.deoptim.Best1Bin
- com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.deoptim.Best2Bin
- com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.local.LocalSearchCellFactory<P,T>
- com.numericalmethod.suanshu.number.doublearray.SimpleDoubleArrayOperation (implements com.numericalmethod.suanshu.number.doublearray.DoubleArrayOperation)
- com.numericalmethod.suanshu.graph.type.SimpleEdge<V> (implements com.numericalmethod.suanshu.graph.UndirectedEdge<V>, com.numericalmethod.suanshu.graph.WeightedEdge<V>)
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.fit.SimpleGARCHFit (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.fit.ResamplerModel)
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.fit.SimpleGARCHMoments1 (implements com.numericalmethod.suanshu.finance.trading.returns.moments.ReturnsMoments.Estimator)
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.fit.SimpleGARCHMoments2 (implements com.numericalmethod.suanshu.finance.trading.returns.moments.ReturnsMoments.Estimator)
- com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.simplegrid.SimpleGridMinimizer (implements com.numericalmethod.suanshu.optimization.multivariate.unconstrained.IterativeMinimizer<P>)
- com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.deoptim.DEOptim
- com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.local.GlobalSearchByLocalMinimizer
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.mathoperation.SimpleMatrixMathOperation (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.mathoperation.MatrixMathOperation)
- com.numericalmethod.suanshu.stats.markovchain.SimpleMC (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomNumberGenerator)
- com.numericalmethod.suanshu.stats.hmm.HMMRNG
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.temperaturefunction.SimpleTemperatureFunction (implements com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.temperaturefunction.TemperatureFunction)
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.temperaturefunction.BoltzTemperatureFunction
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.temperaturefunction.ExpTemperatureFunction
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.temperaturefunction.FastTemperatureFunction
- com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.realtime.inttime.SimpleTimeSeries (implements com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.realtime.inttime.IntTimeTimeSeries)
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.AdditiveModel
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.MultiplicativeModel
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.linear.cuttingplane.SimplexCuttingPlaneMinimizer (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.ConstrainedMinimizer<P,S>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.linear.cuttingplane.GomoryMixedCutMinimizer
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.linear.cuttingplane.GomoryPureCutMinimizer
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.pivoting.SimplexPivoting.Pivot
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.SimplexTable.Label
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.newtoncotes.Simpson (implements com.numericalmethod.suanshu.analysis.integration.univariate.riemann.IterativeIntegrator)
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.SimulatedAnnealingMinimizer (implements com.numericalmethod.suanshu.optimization.multivariate.unconstrained.IterativeMinimizer<P>)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.dqds.SingularValueByDQDS
- com.numericalmethod.suanshu.stats.descriptive.moment.Skewness (implements com.numericalmethod.suanshu.stats.descriptive.Statistic)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.SOCPDualProblem (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.problem.ConstrainedOptimProblem)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.SOCPGeneralProblem
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization.SOCPPortfolioProblem
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.SOCPDualProblem.EqualityConstraints (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.constraint.EqualityConstraints)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.SOCPGeneralConstraint
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.SOCPGeneralConstraints (implements java.lang.Iterable<T>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization.SOCPPortfolioConstraint (implements java.lang.Iterable<T>, com.numericalmethod.suanshu.analysis.function.rn2r1.RealScalarFunction)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization.MarketImpact1
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.socp.constraints.SOCPMaximumLoan
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.socp.constraints.SOCPNoTradingList1
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.socp.constraints.ybar.SOCPNoTradingList2
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization.SOCPRiskConstraint
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization.PortfolioRiskExactSigma
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.socp.constraints.ybar.SOCPSectorExposure
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.socp.constraints.SOCPSectorNeutrality
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.socp.constraints.SOCPSelfFinancing
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.socp.constraints.SOCPZeroValue
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization.SOCPPortfolioConstraint.Variable
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization.SOCPPortfolioObjectiveFunction (implements com.numericalmethod.suanshu.analysis.function.rn2r1.RealScalarFunction)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.stationary.SORSweep
- com.numericalmethod.suanshu.misc.datastructure.SortableArray (implements java.lang.Comparable<T>)
- com.numericalmethod.suanshu.analysis.function.tuple.SortedOrderedPairs (implements com.numericalmethod.suanshu.analysis.function.tuple.OrderedPairs)
- com.numericalmethod.suanshu.graph.type.SparseGraph<V,E> (implements com.numericalmethod.suanshu.graph.Graph<V,E>)
- com.numericalmethod.suanshu.graph.type.SparseDiGraph<V,E> (implements com.numericalmethod.suanshu.graph.DiGraph<V,E>)
- com.numericalmethod.suanshu.graph.type.SparseDAGraph<V,E> (implements com.numericalmethod.suanshu.graph.DAGraph<V,E>)
- com.numericalmethod.suanshu.graph.type.SparseUnDiGraph<V,E> (implements com.numericalmethod.suanshu.graph.UnDiGraph<V,E>)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix.Entry
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix.ValueArray
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrixUtils
- com.numericalmethod.suanshu.graph.type.SparseTree<V> (implements com.numericalmethod.suanshu.graph.RootedTree<V,E>)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseVector (implements java.lang.Iterable<T>, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure, com.numericalmethod.suanshu.algebra.linear.vector.doubles.Vector)
- com.numericalmethod.suanshu.algebra.linear.vector.doubles.operation.Basis
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseVector.Entry
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseVector.Iterator (implements java.util.Iterator<E>)
- com.numericalmethod.suanshu.stats.descriptive.correlation.SpearmanRankCorrelation (implements com.numericalmethod.suanshu.stats.descriptive.Statistic)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.general.sqp.activeset.SQPActiveSetMinimizer (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.ConstrainedMinimizer<P,S>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.general.sqp.activeset.SQPActiveSetMinimizer.Solution (implements com.numericalmethod.suanshu.optimization.IterativeSolution<S>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.general.sqp.activeset.equalityconstraint.SQPActiveSetOnlyEqualityConstraint1Minimizer (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.ConstrainedMinimizer<P,S>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.general.sqp.activeset.equalityconstraint.SQPASEVariation1 (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.general.sqp.activeset.equalityconstraint.SQPASEVariation)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.general.sqp.activeset.equalityconstraint.SQPASEVariation2
- com.numericalmethod.suanshu.optimization.multivariate.constrained.general.sqp.activeset.SQPASVariation1 (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.general.sqp.activeset.SQPASVariation)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.preconditioner.SSORPreconditioner (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.preconditioner.Preconditioner)
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.substitution.StandardInterval (implements com.numericalmethod.suanshu.analysis.integration.univariate.riemann.substitution.SubstitutionRule)
- com.numericalmethod.suanshu.stats.dlm.univariate.StateEquation
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.steepestdescent.SteepestDescentMinimizer (implements com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.IterativeC2Minimizer)
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.conjugatedirection.ConjugateGradientMinimizer
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.steepestdescent.FirstOrderMinimizer
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.steepestdescent.GaussNewtonMinimizer.MySteepestDescent
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.steepestdescent.NewtonRaphsonMinimizer
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.conjugatedirection.PowellMinimizer
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.quasinewton.QuasiNewtonMinimizer
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.quasinewton.BFGSMinimizer
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.quasinewton.HuangMinimizer
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.quasinewton.DFPMinimizer
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.quasinewton.McCormickMinimizer
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.quasinewton.PearsonMinimizer
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.quasinewton.RankOneMinimizer
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.conjugatedirection.ZangwillMinimizer
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.steepestdescent.SteepestDescentMinimizer.SteepestDescentImpl (implements com.numericalmethod.suanshu.optimization.IterativeSolution<S>)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary.SteepestDescentSolver (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.IterativeLinearSystemSolver)
- com.numericalmethod.suanshu.misc.StringUtils
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.mr3.SturmCount
- com.numericalmethod.suanshu.analysis.function.SubFunction<R> (implements com.numericalmethod.suanshu.analysis.function.Function<D,R>)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.mathoperation.multiplication.SubMatrixBlock
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.operation.SubMatrixRef (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.SubProblemMinimizer (implements com.numericalmethod.suanshu.optimization.multivariate.constrained.ConstrainedMinimizer<P,S>)
- com.numericalmethod.suanshu.algebra.linear.vector.doubles.SubVectorRef
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.stationary.SuccessiveOverrelaxationSolver (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.IterativeLinearSystemSolver)
- com.numericalmethod.suanshu.analysis.sequence.Summation
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.corvalan2005.diversification.SumOfPoweredWeights (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.corvalan2005.diversification.DiversificationMeasure)
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.corvalan2005.diversification.SumOfSquaredWeights (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.corvalan2005.diversification.DiversificationMeasure)
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.corvalan2005.diversification.SumOfWLogW (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.corvalan2005.diversification.DiversificationMeasure)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.svd.SVD (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.svd.SVDDecomposition)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.svd.mr3.SVDbyMR3 (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.svd.SVDDecomposition)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.mr3.SymmetricEigenByMR3 (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.Spectrum)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.mr3.SymmetricEigenFor2x2Matrix (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.Spectrum)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.triangle.SymmetricMatrix (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix)
- com.numericalmethod.suanshu.analysis.differentiation.multivariate.BorderedHessian
- com.numericalmethod.suanshu.analysis.differentiation.multivariate.Hessian
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.HilbertMatrix
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.qr.SymmetricQRAlgorithm (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.Spectrum)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.stationary.SymmetricSuccessiveOverrelaxationSolver (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.IterativeLinearSystemSolver)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.svd.SymmetricSVD (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.svd.SVDDecomposition)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.diagonalization.SymmetricTridiagonalDecomposition
- com.numericalmethod.suanshu.stats.descriptive.SynchronizedStatistic (implements com.numericalmethod.suanshu.stats.descriptive.Statistic)
- com.numericalmethod.suanshu.stats.covariance.nlshrink.TauEstimator
- com.numericalmethod.suanshu.stats.distribution.univariate.TDistribution (implements com.numericalmethod.suanshu.stats.distribution.univariate.ProbabilityDistribution)
- com.numericalmethod.suanshu.stats.random.rng.univariate.ThinRNG (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomNumberGenerator)
- com.numericalmethod.suanshu.stats.random.rng.multivariate.ThinRVG (implements com.numericalmethod.suanshu.stats.random.rng.multivariate.RandomVectorGenerator)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.linearsystem.ThomasAlgorithm
- java.lang.Throwable (implements java.io.Serializable)
- com.numericalmethod.suanshu.combinatorics.Ties<T>
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.TopNOptimizationAlgorithm (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.PortfolioOptimizationAlgorithm)
- com.numericalmethod.suanshu.finance.trading.meanreversion.cointegration.TradingPair
- com.numericalmethod.suanshu.graph.algorithm.traversal.TraversalFromRoots<V> (implements com.numericalmethod.suanshu.graph.algorithm.traversal.GraphTraversal<V>)
- com.numericalmethod.suanshu.graph.algorithm.traversal.BFS<V> (implements com.numericalmethod.suanshu.graph.algorithm.traversal.GraphTraversal<V>)
- com.numericalmethod.suanshu.graph.algorithm.traversal.DFS<V> (implements com.numericalmethod.suanshu.graph.algorithm.traversal.GraphTraversal<V>)
- com.numericalmethod.suanshu.stats.distribution.univariate.TriangularDistribution (implements com.numericalmethod.suanshu.stats.distribution.univariate.ProbabilityDistribution)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.qr.TridiagonalDeflationSearch
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.diagonalization.TriDiagonalization
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.diagonal.TridiagonalMatrix
- com.numericalmethod.suanshu.geometry.TrigMath
- com.numericalmethod.suanshu.analysis.function.tuple.Triple
- com.numericalmethod.suanshu.stats.distribution.univariate.TruncatedNormalDistribution (implements com.numericalmethod.suanshu.stats.distribution.univariate.ProbabilityDistribution)
- com.numericalmethod.suanshu.combinatorics.Twiddle<T> (implements java.lang.Iterable<T>)
- com.numericalmethod.suanshu.stats.regression.linear.lasso.UnconstrainedLASSObyCoordinateDescent (implements com.numericalmethod.suanshu.stats.regression.linear.LinearModel)
- com.numericalmethod.suanshu.stats.regression.linear.lasso.UnconstrainedLASSObyQP (implements com.numericalmethod.suanshu.stats.regression.linear.LinearModel)
- com.numericalmethod.suanshu.stats.random.rng.multivariate.UniformDistributionOverBox (implements com.numericalmethod.suanshu.stats.random.rng.multivariate.RandomVectorGenerator)
- com.numericalmethod.suanshu.optimization.multivariate.initialization.UniformDistributionOverBox1 (implements com.numericalmethod.suanshu.optimization.multivariate.initialization.InitialsFactory)
- com.numericalmethod.suanshu.optimization.multivariate.initialization.UniformDistributionOverBox2 (implements com.numericalmethod.suanshu.optimization.multivariate.initialization.InitialsFactory)
- com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.simplegrid.firstgeneration.UniformMeshOverRegion (implements com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.simplegrid.firstgeneration.FirstGeneration)
- com.numericalmethod.suanshu.stats.random.rng.univariate.uniform.UniformRNG (implements com.numericalmethod.suanshu.stats.random.rng.univariate.RandomLongGenerator)
- com.numericalmethod.suanshu.stats.stochasticprocess.timegrid.UnitGrid (implements com.numericalmethod.suanshu.stats.stochasticprocess.timegrid.TimeGrid)
- com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.UnivariateTimeSeries.Entry<T> (implements com.numericalmethod.suanshu.stats.timeseries.datastructure.TimeSeries.Entry<T,V>)
- com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.realtime.inttime.IntTimeTimeSeries.Entry
- com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.realtime.Realization.Entry
- com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.UnivariateTimeSeriesUtils
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.triangle.UpperTriangularMatrix (implements com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix)
- com.numericalmethod.suanshu.stats.random.rng.univariate.beta.VanDerWaerden1969 (implements com.numericalmethod.suanshu.stats.random.rng.univariate.beta.RandomBetaGenerator)
- com.numericalmethod.suanshu.stats.descriptive.moment.Variance (implements com.numericalmethod.suanshu.stats.descriptive.Statistic)
- com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.arima.VARIMASim (implements com.numericalmethod.suanshu.stats.random.rng.multivariate.RandomVectorGenerator)
- com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.arima.VARIMAXModel
- com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.arima.VARIMAModel
- com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arma.VARMAModel
- com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arma.VARModel
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.fit.SimpleAR1Fit (implements com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.fit.ResamplerModel)
- com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arma.VARFit
- com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arma.VARLinearRepresentation
- com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arma.VMAModel
- com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arma.VARMAXModel
- com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arma.VARXModel
- com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arma.VARMAForecastOneStep
- com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arma.VECM
- com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arma.VECMLongrun
- com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arma.VECMTransitory
- com.numericalmethod.suanshu.algebra.linear.vector.doubles.operation.VectorFactory
- com.numericalmethod.suanshu.algebra.linear.vector.doubles.dense.VectorMathOperation
- com.numericalmethod.suanshu.graph.type.VertexTree<T> (implements com.numericalmethod.suanshu.graph.RootedTree<V,E>)
- com.numericalmethod.suanshu.stats.hmm.Viterbi
- com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arma.VMAInvertibility
- com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.hyperbolic.dim1.WaveEquation1D (implements com.numericalmethod.suanshu.analysis.differentialequation.pde.PDE)
- com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.hyperbolic.dim2.WaveEquation2D (implements com.numericalmethod.suanshu.analysis.differentialequation.pde.PDE)
- com.numericalmethod.suanshu.stats.distribution.univariate.WeibullDistribution (implements com.numericalmethod.suanshu.stats.distribution.univariate.ProbabilityDistribution)
- com.numericalmethod.suanshu.stats.descriptive.moment.weighted.WeightedMean (implements com.numericalmethod.suanshu.stats.descriptive.Statistic)
- com.numericalmethod.suanshu.stats.regression.WeightedRSS
- com.numericalmethod.suanshu.stats.descriptive.moment.weighted.WeightedVariance (implements com.numericalmethod.suanshu.stats.descriptive.Statistic)
- com.numericalmethod.suanshu.stats.test.rank.wilcoxon.WilcoxonRankSumDistribution (implements com.numericalmethod.suanshu.stats.distribution.univariate.ProbabilityDistribution)
- com.numericalmethod.suanshu.stats.test.rank.wilcoxon.WilcoxonSignedRankDistribution (implements com.numericalmethod.suanshu.stats.distribution.univariate.ProbabilityDistribution)
- com.numericalmethod.suanshu.stats.random.rng.univariate.gamma.XiTanLiu2010a (implements com.numericalmethod.suanshu.stats.random.rng.univariate.gamma.RandomGammaGenerator)
- com.numericalmethod.suanshu.stats.random.rng.univariate.gamma.XiTanLiu2010b (implements com.numericalmethod.suanshu.stats.random.rng.univariate.gamma.RandomGammaGenerator)
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.XtAdaptedFunction (implements com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.FtAdaptedFunction)
- com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.coefficients.ZeroDriftVector (implements com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.coefficients.DriftVector)
- com.numericalmethod.suanshu.stats.random.rng.univariate.normal.Ziggurat2000 (implements com.numericalmethod.suanshu.stats.random.rng.univariate.normal.RandomStandardNormalGenerator)
- com.numericalmethod.suanshu.stats.random.rng.univariate.exp.Ziggurat2000Exp (implements com.numericalmethod.suanshu.stats.random.rng.univariate.exp.RandomExpGenerator)
- com.numericalmethod.suanshu.stats.random.rng.univariate.normal.Zignor2005 (implements com.numericalmethod.suanshu.stats.random.rng.univariate.normal.RandomStandardNormalGenerator)
Interface Hierarchy
- com.numericalmethod.suanshu.algebra.structure.AbelianGroup<G>
- com.numericalmethod.suanshu.algebra.structure.BanachSpace<B,F>
- com.numericalmethod.suanshu.algebra.structure.HilbertSpace<H,F>
- com.numericalmethod.suanshu.algebra.linear.vector.doubles.Vector (also extends com.numericalmethod.suanshu.misc.DeepCopyable)
- com.numericalmethod.suanshu.algebra.linear.vector.doubles.Vector (also extends com.numericalmethod.suanshu.misc.DeepCopyable, com.numericalmethod.suanshu.algebra.structure.HilbertSpace<H,F>)
- com.numericalmethod.suanshu.algebra.structure.Field<F>
- com.numericalmethod.suanshu.algebra.linear.matrix.generic.GenericMatrix<T,F> (also extends com.numericalmethod.suanshu.algebra.linear.matrix.generic.GenericMatrixAccess<F>, com.numericalmethod.suanshu.algebra.structure.Ring<R>, com.numericalmethod.suanshu.misc.datastructure.Table, com.numericalmethod.suanshu.algebra.structure.VectorSpace<V,F>)
- com.numericalmethod.suanshu.algebra.structure.HilbertSpace<H,F>
- com.numericalmethod.suanshu.algebra.linear.vector.doubles.Vector (also extends com.numericalmethod.suanshu.misc.DeepCopyable)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix (also extends com.numericalmethod.suanshu.misc.DeepCopyable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixRing, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixTable)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixRing
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix (also extends com.numericalmethod.suanshu.misc.DeepCopyable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixTable)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.structure.Ring<R> (also extends com.numericalmethod.suanshu.algebra.structure.Monoid<G>)
- com.numericalmethod.suanshu.algebra.structure.Field<F>
- com.numericalmethod.suanshu.algebra.linear.matrix.generic.GenericMatrix<T,F> (also extends com.numericalmethod.suanshu.algebra.linear.matrix.generic.GenericMatrixAccess<F>, com.numericalmethod.suanshu.misc.datastructure.Table, com.numericalmethod.suanshu.algebra.structure.VectorSpace<V,F>)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix (also extends com.numericalmethod.suanshu.misc.DeepCopyable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixRing, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixTable)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixRing
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix (also extends com.numericalmethod.suanshu.misc.DeepCopyable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixTable)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.linear.vector.doubles.Vector (also extends com.numericalmethod.suanshu.misc.DeepCopyable, com.numericalmethod.suanshu.algebra.structure.HilbertSpace<H,F>)
- com.numericalmethod.suanshu.algebra.structure.VectorSpace<V,F>
- com.numericalmethod.suanshu.algebra.structure.BanachSpace<B,F>
- com.numericalmethod.suanshu.algebra.structure.HilbertSpace<H,F>
- com.numericalmethod.suanshu.algebra.linear.vector.doubles.Vector (also extends com.numericalmethod.suanshu.misc.DeepCopyable)
- com.numericalmethod.suanshu.algebra.linear.vector.doubles.Vector (also extends com.numericalmethod.suanshu.misc.DeepCopyable, com.numericalmethod.suanshu.algebra.structure.HilbertSpace<H,F>)
- com.numericalmethod.suanshu.algebra.linear.matrix.generic.GenericMatrix<T,F> (also extends com.numericalmethod.suanshu.algebra.linear.matrix.generic.GenericMatrixAccess<F>, com.numericalmethod.suanshu.algebra.structure.Ring<R>, com.numericalmethod.suanshu.misc.datastructure.Table)
- com.numericalmethod.suanshu.algebra.structure.HilbertSpace<H,F>
- com.numericalmethod.suanshu.algebra.linear.vector.doubles.Vector (also extends com.numericalmethod.suanshu.misc.DeepCopyable)
- com.numericalmethod.suanshu.algebra.linear.vector.doubles.Vector (also extends com.numericalmethod.suanshu.misc.DeepCopyable, com.numericalmethod.suanshu.algebra.structure.HilbertSpace<H,F>)
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton.ABMPredictorCorrector
- com.numericalmethod.suanshu.misc.algorithm.bb.ActiveList
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.annealingfunction.AnnealingFunction
- com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arma.ARMAFit
- com.numericalmethod.suanshu.stats.regression.linear.glm.modelselection.BackwardElimination.Step
- com.numericalmethod.suanshu.misc.algorithm.bb.BBNode
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.bivariate.BicubicInterpolation.PartialDerivatives
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.diagonalization.BiDiagonalization
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.bivariate.BivariateGrid
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.bivariate.BivariateGridInterpolation
- com.numericalmethod.suanshu.analysis.differentiation.differentiability.C1
- com.numericalmethod.suanshu.analysis.differentiation.differentiability.C2
- com.numericalmethod.suanshu.optimization.problem.C2OptimProblem (also extends com.numericalmethod.suanshu.optimization.problem.OptimProblem)
- com.numericalmethod.suanshu.optimization.problem.C2OptimProblem (also extends com.numericalmethod.suanshu.analysis.differentiation.differentiability.C2, com.numericalmethod.suanshu.optimization.problem.OptimProblem)
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.Ceta.PortfolioMomentsEstimator
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.triangle.cholesky.Cholesky
- java.lang.Comparable<T>
- com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.Chromosome
- com.numericalmethod.suanshu.number.doublearray.CompositeDoubleArrayOperation.ImplementationChooser
- com.numericalmethod.suanshu.optimization.multivariate.constrained.constraint.Constraints
- com.numericalmethod.suanshu.analysis.function.rn2r1.univariate.ContinuedFraction.Partials
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.corvalan2005.Corvalan2005.WeightsConstraint
- com.numericalmethod.suanshu.stats.covariance.covarianceselection.CovarianceSelectionSolver
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.univariate.CubicHermite.Tangent
- com.numericalmethod.suanshu.analysis.curvefit.CurveFitting
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.univariate.Interpolation
- com.numericalmethod.suanshu.misc.DeepCopyable
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixRing, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixTable)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.linear.vector.doubles.Vector (also extends com.numericalmethod.suanshu.algebra.structure.HilbertSpace<H,F>)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.qr.DefaultDeflationCriterion.MatrixNorm
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.qr.DeflationCriterion
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.mathoperation.multiplication.DenseMatrixMultiplication
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.mathoperation.multiplication.DenseMatrixMultiplicationByBlock.BlockAlgorithm
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.problem.DerivativeFunction
- com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.coefficients.DiffusionMatrix
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.discrete.DiscreteSDE
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.corvalan2005.diversification.DiversificationMeasure
- com.numericalmethod.suanshu.number.doublearray.DoubleArrayOperation
- com.numericalmethod.suanshu.number.DoubleUtils.ifelse
- com.numericalmethod.suanshu.number.DoubleUtils.which
- com.numericalmethod.suanshu.stats.random.Estimator
- com.numericalmethod.suanshu.finance.trading.meanreversion.daspremont2008.ExtremalGeneralizedEigenvalueSolver
- com.numericalmethod.suanshu.stats.evt.exi.ExtremalIndexEstimation
- com.numericalmethod.suanshu.dsp.univariate.operation.system.doubles.Filter
- com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.simplegrid.firstgeneration.FirstGeneration
- com.numericalmethod.suanshu.stats.regression.linear.glm.modelselection.ForwardSelection.Step
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.FtAdaptedFunction
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.coefficients.Diffusion
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.coefficients.Drift
- com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.FtAdaptedRealFunction
- com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.FtAdaptedVectorFunction
- com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.coefficients.DriftVector
- com.numericalmethod.suanshu.analysis.function.Function<D,R>
- com.numericalmethod.suanshu.analysis.function.special.gamma.Gamma
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.gaussian.rule.GaussianQuadratureRule
- com.numericalmethod.suanshu.algebra.linear.matrix.generic.GenericMatrixAccess<F>
- com.numericalmethod.suanshu.algebra.linear.matrix.generic.GenericMatrix<T,F> (also extends com.numericalmethod.suanshu.algebra.structure.Ring<R>, com.numericalmethod.suanshu.misc.datastructure.Table, com.numericalmethod.suanshu.algebra.structure.VectorSpace<V,F>)
- com.numericalmethod.suanshu.graph.community.GirvanNewman.EdgeBetweenessCtor<V>
- com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.GLMExponentialDistribution
- com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.family.QuasiDistribution
- com.numericalmethod.suanshu.stats.regression.linear.glm.GLMFitting
- com.numericalmethod.suanshu.graph.Graph<V,E>
- com.numericalmethod.suanshu.graph.DAGraph<V,E>
- com.numericalmethod.suanshu.graph.RootedTree<V,E> (also extends com.numericalmethod.suanshu.graph.Tree<V,E>)
- com.numericalmethod.suanshu.graph.DiGraph<V,E>
- com.numericalmethod.suanshu.graph.DAGraph<V,E>
- com.numericalmethod.suanshu.graph.RootedTree<V,E> (also extends com.numericalmethod.suanshu.graph.Tree<V,E>)
- com.numericalmethod.suanshu.graph.RootedTree<V,E> (also extends com.numericalmethod.suanshu.graph.DAGraph<V,E>, com.numericalmethod.suanshu.graph.Tree<V,E>)
- com.numericalmethod.suanshu.graph.Forest<V,E>
- com.numericalmethod.suanshu.graph.RootedTree<V,E> (also extends com.numericalmethod.suanshu.graph.DAGraph<V,E>, com.numericalmethod.suanshu.graph.Tree<V,E>)
- com.numericalmethod.suanshu.graph.Tree<V,E>
- com.numericalmethod.suanshu.graph.Forest<V,E>
- com.numericalmethod.suanshu.graph.RootedTree<V,E> (also extends com.numericalmethod.suanshu.graph.DAGraph<V,E>)
- com.numericalmethod.suanshu.graph.UnDiGraph<V,E>
- com.numericalmethod.suanshu.graph.algorithm.traversal.GraphTraversal<V>
- com.numericalmethod.suanshu.graph.GraphUtils.EdgeFactory<V,N,E,X>
- com.numericalmethod.suanshu.graph.GraphUtils.GraphFactory<G>
- com.numericalmethod.suanshu.optimization.univariate.GridSearchMinimizer.GridDefinition
- com.numericalmethod.suanshu.graph.HyperEdge<V>
- com.numericalmethod.suanshu.graph.Arc<V>
- com.numericalmethod.suanshu.graph.Edge<V>
- com.numericalmethod.suanshu.graph.Arc<V>
- com.numericalmethod.suanshu.graph.UndirectedEdge<V>
- com.numericalmethod.suanshu.graph.WeightedArc<V> (also extends com.numericalmethod.suanshu.graph.Arc<V>, com.numericalmethod.suanshu.graph.WeightedEdge<V>)
- com.numericalmethod.suanshu.graph.UndirectedEdge<V>
- com.numericalmethod.suanshu.graph.WeightedArc<V> (also extends com.numericalmethod.suanshu.graph.Arc<V>, com.numericalmethod.suanshu.graph.WeightedEdge<V>)
- com.numericalmethod.suanshu.graph.WeightedEdge<V>
- com.numericalmethod.suanshu.graph.WeightedArc<V> (also extends com.numericalmethod.suanshu.graph.Arc<V>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.linear.bb.ILPBranchAndBoundMinimizer.ActiveListFactory
- com.numericalmethod.suanshu.optimization.multivariate.initialization.InitialsFactory
- com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.deoptim.constrained.IntegralConstrainedCellFactory.IntegerConstraint
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.Integrator
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.InverseIteration.StoppingCriterion
- java.lang.Iterable<T>
- com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.realtime.inttime.IntTimeTimeSeries
- com.numericalmethod.suanshu.stats.timeseries.datastructure.multivariate.realtime.inttime.MultivariateIntTimeTimeSeries
- com.numericalmethod.suanshu.stats.timeseries.datastructure.multivariate.realtime.MultivariateRealization
- com.numericalmethod.suanshu.stats.timeseries.datastructure.multivariate.MultivariateTimeSeries<T,E>
- com.numericalmethod.suanshu.stats.distribution.discrete.ProbabilityMassFunction<X>
- com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.realtime.Realization
- com.numericalmethod.suanshu.stats.stochasticprocess.timegrid.TimeGrid
- com.numericalmethod.suanshu.stats.timeseries.datastructure.TimeSeries<T,V,E>
- com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.realtime.inttime.IntTimeTimeSeries
- com.numericalmethod.suanshu.stats.timeseries.datastructure.multivariate.realtime.inttime.MultivariateIntTimeTimeSeries
- com.numericalmethod.suanshu.stats.timeseries.datastructure.multivariate.realtime.MultivariateRealization
- com.numericalmethod.suanshu.stats.timeseries.datastructure.multivariate.MultivariateTimeSeries<T,E>
- com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.realtime.Realization
- com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.UnivariateTimeSeries<T,E>
- com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.realtime.inttime.IntTimeTimeSeries
- com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.realtime.Realization
- com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.UnivariateTimeSeries<T,E>
- com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.realtime.inttime.IntTimeTimeSeries
- com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.realtime.Realization
- com.numericalmethod.suanshu.misc.parallel.IterationBody<T>
- com.numericalmethod.suanshu.misc.algorithm.iterative.monitor.IterationMonitor<S>
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.IterativeLinearSystemSolver
- com.numericalmethod.suanshu.misc.algorithm.iterative.IterativeMethod<S>
- com.numericalmethod.suanshu.stats.cointegration.JohansenAsymptoticDistribution.F
- com.numericalmethod.suanshu.analysis.curvefit.LeastSquares.Weighting
- com.numericalmethod.suanshu.stats.regression.linear.LinearModel
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.linearsystem.LinearSystemSolver.Solution
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.linesearch.LineSearch.Solution
- com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.link.LinkFunction
- com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.local.LocalSearchCellFactory.MinimizerFactory<U>
- com.numericalmethod.suanshu.misc.parallel.LoopBody
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.triangle.LUDecomposition
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.mathoperation.MatrixMathOperation
- com.numericalmethod.suanshu.optimization.MaximizationSolution<T>
- com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.MaximumLikelihoodFitting
- com.numericalmethod.suanshu.stats.random.MeanEstimator
- com.numericalmethod.suanshu.finance.trading.meanreversion.volarb.MeanEstimator
- com.numericalmethod.suanshu.stats.random.rng.multivariate.mcmc.metropolis.MetropolisHastings.ProposalDensityFunction
- com.numericalmethod.suanshu.optimization.MinimizationSolution<T>
- com.numericalmethod.suanshu.optimization.IterativeSolution<S> (also extends com.numericalmethod.suanshu.misc.algorithm.iterative.IterativeMethod<S>)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.LPMinimizer
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solution.LPSimplexMinimizer
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solution.LPSimplexMinimizer
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solution.LPSimplexSolution
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.LPSolution<T>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solution.LPSimplexSolution
- com.numericalmethod.suanshu.optimization.multivariate.constrained.SubProblemMinimizer.IterativeSolution<Vector>
- com.numericalmethod.suanshu.optimization.univariate.UnivariateMinimizer.Solution
- com.numericalmethod.suanshu.optimization.multivariate.minmax.MinMaxProblem<T>
- com.numericalmethod.suanshu.stats.hmm.mixture.distribution.MixtureDistribution
- com.numericalmethod.suanshu.algebra.structure.Monoid<G>
- com.numericalmethod.suanshu.algebra.structure.Field<F>
- com.numericalmethod.suanshu.algebra.linear.matrix.generic.GenericMatrix<T,F> (also extends com.numericalmethod.suanshu.algebra.linear.matrix.generic.GenericMatrixAccess<F>, com.numericalmethod.suanshu.algebra.structure.Ring<R>, com.numericalmethod.suanshu.misc.datastructure.Table, com.numericalmethod.suanshu.algebra.structure.VectorSpace<V,F>)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix (also extends com.numericalmethod.suanshu.misc.DeepCopyable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixRing, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixTable)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixRing
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix (also extends com.numericalmethod.suanshu.misc.DeepCopyable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixTable)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.structure.Ring<R> (also extends com.numericalmethod.suanshu.algebra.structure.AbelianGroup<G>)
- com.numericalmethod.suanshu.algebra.structure.Field<F>
- com.numericalmethod.suanshu.algebra.linear.matrix.generic.GenericMatrix<T,F> (also extends com.numericalmethod.suanshu.algebra.linear.matrix.generic.GenericMatrixAccess<F>, com.numericalmethod.suanshu.misc.datastructure.Table, com.numericalmethod.suanshu.algebra.structure.VectorSpace<V,F>)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix (also extends com.numericalmethod.suanshu.misc.DeepCopyable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixRing, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixTable)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixRing
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix (also extends com.numericalmethod.suanshu.misc.DeepCopyable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixTable)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.finance.trading.meanreversion.volarb.MRModel
- com.numericalmethod.suanshu.misc.datastructure.MultiDimensionalCollection<T>
- com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.discrete.MultivariateDiscreteSDE
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.multivariate.MultivariateGrid
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.multivariate.MultivariateGridInterpolation
- com.numericalmethod.suanshu.stats.distribution.multivariate.MultivariateProbabilityDistribution
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.optimizer.MVOptimizer
- com.numericalmethod.suanshu.number.NumberUtils.Comparable<T>
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.ODEIntegrator
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.ODESolver
- com.numericalmethod.suanshu.analysis.curvefit.interpolation.OnlineInterpolator
- com.numericalmethod.suanshu.optimization.Optimizer<P,S>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.BoxMinimizer<P,S>
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.maximizer.CetaMaximizer
- com.numericalmethod.suanshu.optimization.multivariate.constrained.ConstrainedMinimizer<P,S>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.BoxMinimizer<P,S>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver.LPSimplexSolver<P>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.LPSolver<P,S>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver.LPSimplexSolver<P>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.solver.QPMinimizer
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.IPMinimizer<T,S>
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.IterativeC2Minimizer
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.IterativeMinimizer<P>
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.linesearch.LineSearch
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver.LPSimplexSolver<P>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.LPSolver<P,S>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver.LPSimplexSolver<P>
- com.numericalmethod.suanshu.optimization.Maxmizer<P,S>
- com.numericalmethod.suanshu.optimization.Minimizer<P,S>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.BoxMinimizer<P,S>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.ConstrainedMinimizer<P,S>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.BoxMinimizer<P,S>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver.LPSimplexSolver<P>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.LPSolver<P,S>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver.LPSimplexSolver<P>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.solver.QPMinimizer
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.IPMinimizer<T,S>
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.IterativeC2Minimizer
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.IterativeMinimizer<P>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver.LPSimplexSolver<P>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.LPSolver<P,S>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver.LPSimplexSolver<P>
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.MultivariateMinimizer<P,S>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.IPMinimizer<T,S>
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.IterativeC2Minimizer
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.IterativeMinimizer<P>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.solver.QPMinimizer
- com.numericalmethod.suanshu.optimization.univariate.UnivariateMinimizer
- com.numericalmethod.suanshu.optimization.multivariate.minmax.MinMaxMinimizer<T>
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.MultivariateMinimizer<P,S>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.IPMinimizer<T,S>
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.IterativeC2Minimizer
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.IterativeMinimizer<P>
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.solver.QPMinimizer
- com.numericalmethod.suanshu.optimization.univariate.UnivariateMinimizer
- com.numericalmethod.suanshu.optimization.problem.OptimProblem
- com.numericalmethod.suanshu.optimization.problem.C2OptimProblem (also extends com.numericalmethod.suanshu.analysis.differentiation.differentiability.C2)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.problem.ConstrainedOptimProblem
- com.numericalmethod.suanshu.optimization.multivariate.constrained.ConstrainedOptimSubProblem
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.linear.problem.ILPProblem (also extends com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.IPProblem, com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.problem.LPProblem)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.IPProblem
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.linear.problem.ILPProblem (also extends com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.problem.LPProblem)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.problem.LPProblem
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.linear.problem.ILPProblem (also extends com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.IPProblem)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.ConstrainedOptimSubProblem
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.linear.problem.ILPProblem (also extends com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.IPProblem, com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.problem.LPProblem)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.IPProblem
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.linear.problem.ILPProblem (also extends com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.problem.LPProblem)
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.problem.LPProblem
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.linear.problem.ILPProblem (also extends com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.IPProblem)
- com.numericalmethod.suanshu.analysis.function.tuple.OrderedPairs
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.gaussian.rule.OrthogonalPolynomialFamily
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process.ou.OUFitting
- com.numericalmethod.suanshu.stats.stochasticprocess.univariate.sde.process.ou.OUProcess
- com.numericalmethod.suanshu.finance.trading.meanreversion.cointegration.check.PairingCheck
- com.numericalmethod.suanshu.finance.trading.meanreversion.cointegration.PairingModel
- com.numericalmethod.suanshu.stats.regression.linear.panel.PanelData.Transformation
- com.numericalmethod.suanshu.stats.regression.linear.panel.PanelRegression
- com.numericalmethod.suanshu.stats.random.sampler.resampler.bootstrap.block.PattonPolitisWhite2009ForObject.AutoCorrelationForObject
- com.numericalmethod.suanshu.stats.random.sampler.resampler.bootstrap.block.PattonPolitisWhite2009ForObject.AutoCovarianceForObject
- com.numericalmethod.suanshu.stats.factor.pca.PCA
- com.numericalmethod.suanshu.analysis.differentialequation.pde.PDE
- com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.PDESolutionGrid2D
- com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.PDESolutionTimeSpaceGrid1D
- com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.PDESolutionTimeSpaceGrid2D
- com.numericalmethod.suanshu.analysis.differentialequation.pde.PDESolver
- com.numericalmethod.suanshu.optimization.multivariate.constrained.general.penaltymethod.PenaltyMethodMinimizer.PenaltyFunctionFactory
- com.numericalmethod.suanshu.geometry.polyline.PolygonalChain
- com.numericalmethod.suanshu.analysis.function.polynomial.root.PolyRootSolver
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.PortfolioOptimizationAlgorithm
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.PortfolioOptimizationAlgorithm.CovarianceEstimator
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.PortfolioOptimizationAlgorithm.MeanEstimator
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.PortfolioOptimizationAlgorithm.SymbolLookup
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization.PortfolioRiskExactSigma.MatrixRoot
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.preconditioner.Preconditioner
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.preconditioner.PreconditionerFactory
- com.numericalmethod.suanshu.stats.distribution.univariate.ProbabilityDistribution
- com.numericalmethod.suanshu.stats.evt.evd.univariate.UnivariateEVD
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.QPSolution
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.qr.QRDecomposition
- com.numericalmethod.suanshu.analysis.function.polynomial.root.QuarticRoot.QuarticSolver
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.fit.ResamplerModel
- com.numericalmethod.suanshu.finance.trading.returns.ReturnsCalculator
- com.numericalmethod.suanshu.finance.trading.returns.moments.ReturnsMoments.Estimator
- com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.npeb.resampler.ReturnsResamplerFactory
- com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta.RungeKuttaStepper
- com.numericalmethod.suanshu.stats.random.Seedable
- com.numericalmethod.suanshu.analysis.sequence.Sequence
- com.numericalmethod.suanshu.graph.algorithm.shortestpath.ShortestPath<V>
- com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.simplegrid.SimpleGridMinimizer.NewCellFactoryCtor
- com.numericalmethod.suanshu.optimization.multivariate.geneticalgorithm.minimizer.deoptim.DEOptim.NewCellFactory
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.linear.cuttingplane.SimplexCuttingPlaneMinimizer.CutterFactory
- com.numericalmethod.suanshu.optimization.multivariate.constrained.integer.linear.cuttingplane.SimplexCuttingPlaneMinimizer.CutterFactory.Cutter
- com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.pivoting.SimplexPivoting
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.eigen.Spectrum
- com.numericalmethod.suanshu.optimization.multivariate.constrained.general.sqp.activeset.SQPActiveSetMinimizer.VariationFactory
- com.numericalmethod.suanshu.optimization.multivariate.constrained.general.sqp.activeset.equalityconstraint.SQPActiveSetOnlyEqualityConstraint1Minimizer.VariationFactory
- com.numericalmethod.suanshu.optimization.multivariate.constrained.general.sqp.activeset.equalityconstraint.SQPASEVariation
- com.numericalmethod.suanshu.optimization.multivariate.constrained.general.sqp.activeset.SQPASVariation
- com.numericalmethod.suanshu.analysis.function.special.gaussian.StandardCumulativeNormal
- com.numericalmethod.suanshu.stats.descriptive.Statistic
- com.numericalmethod.suanshu.stats.descriptive.StatisticFactory
- com.numericalmethod.suanshu.misc.algorithm.stopcondition.StopCondition
- com.numericalmethod.suanshu.optimization.multivariate.constrained.SubProblemMinimizer.ConstrainedMinimizerFactory<U>
- com.numericalmethod.suanshu.analysis.integration.univariate.riemann.substitution.SubstitutionRule
- com.numericalmethod.suanshu.analysis.sequence.Summation.Term
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.factorization.svd.SVDDecomposition
- com.numericalmethod.suanshu.misc.datastructure.Table
- com.numericalmethod.suanshu.algebra.linear.matrix.generic.GenericMatrix<T,F> (also extends com.numericalmethod.suanshu.algebra.linear.matrix.generic.GenericMatrixAccess<F>, com.numericalmethod.suanshu.algebra.structure.Ring<R>, com.numericalmethod.suanshu.algebra.structure.VectorSpace<V,F>)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix (also extends com.numericalmethod.suanshu.misc.DeepCopyable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixRing, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixTable)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixAccess
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix (also extends com.numericalmethod.suanshu.misc.DeepCopyable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixRing, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixTable)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixTable (also extends com.numericalmethod.suanshu.misc.datastructure.Table)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix (also extends com.numericalmethod.suanshu.misc.DeepCopyable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixRing)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixTable (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixAccess)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix (also extends com.numericalmethod.suanshu.misc.DeepCopyable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.MatrixRing)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseMatrix (also extends com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.dense.Densifiable, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.Matrix, com.numericalmethod.suanshu.algebra.linear.matrix.doubles.matrixtype.sparse.SparseStructure)
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.temperaturefunction.TemperatureFunction
- com.numericalmethod.suanshu.optimization.multivariate.unconstrained.annealing.acceptanceprobabilityfunction.TemperedAcceptanceProbabilityFunction
- com.numericalmethod.suanshu.stats.timeseries.datastructure.TimeSeries.Entry<T,V>
- com.numericalmethod.suanshu.misc.algorithm.iterative.tolerance.Tolerance
- com.numericalmethod.suanshu.analysis.root.univariate.Uniroot
Enum Hierarchy
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